Measuring the Risks
Balance Sheets Reveal
bankALM uses only free public data to screen deposit fragility, funding structure, and ALM mismatch for FDIC-insured banks. The output is an exploratory public-data atlas: transparent scores, scenario proxies, and quarter-aligned validation artifacts.
Explore the Atlas ↓Data build: —
Risk Indices
Three complementary lenses on bank fragility. Each index captures a different dimension of structural vulnerability and is scored 0–100 within peer groups using public filings.
How the Indexes Are Built
Every score is quarter-specific, peer-normalized, and computed only from public regulatory data. The goal is transparent screening, not a black-box model.
Why Bank Fragility
The Blind Spot
Most bank risk metrics focus on capital ratios and loan quality. But recent stress episodes also showed how deposit composition, funding concentration, and asset-liability mismatch can accelerate fragility once confidence breaks.
What We Built
bankALM is a transparent, reproducible pipeline that scores every FDIC-insured bank on deposit stickiness, run risk, and ALM mismatch using only free public data from FDIC and FFIEC filings. No proprietary data. The transparent index layer remains primary and auditable.
Why It Matters
The atlas is designed for exploratory screening, peer comparison, and scenario discussion. The supervised overlay is secondary and experimental; the transparent score and coverage metadata are the main product.
Backtest Results
Quarter-aligned failure-cohort metrics and historical episode context from public data.
Index Comparison — Failure Prediction
Historical Stress Episodes
About bankALM
Built entirely from publicly available regulatory data: FDIC BankFind financials, FDIC Summary of Deposits, FFIEC CDR Call Reports, FDIC failure records, and Treasury.gov yield history. Treasury rate-history features are currently part of the recent-history enriched panel rather than the full-history core panel.
This is independent research. It is not affiliated with or endorsed by the FDIC, FFIEC, Federal Reserve, or any financial institution. Scores are computed from public filings and should not be interpreted as supervisory ratings or investment advice.