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



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FDIC Working Papers Series

Table 14
Comparison of Bucketing Techniques
BIF Only
  Baseline 25 Equal-Sized Buckets Size and Region Buckets Region and CAMELS Group Size and CAMELS Group Specialized Lender and Region
Expected Loss (EL) $1,029,281 $1,022,313 $1,021,277 $1,018,609 n.a. $1,011,899
Unexpected Loss (UL) $2,964,964 $2,850,705 $2,904,048 $2,672,266 n.a. $2,669,365
Solvency ($30 Billion) 99.82% 99.85% 99.85% 99.86% n.a. 99.88%
Solvency ($40 Billion) 99.91% 99.94% 99.92% 99.94% n.a. 99.93%
A Rating Solvency $44,730,823 $37,928,519 $41,120,109 $38,270,777 n.a. $39,197,578
A- Rating Solvency $40,281,094 $34,607,657 $37,073,875 $36,126,245 n.a. $33,656,518
BBB+ Rating Solvency $33,966,695 $31,726,703 $32,072,389 $30,502,680 n.a. $28,535,282
BBB Rating Solvency $30,126,141 $27,567,381 $28,096,159 $26,438,022 n.a. $25,375,685
BIF Balance 12/31/2000 $29,863,000 $29,863,000 $29,863,000 $29,863,000 $29,863,000 $29,863,000
BIF and SAIF Merged
  Baseline 25 Equal-Sized Buckets Size and Region Buckets Region and CAMELS Group Size and CAMELS Group Specialized Lender and Region
Expected Loss (EL) $1,348,092 $1,358,606 $1,318,140 $1,322,520 $1,340,016 $1,342,231
Unexpected Loss (UL) $3,967,074 $4,112,536 $3,332,633 $3,147,276 $3,487,437 $3,425,842
Solvency ($30 Billion) 99.74% 99.81% 99.82% 99.83% 99.77% 99.79%
Solvency ($40 Billion) 99.85% 99.90% 99.91% 99.92% 99.87% 99.89%
A Rating Solvency $55,106,919 $50,094,404 $43,968,687 $42,337,006 $50,223,083 $46,895,982
A- Rating Solvency $50,532,935 $41,029,174 $41,190,330 $38,340,234 $45,683,066 $42,561,018
BBB+ Rating Solvency $42,725,025 $35,556,210 $34,266,907 $33,966,022 $39,383,483 $37,820,884
BBB Rating Solvency $35,584,250 $30,349,565 $30,445,176 $29,523,589 $33,645,466 $33,177,356
BIF and SAIF Balance 12/31/2000 $40,591,000 $40,591,000 $40,591,000 $40,591,000 $40,591,000 $40,591,000

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

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