Higher Rate Bank Screen

How the score works. Each switched-on factor is turned into a percentile across the ranked banks shown (with the market-cap filter on, only banks over $500M) (100 = riskiest on that factor). The score is the plain average of the factors switched on. Default: AOCI+HTM, non-core, uninsured, low NIM. Valuation factors count the richest multiples as riskier. Trend factors count OUT as riskier. Banks missing a switched-on factor are listed at the bottom unranked.
Sources. FDIC Call Reports for 06/30/2026 via api.fdic.gov, summed over every bank the holding company owns: HTM securities at fair value (SCHF) and amortized cost (SCHA), total liabilities (LIAB), core deposits (COREDEP), domestic deposits (DEPDOM), estimated insured and uninsured deposits (DEPINS, DEPUNINS), brokered deposits (BRO), total deposits (DEP), NIM (NIMY), goodwill (INTANGW) and other intangibles (INTANOTH, INTANGCC). Holding company: shareholders' equity, preferred stock and AOCI from the 06/30/2026 10-Q (SEC XBRL); where the 10-Q is not tagged or the company does not file with the SEC, Financial Modeling Prep. Market cap: Financial Modeling Prep.
Computed, not reported. TCE = shareholders' equity (excludes outside owners) − preferred − goodwill and other intangibles. Mortgage servicing rights are not deducted (the 10-Q goodwill and intangibles figure already excludes them). Goodwill and intangibles: the larger of the Call Report figure (goodwill + other intangibles, used when the bank is at least 90% of holding-company assets) and the 10-Q holding-company figure less Call Report servicing assets; FMP only where neither exists. AOCI % TCE = AOCI / TCE. *AOCI+HTM % TCE adds HTM unrealized losses (SCHF − SCHA, losses only) after an assumed 21% tax; the tax rate is my assumption. The HTM mark column is before tax and shows gains too. *Non-core % = (LIAB − COREDEP) / LIAB. FDIC core deposits = domestic deposits less time deposits over $250K less insured brokered, so non-core includes borrowings, large CDs, brokered and foreign-office deposits. Uninsured % = estimated uninsured deposits (DEPUNINS) / estimated insured plus uninsured deposits (DEPINS + DEPUNINS), the same deposit base FDIC uses for both estimates; each bank estimates these itself and some small banks report near zero (e.g. MVLY). NIM is the FDIC year-to-date annualized figure, weighted by assets across a company's banks. Every bank a company owned on 06/30/2026 is included, even if merged since (Fulton includes Blue Foundry Bank). GCBC: The Bank of Greene's own report already includes its subsidiary Greene County Commercial Bank, so that bank is not added again.
Deposits and loans. Call Report, 06/30/2026, summed across a company's banks. Time dep % = time deposits (NTRTIME) / domestic deposits (DEPDOM); both cover domestic offices only. CDs mature or reprice 3m / 12m = time deposits with remaining maturity (fixed rate) or next repricing date (floating rate) within 3 months (CD3LES + CD3LESS) and within 12 months (adds CD3T12 + CD3T12S), as % of domestic deposits. CD book rate (computed) = June-quarter interest on domestic time deposits (ECD100Q + EOTHTIMQ) × 4 / average of 03/31 and 06/30 time deposits; blank for ESQ, INFT, MNMB, whose time deposits more than doubled or halved in the quarter. Book vs 6m bill = book rate minus the 6-month Treasury yield on 2026-06-30 (4.01%, FRED DGS6MO; 2026-09-22 was 4.26%); negative means CDs roll into higher market rates. Loans / dep % = net loans and leases (LNLSNET) / total deposits.
Trend and price. Prices are FMP closes, pulled 09/25/2026 14:56 CDT: 365 of 376 names as of 09/24/2026; names with no trade that day use their last close (as early as 09/21/2026). Trend: dividend-adjusted close, triangular moving average; weekly IN = close above the 50-week TMA (weekly bars end Friday; the current week counts); daily IN = close above the 250-day TMA. 3M and 12M = price change on the split-adjusted close, dividends excluded, measured from the same closing date for every bank. Blank = not enough price history, or a break in the price history at a stock split (HBIA, FFMR 12M).
Data fixes applied. FMP showed AOCI of exactly 0 for AMBK, DWNX, EXSR, FFMH, FOTB, HARL, KFFB, KSBI, LSFG, ORBN, PGNN, RCBC, RVCB, SBKO, SFDL while their Call Reports show securities marks; where the 10-Q had no AOCI tag, those names get no capital metrics. Preferred at carrying value from the 10-Q where XBRL tags par or nothing: PNC $5,879M, AXP $1.6B, AUB $166.4M. Goodwill and intangibles: the larger of the Call Report figure and the 10-Q holding-company figure less servicing assets.
Valuation. Mkt cap = last close × common shares on the latest 10-Q cover (SEC); FMP market cap only where SEC has no current share count (no SEC filing, or the June 10-Q not yet in SEC data). P/TBV (computed) = last close / (TCE ÷ common shares outstanding at 06/30/2026), both from the same 06/30 balance sheet; restated for any later split. GCBC and OFED are restated fully converted: market cap / (TCE + MHC-held shares at the current price less 4% cost). CLBK: valuation left blank (second-step conversion closed 07/21/2026, after the balance-sheet date). WBHC: price-based columns blank (the only recent prints are 1-share OTC trades). P/E (computed) = last close / trailing 12-month diluted EPS as stated in the 10-Q and 10-K (the four quarters to 06/30/2026; fiscal Q4 = full year less nine months), restated for splits; FMP quarterly EPS only where SEC data is missing. Blank when trailing EPS is zero or negative; blank above 100x (FLG: trailing EPS $0.04).
C and AXP. AOCI is total AOCI, not securities only. At C, debt securities are −$1,825M of −$39,500M; currency translation is −$30,160M and pension −$5,181M. At AXP, debt securities are −$22M of −$3,355M (10-Q XBRL). On securities alone both would sit near the bottom of the AOCI column. Both have bank assets under 70% of the holding company. AXP goodwill and intangibles use the 12/31/2025 10-K figure ($4,962M) because the 06/30 10-Q does not tag it.
Limits. Holding-company AOCI can include marks outside the bank. The screen does not measure loan quality or CRE concentration.
MHC tag: majority-owned by a mutual holding company per the latest 10-Q/10-K text on EDGAR (GCBC 54.1%, OFED 74.2%; KFFB, BSBK, WSBK shown as MHC, % not pulled; MBBC status unclear). LSFG is tagged from its FDIC parent name. 80 names with no SEC filer ID and 21 with no 10-Q/10-K on EDGAR (JDVB timed out) were checked only against the FDIC parent name. Market cap shown counts MHC-held shares; the $500M filter uses public shares only where the MHC share is known (GCBC, OFED).
No capital metrics (funding metrics still shown): PBFS (FMP balance sheet dated 2026-03-31), BAOB (FMP balance sheet dated 2007-12-31), BKUTK (FMP balance sheet dated 2008-12-31), BLHK (FMP balance sheet dated 2025-12-31), CNBP (FMP balance sheet dated 2026-03-31), EQFN (FMP balance sheet dated 2025-06-30), FINN (FMP balance sheet dated 2025-12-31), FMBN (FMP balance sheet dated 2005-09-30), HMLN (FMP balance sheet dated 2007-09-30), KLIB (FMP balance sheet dated 2012-03-31), LSFG (FMP balance sheet dated 2026-03-31), LYBC (FMP balance sheet dated 2025-12-31), MCBK (bank/holdco asset ratio 0.00), MLGF (FMP balance sheet dated 2025-12-31), NEFB (FMP balance sheet dated 2011-03-31), NTBP (FMP balance sheet dated None), PBNK (FMP balance sheet dated 2025-12-31), PLQC (FMP balance sheet dated None), PONT (FMP balance sheet dated None), PRMY (FMP balance sheet dated None), RVCB (FMP balance sheet dated 2026-03-31), SFIGA (FMP balance sheet dated None), SMAL (FMP balance sheet dated 2007-12-31), SNLC (FMP balance sheet dated None), SOBS (FMP balance sheet dated 2010-09-30), THVB (FMP balance sheet dated 2008-09-30), TYBT (FMP balance sheet dated 2025-12-31), UNIB (FMP balance sheet dated 2026-03-31), WBBW (FMP balance sheet dated 2023-06-30).