Pressure Scanner
Search for a bank by name, or scan FDIC-insured institutions by funding pressure zone, state, and asset size.
| Bank Name | State | Assets | Score ▼ | Zone | Active Drivers | Driver Icons | Action |
|---|
API Field Tester
Search for any FDIC-insured bank and inspect the raw field values returned by the FDIC API. Use this to verify data quality and confirm field calculations.
Compare Banks
Search for banks below to add them, or use the + Compare button in the Pressure Scanner. Add up to 5 banks, then click Compare Now.
How It Works
A guide to the DepositIQ pressure scoring methodology, zone definitions, and driver calculations — all sourced from FDIC Call Report data.
The DepositIQ Pressure Score is a composite index from 0 to 100 that summarizes a bank's overall funding stress level. It is calculated by evaluating six independent pressure drivers against FDIC Call Report data. Each driver contributes 0, 10, 18, or 25 points depending on severity, and the total is capped at 100.
Each of the six drivers is rated on a four-level severity scale. Points from all six drivers are summed (maximum 150, capped at 100) to produce the final score.
| Severity | Points | Meaning |
|---|---|---|
| Green | 0 | Within healthy range — no pressure contribution |
| Amber | 10 | Elevated — approaching stress threshold |
| Orange | 18 | Stressed — meaningfully above peer norms |
| Red | 25 | Critical — significantly elevated funding risk |
Each driver is calculated from FDIC Call Report financial data (updated quarterly). All dollar figures are in thousands as reported.
Measures how well stable, relationship-based deposits fund the loan book. A ratio above 1.0 means the bank is funding loans with wholesale or rate-sensitive deposits. Industry median: ~0.89.
| Threshold | Severity |
|---|---|
| ≥ 1.10 | Red (25 pts) |
| 1.00 – 1.09 | Orange (18 pts) |
| 0.85 – 0.99 | Amber (10 pts) |
| < 0.85 | Green (0 pts) |
What the bank pays in aggregate for every dollar of assets. Elevated COF signals reliance on high-cost funding or aggressive rate competition to stem outflows. Peer median: ~1.60%.
| Threshold | Severity |
|---|---|
| ≥ 2.5% | Red (25 pts) |
| 2.0% – 2.49% | Orange (18 pts) |
| 1.5% – 1.99% | Amber (10 pts) |
| < 1.5% | Green (0 pts) |
Estimates the share of deposits that are rate-sensitive or non-relationship-based. These funds will leave for marginally better rates, creating attrition and repricing risk. Regulatory watch threshold: 20%.
| Threshold | Severity |
|---|---|
| ≥ 20% | Red (25 pts) |
| 15% – 19.9% | Orange (18 pts) |
| 8% – 14.9% | Amber (10 pts) |
| < 8% | Green (0 pts) |
The spread between what a bank earns and what it pays. Community banks depend on NIM for 70–80% of revenue. Below 2.8% significantly constrains the ability to absorb credit costs. Peer median: ~3.30%.
| Threshold | Severity |
|---|---|
| < 2.4% | Red (25 pts) |
| 2.4% – 2.79% | Orange (18 pts) |
| 2.8% – 3.19% | Amber (10 pts) |
| ≥ 3.2% | Green (0 pts) |
High CD concentration creates periodic repricing cliff events. CD holders are among the most rate-sensitive depositors — a bank with 40%+ of deposits in CDs is running a continuous rate auction for a large share of its funding. Peer median: ~22%.
| Threshold | Severity |
|---|---|
| ≥ 50% | Red (25 pts) |
| 40% – 49.9% | Orange (18 pts) |
| 28% – 39.9% | Amber (10 pts) |
| < 28% | Green (0 pts) |
A simple proxy for capital buffer. Thin capital limits the ability to absorb loan losses, restricts growth capacity, and can trigger regulatory scrutiny. Well-capitalized community banks typically maintain 10–12%. Sophisticated depositors monitor this metric.
| Threshold | Severity |
|---|---|
| < 8% | Red (25 pts) |
| 8% – 8.99% | Orange (18 pts) |
| 9% – 9.99% | Amber (10 pts) |
| ≥ 10% | Green (0 pts) |
All data is sourced in real time from the FDIC BankFind Suite API( api.fdic.gov/banks
), which publishes quarterly Call Report data for all FDIC-insured institutions. No API key is required. Financial fields such as NIMY
(Net Interest Margin %) and INTEXPY
(Cost of Funds %) are pre-calculated by the FDIC and annualized. All dollar figures are in thousands as reported on the Call Report. Data is typically available within 60–90 days of quarter end.