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Federal Deposit
Insurance Corporation

Each depositor insured to at least $250,000 per insured bank



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FDIC Working Papers Series

Figure 5 - Sensitivity Analysis:  Expected Default Frequencies - BIF and SAIF Merged.  This bar chart displays the dollar amount needed in the fund to earn the corresponding credit rating (A, A-, BBB+, BBB-) under four different scenarios, assuming that the BIF and SAIF were merged:  using the baseline assumptions, historical expected default rates, expected default rates generated from an econometric model, and expected default rates generated from market information.

Last Updated 02/15/2002 insurance-research@fdic.gov

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