FLORIDA ATLANTIC UNIVERSITY®

U.S. Banks’ Uninsured Deposit Stress Test

Home Bank Exposures Commercial Real Estate Unrealized Losses on Investment Securities Screener Uninsured Deposits Uninsured Deposit Stress Test

Excessive exposures to uninsured deposits as reported by many large banks pose a serious risk to their financial stability and viability. One way of measuring a bank’s vulnerability of a run by uninsured depositors is through a bank stress-testing model. One such stress test is a "depositor-run" model where we model how long a bank can survive a depositor run.

This involves modeling daily deposit withdrawals as a function of a bank's liquid assets (primarily cash and investment securities.) The Uninsured Deposit Stress Test is a stress test for a withdrawal run by uninsured depositors assuming a two-day run of all such deposits.

We calculate the ratio of uninsured deposits to liquid assets, where “liquid assets” is defined as cash plus investment securities (available for sale securities plus held to maturity securities, both measured by “amortized cost,” i.e. book values). Below is a screen showing banks with total assets greater than $10 billion and where the ratio of uninsured deposits to liquid assets is greater than 100%. 

This ongoing, quarterly project is produced by The Banking Initiative at Florida Atlantic University, sponsored by Executive Education.

Obs Name ST Total Assets Total Domestic Deposits Liquid Assets Uninsured Deposits Percent Uninsured Uninsured Deposits, % of Liquid Assets
1 AMERIS BANK GA 26,308 22,045 2,979 9,468 42.9% 318%
2 CATHAY BANK CA 23,253 19,752 2,941 9,184 46.5% 312%
3 PROVIDENT BANK NJ 24,025 18,466 3,440 9,649 52.3% 280%
4 DIME COMMUNITY BANK NY 13,733 11,458 2,064 5,515 48.1% 267%
5 OCEANFIRST BANK, NATIONAL ASSO NJ 13,386 10,183 2,210 5,703 56.0% 258%
6 SERVISFIRST BANK AL 16,448 13,169 3,669 8,736 66.3% 238%
7 BERKSHIRE BANK MA 11,599 9,654 1,864 4,172 43.2% 224%
8 BNY MELLON, NATIONAL ASSOCIATI PA 29,937 25,131 6,824 15,097 60.1% 221%
9 INDEPENDENT BANK DBA INDEPENDE TX 18,576 16,021 3,239 6,891 43.0% 213%
10 STELLAR BANK TX 10,617 8,803 2,318 4,926 56.0% 213%
11 FIRST HORIZON BANK TN 82,363 67,395 12,728 26,271 39.0% 206%
12 BELL BANK ND 13,899 12,154 1,066 2,191 18.0% 206%
13 SYNOVUS BANK GA 59,463 50,698 12,204 24,707 48.7% 202%
14 FIRST UNITED BANK AND TRUST CO OK 16,448 12,380 2,031 4,018 32.5% 198%
15 SANDY SPRING BANK MD 14,379 11,854 2,210 4,381 37.0% 198%
16 RENASANT BANK MS 17,961 14,896 3,270 6,380 42.8% 195%
17 FIRSTBANK TN 12,902 10,994 2,528 4,793 43.6% 190%
18 BANK OZK AR 37,442 30,572 5,699 10,778 35.3% 189%
19 VERITEX COMMUNITY BANK TX 12,993 11,062 2,579 4,871 44.0% 189%
20 BANK OF HOPE CA 17,350 14,751 3,097 5,699 38.6% 184%
21 TOWNEBANK VA 17,188 14,469 3,983 6,826 47.2% 171%
22 FULTON BANK, NATIONAL ASSOCIAT PA 32,060 26,320 6,205 10,399 39.5% 168%
23 ASSOCIATED BANK, NATIONAL ASSO WI 42,161 33,823 8,983 14,980 44.3% 167%
24 DEUTSCHE BANK TRUST COMPANY AM NY 39,861 27,432 16,123 26,696 97.3% 166%
25 UNITED BANK VA 29,769 24,070 5,409 8,967 37.3% 166%
26 AMERANT BANK, NATIONAL ASSOCIA FL 10,335 8,217 2,157 3,581 43.6% 166%
27 NBT BANK, NATIONAL ASSOCIATION NY 13,735 11,799 2,983 4,813 40.8% 161%
28 VALLEY NATIONAL BANK NJ 62,089 50,678 10,898 17,454 34.4% 160%
29 SOUTHSTATE BANK, N.A. FL 46,072 37,752 8,716 13,856 36.7% 159%
30 FIRST NATIONAL BANK OF PENNSYL PA 47,767 37,129 9,547 15,127 40.7% 158%
31 ORIENTAL BANK PR 11,347 9,620 3,167 5,005 52.0% 158%
32 ROCKLAND TRUST COMPANY MA 19,416 15,533 3,252 5,059 32.6% 156%
33 ATLANTIC UNION BANK VA 24,686 20,329 4,270 6,507 32.0% 152%
34 FIRST MERCHANTS BANK IN 18,336 14,442 4,295 6,523 45.2% 152%
35 CIBC BANK USA IL 58,902 46,875 19,944 29,761 63.5% 149%
36 EASTERN BANK MA 25,493 21,363 6,106 9,041 42.3% 148%
37 ZIONS BANCORPORATION, NATIONAL UT 87,032 75,911 22,615 33,062 43.6% 146%
38 EAST WEST BANK CA 74,349 58,823 21,491 31,319 53.2% 146%
39 COLUMBIA BANK NJ 10,414 7,818 1,981 2,902 37.1% 146%
40 HANCOCK WHITNEY BANK MS 35,214 29,245 9,517 13,785 47.1% 145%
41 PACIFIC PREMIER BANK CA 17,906 14,560 4,033 5,763 39.6% 143%
42 CENTENNIAL BANK AR 22,747 17,217 5,817 8,180 47.5% 141%
43 TRUSTMARK NATIONAL BANK MS 18,478 15,321 3,855 5,402 35.3% 140%
44 CITY NATIONAL BANK OF FLORIDA FL 26,189 20,710 7,369 9,903 47.8% 134%
45 NORTHWEST BANK PA 14,410 12,366 2,307 3,097 25.0% 134%
46 ISRAEL DISCOUNT BANK OF NEW YO NY 13,219 10,895 3,547 4,769 43.8% 134%
47 PINNACLE BANK TN 50,562 41,156 11,289 14,978 36.4% 133%
48 BANKUNITED, NATIONAL ASSOCIATI FL 35,758 28,194 10,319 13,592 48.2% 132%
49 ENTERPRISE BANK & TRUST MO 14,924 12,593 3,187 4,180 33.2% 131%
50 PLAINSCAPITAL BANK TX 13,239 10,945 4,087 5,302 48.4% 130%
51 COMERICA BANK TX 79,753 64,250 24,669 31,926 49.7% 129%
52 CITIZENS BUSINESS BANK CA 15,411 12,122 5,700 7,380 60.9% 129%
53 BREMER BANK, NATIONAL ASSOCIAT MN 16,149 13,450 4,083 5,246 39.0% 128%
54 CITY NATIONAL BANK CA 92,111 76,704 34,028 43,385 56.6% 127%
55 OLD NATIONAL BANK IN 53,307 41,127 15,253 19,311 47.0% 127%
56 UMPQUA BANK OR 51,904 41,581 11,083 14,047 33.8% 127%
57 FIRST COMMONWEALTH BANK PA 11,953 9,836 2,240 2,848 29.0% 127%
58 UNITED COMMUNITY BANK SC 27,304 23,706 7,333 9,228 38.9% 126%
59 FIRSTBANK PUERTO RICO PR 18,852 16,147 6,703 8,464 52.4% 126%
60 WASHINGTON TRUST BANK WA 11,053 8,664 3,910 4,855 56.0% 124%
61 SEACOAST NATIONAL BANK FL 15,159 12,250 3,562 4,352 35.5% 122%
62 POPULAR BANK NY 14,305 11,891 3,088 3,774 31.7% 122%
63 FIRST FINANCIAL BANK OH 18,072 14,150 4,424 5,341 37.7% 121%
64 CITIZENS BANK, NATIONAL ASSOCI RI 219,536 178,988 63,680 76,311 42.6% 120%
65 TEXAS CAPITAL BANK TX 31,489 26,011 8,580 10,303 39.6% 120%
66 DOLLAR BANK, FEDERAL SAVINGS B PA 11,654 9,666 2,265 2,720 28.1% 120%
67 CADENCE BANK MS 49,205 38,844 12,547 14,481 37.3% 115%
68 MECHANICS BANK CA 16,606 14,112 5,363 6,188 43.9% 115%
69 BOKF, NATIONAL ASSOCIATION OK 49,908 37,489 17,027 19,434 51.8% 114%
70 SIMMONS BANK AR 27,233 22,228 7,322 8,355 37.6% 114%
71 FIRST BANK NC 12,159 10,535 3,513 4,014 38.1% 114%
72 MANUFACTURERS AND TRADERS TRUS NY 211,332 167,631 72,166 81,344 48.5% 113%
73 WASHINGTON FEDERAL BANK WA 28,050 21,525 5,435 6,149 28.6% 113%
74 BUSEY BANK IL 11,950 10,016 3,401 3,841 38.4% 113%
75 REGIONS BANK AL 156,385 128,575 43,947 48,911 38.0% 111%
76 UMB BANK, NATIONAL ASSOCIATION MO 47,230 39,844 25,783 28,647 71.9% 111%
77 BMO BANK NATIONAL ASSOCIATION IL 264,330 209,730 95,512 103,966 49.6% 109%
78 WEBSTER BANK, NATIONAL ASSOCIA CT 79,376 64,840 20,844 22,745 35.1% 109%
79 FIRST NATIONAL BANK OF OMAHA NE 31,860 26,518 7,533 8,180 30.8% 109%
80 BANNER BANK WA 16,200 13,608 4,036 4,387 32.2% 109%
81 WESBANCO BANK, INC. WV 18,476 14,240 4,260 4,556 32.0% 107%
82 HTLF BANK CO 18,205 15,271 5,799 6,098 39.9% 105%
83 WILMINGTON SAVINGS FUND SOCIET DE 20,808 16,765 6,303 6,474 38.6% 103%
84 KEYBANK NATIONAL ASSOCIATION OH 187,221 154,887 77,068 78,424 50.6% 102%
85 BANC OF CALIFORNIA CA 33,345 27,018 7,380 7,448 27.6% 101%
86 MERCHANTS BANK OF INDIANA IN 18,594 12,940 2,627 2,653 20.5% 101%
87 WESTERN ALLIANCE BANK AZ 79,938 68,361 19,347 19,310 28.2% 100%
88 HSBC BANK USA, NATIONAL ASSOCI VA 163,226 130,684 91,223 87,948 67.3% 96%
89 FIRST FINANCIAL BANK TX 13,528 11,888 5,569 5,348 45.0% 96%
90 UBS BANK USA UT 110,815 89,732 26,538 25,120 28.0% 95%
91 COMMUNITY BANK, NATIONAL ASSOC NY 16,152 13,695 4,840 4,553 33.2% 94%
92 FIFTH THIRD BANK, NATIONAL ASS OH 213,583 172,890 90,591 82,362 47.6% 91%
93 CUSTOMERS BANK PA 21,473 18,210 6,669 6,082 33.4% 91%
94 FIRST HAWAIIAN BANK HI 23,781 18,167 11,071 9,929 54.7% 90%
95 FARMERS AND MERCHANTS BANK OF CA 12,017 8,772 5,341 4,683 53.4% 88%
96 PROSPERITY BANK TX 40,114 28,205 13,514 11,585 41.1% 86%
97 FIRST INTERSTATE BANK MT 29,532 23,140 9,307 8,005 34.6% 86%
98 TRISTATE CAPITAL BANK PA 20,672 18,914 5,921 5,056 26.7% 85%
99 TRUIST BANK NC 515,224 400,419 211,023 177,860 44.4% 84%
100 CENTRAL TRUST BANK, THE MO 18,578 14,798 6,415 5,392 36.4% 84%
101 LIVE OAK BANKING COMPANY NC 12,526 11,474 1,980 1,654 14.4% 84%
102 JPMORGAN CHASE BANK, NATIONAL OH 3,584,105 2,032,340 1,359,398 1,129,926 55.6% 83%
103 U.S. BANK NATIONAL ASSOCIATION OH 670,008 522,482 319,739 266,197 50.9% 83%
104 MIDFIRST BANK OK 39,033 24,216 5,724 4,777 19.7% 83%
105 COMMERCE BANK MO 31,340 25,695 13,123 10,924 42.5% 83%
106 BANK OF HAWAII HI 23,768 19,737 13,470 11,131 56.4% 83%
107 AXOS BANK CA 22,890 20,178 3,568 2,835 14.1% 79%
108 FIRST-CITIZENS BANK & TRUST CO NC 220,383 151,931 75,499 58,592 38.6% 78%
109 BANCO POPULAR DE PUERTO RICO PR 56,768 52,361 38,234 29,903 57.1% 78%
110 ARVEST BANK AR 26,691 23,242 7,695 5,915 25.5% 77%
111 FROST BANK Tx 51,060 42,170 29,183 22,061 52.3% 76%
112 WELLS FARGO BANK, NATIONAL ASS SD 1,698,675 1,397,345 833,607 614,323 44.0% 74%
113 GOLDMAN SACHS BANK USA NY 564,359 370,460 207,149 152,409 41.1% 74%
114 MORGAN STANLEY PRIVATE BANK, N NY 210,223 190,353 60,029 44,027 23.1% 73%
115 APPLE BANK NY 17,067 14,234 4,290 3,071 21.6% 72%
116 BANK OF AMERICA CALIFORNIA, NA CA 16,200 13,219 5,136 3,717 28.1% 72%
117 HUNTINGTON NATIONAL BANK, THE OH 199,222 162,822 75,345 53,318 32.7% 71%
118 AMERICAN EXPRESS NATIONAL BANK UT 192,154 146,508 42,392 30,074 20.5% 71%
119 SANTANDER BANK, NATIONAL ASSOC DE 101,733 76,639 41,055 29,303 38.2% 71%
120 GLACIER BANK MT 28,188 20,885 9,122 6,513 31.2% 71%
121 FIRST FOUNDATION BANK CA 13,352 10,342 3,155 2,248 21.7% 71%
122 EAGLEBANK MD 11,228 8,568 3,069 2,181 25.5% 71%
123 BANCFIRST OK 11,092 9,742 3,716 2,624 26.9% 71%
124 PNC BANK, NATIONAL ASSOCIATION DE 559,700 429,849 271,701 189,503 44.1% 70%
125 CAPITAL ONE, NATIONAL ASSOCIAT VA 483,857 379,886 139,668 94,240 24.8% 67%
126 STATE STREET BANK AND TRUST CO MA 334,336 182,432 258,876 173,087 94.9% 67%
127 BANK OF NEW YORK MELLON, THE NY 348,079 195,220 302,411 192,264 98.5% 64%
128 FIRSTBANK CO 27,333 23,996 10,770 6,899 28.8% 64%
129 CITIBANK, N.A. SD 1,733,111 766,194 955,630 589,758 77.0% 62%
130 STIFEL BANK AND TRUST MO 18,849 17,349 4,529 2,599 15.0% 57%
131 TD BANK, N.A. DE 399,881 294,569 192,700 107,845 36.6% 56%
132 FLAGSTAR BANK, NATIONAL ASSOCI NY 114,307 83,625 34,238 18,920 22.6% 55%
133 NEXBANK TX 13,809 10,392 3,809 2,112 20.3% 55%
134 SAFRA NATIONAL BANK OF NEW YOR NY 10,376 8,557 6,406 3,148 36.8% 49%
135 STIFEL BANK MO 10,462 9,715 3,729 1,808 18.6% 48%
136 BANK OF AMERICA, NATIONAL ASSO NC 2,565,878 1,892,511 1,713,815 791,512 41.8% 46%
137 ALLY BANK UT 182,176 155,688 35,454 15,914 10.2% 45%
138 SYNCHRONY BANK UT 111,840 84,094 19,037 7,779 9.3% 41%
139 EVERBANK, NATIONAL ASSOCIATION FL 39,856 31,045 10,838 4,431 14.3% 41%
140 MORGAN STANLEY BANK, N.A. UT 224,864 180,157 95,399 36,548 20.3% 38%
141 THIRD FEDERAL SAVINGS & LOAN A OH 17,078 10,322 1,012 349 3.4% 35%
142 DISCOVER BANK DE 149,314 114,517 25,965 8,396 7.3% 32%
143 RAYMOND JAMES BANK FL 41,637 37,592 9,715 3,034 8.1% 31%
144 NORTHERN TRUST COMPANY, THE IL 155,219 44,869 112,627 33,325 74.3% 30%
145 LENDINGCLUB BANK, NATIONAL ASS UT 10,848 9,532 4,310 1,144 12.0% 27%
146 BEAL BANK USA NV 17,513 9,095 13,982 3,450 37.9% 25%
147 COMENITY CAPITAL BANK UT 12,590 9,709 2,119 521 5.4% 25%
148 BARCLAYS BANK DELAWARE DE 41,250 32,207 7,523 1,458 4.5% 19%
149 SOFI BANK, NATIONAL ASSOCIATIO UT 29,265 24,586 3,843 734 3.0% 19%
150 SALLIE MAE BANK UT 29,941 21,705 6,757 1,142 5.3% 17%
151 CHARLES SCHWAB BANK, SSB TX 272,674 222,165 227,534 31,752 14.3% 14%
152 WELLS FARGO NATIONAL BANK WEST NV 10,344 8,712 4,598 595 6.8% 13%
153 BMW BANK OF NORTH AMERICA UT 11,944 7,614 2,844 322 4.2% 11%
154 USAA FEDERAL SAVINGS BANK AZ 110,323 95,409 65,443 5,985 6.3% 9%
155 CHARLES SCHWAB PREMIER BANK, S TX 25,776 21,486 24,358 1,354 6.3% 6%
156 OPTUM BANK, INC. UT 18,181 14,558 11,192 231 1.6% 2%
157 TD BANK USA, NATIONAL ASSOCIAT DE 34,219 27,620 24,563 315 1.1% 1%
158 AMERIPRISE BANK, FSB MN 23,205 21,733 22,227 313 1.4% 1%

 

 

 

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