The Tool Desk
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No single nonperforming-loan percentage or CET1 figure identifies the strongest bank. A lender with a high capital ratio can still have concentrated commercial-real-estate exposure, while rapid deposit growth can weaken earnings if it requires unusually high rates. The process below turns those trade-offs into a repeatable comparison.
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Start with a genuinely comparable peer group
Bank ratios are meaningful only when the underlying businesses resemble one another. A nationwide diversified lender, a community bank concentrated in local commercial property, and a credit-card specialist can have very different normal loss rates and capital needs.
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- Asset size: compare banks in a similar size range because scale affects funding access, regulation, technology spending, and diversification.
- Charter and reporting group: national banks, state-member banks, and insured nonmember banks file Call Reports, but their supervisory context and business mix may differ.
- Geography: local employment, property values, industry concentration, and deposit competition affect credit and funding outcomes.
- Business model: distinguish relationship lenders, commercial banks, consumer lenders, mortgage banks, trust-focused institutions, and fee-heavy businesses.
- Loan mix: separate commercial and industrial (C&I), commercial real estate, residential real estate, credit cards, auto, consumer, agriculture, and other categories before judging a ratio.
Use a small peer set large enough to show a range but narrow enough to remain economically coherent. Comparing a bank with three to five close peers is generally more informative than ranking every institution in the country.
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Use regulatory data and company filings together
Insured banks file a Call Report as of the close of business on the last day of every calendar quarter, according to Federal Financial Institutions Examination Council (FFIEC) guidance. The report supplies standardized balance-sheet, loan, delinquency, charge-off, reserve, capital, and deposit data. UBPRs organize performance and composition information around earnings, balance sheet, asset quality, liquidity, capital, and growth management.
FDIC’s Bank Data Guide provides access to Call Reports, UBPRs, institution-comparison reports, deposit-market-share reports, and deposit-growth reports. Use those tools for consistent peer data, then reconcile unusual movements with the bank’s 10-K, 10-Q, earnings release, and investor presentation. Management filings often explain acquisitions, portfolio sales, accounting changes, allowance methodology, or one-time capital actions that a standardized table cannot explain.
Choose a useful time window
Pull the latest quarter and at least three earlier quarters; eight quarters is preferable when the bank has experienced a credit cycle, rapid growth, a merger, or a funding shift. Record the report date, units, and denominator for every metric. A ratio that appears to improve can be distorted by a quarter-end balance change, a loan sale, or a reclassification.
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Refresh the comparison when new Call Reports and quarterly profiles arrive. Industry figures are dated snapshots, not permanent benchmarks.
Asset quality: measure losses before they become losses
Asset quality is a dashboard, not a single percentage. Read problem-loan levels, early delinquencies, realized charge-offs, provisions, reserves, and concentrations together. The direction of each measure often matters more than its position in one quarter.
Nonperforming and nonaccrual loans
Nonperforming or nonaccrual loans have stopped producing the expected interest income or otherwise meet regulatory problem-loan definitions. Track them as a percentage of total loans and, where available, by major segment. Rising nonaccruals can indicate deterioration already recognized by the lender; a low current ratio does not prove that future losses are low if early-stage delinquencies are climbing.
Past-due loans provide an earlier warning
Separate 30–89-day past-due loans from loans 90 days or more past due. A rise in the earlier bucket can precede nonaccrual classification. A simultaneous rise in both buckets is more concerning than a one-quarter move in one category. Compare delinquency trends with loan growth: a rapidly expanding portfolio can keep a percentage flat even while the dollar amount of troubled loans increases.
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Net charge-offs show realized credit loss
Net charge-offs are loans removed from the books after recoveries. Review the annualized net-charge-off rate over several quarters and split it by loan type. Credit cards and other unsecured consumer products normally behave differently from owner-occupied commercial real estate or C&I loans, so an all-loan average can conceal a weak segment.
Provision expense and the allowance
Provision expense is the period’s charge to earnings for expected credit losses. The allowance for credit losses is the reserve already held against expected losses. Ask three questions:
- Are provisions rising because management is building reserves ahead of visible deterioration, or because charge-offs are already accelerating?
- Is the allowance growing at least as fast as problem loans and portfolio risk?
- Did reserve coverage improve because reserves increased, or merely because troubled loans were sold or written off?
Compare allowance coverage with nonperforming loans and with the composition of the portfolio. Coverage that falls while nonperforming loans rise deserves investigation. A high reserve ratio is not automatically conservative if the bank has unusually risky or rapidly growing assets; the mix and loss assumptions matter.
Concentration can dominate the headline ratio
Break out exposure by loan type and geography. Commercial real estate, office property, construction and development, energy, credit cards, auto lending, and other concentrated categories can produce losses that are not visible in a diversified-bank average. Review unfunded commitments and collateral values where the filings provide them, because a borrower’s unused line can become a draw when conditions worsen.
FDIC’s Risk Review treats credit risk, funding, interest-rate risk, deposit growth, and wholesale funding as related areas. A bank with stable headline asset-quality ratios but a large concentration in one vulnerable market may deserve a wider margin of safety than a similarly rated diversified lender.
Read trends and levels together
- Improving: delinquencies, nonaccruals, and charge-offs are stable or falling, while reserves remain adequate for the remaining exposure.
- Watch: early delinquencies or provisions rise before nonaccruals, suggesting the credit cycle may be turning.
- Stressed: nonaccruals, 90-plus-day past dues, and net charge-offs rise together, reserve coverage falls, and management reduces its outlook.
Do not label a bank healthy solely because its current nonperforming-loan ratio is below a peer’s. Determine whether the difference reflects underwriting, loan seasoning, sales, charge-off timing, or a more favorable portfolio mix.
Capital: test the buffer and how it was built
Capital indicates how much loss the bank can absorb before creditors and depositors are exposed, but regulatory ratios are risk-weighted and therefore depend on modeling and asset classification. Start with CET1 and the Tier 1 leverage ratio, then examine tangible common equity, retained earnings, distributions, and risk-weighted-asset growth.
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CET1 risk-based capital
Common Equity Tier 1 (CET1) is the highest-quality regulatory capital, principally common equity and retained earnings after regulatory adjustments. Compare the ratio with peers using the same reporting date and regulatory framework. A higher CET1 ratio generally provides more capacity to absorb losses, but it is most persuasive when supported by recurring earnings and a conservative asset mix.
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Current system figures provide context rather than an investment conclusion. The Federal Reserve reported aggregate CET1 ratios of about 13% for both large and small banks at year-end 2025. Its aggregate CET1 ratio for large banks was 12% at the end of the first quarter of 2026. FDIC’s full-year 2025 profile reported a 14.03% common-equity-tier-1 ratio for all insured institutions. These are system aggregates measured at specific dates; they do not establish a target for every bank.
Tier 1 leverage ratio
The Tier 1 leverage ratio compares Tier 1 capital with average total assets rather than risk-weighted assets. It is useful alongside CET1 because it is less dependent on risk weights. A bank can show a strong CET1 ratio while carrying substantial assets that receive relatively low risk weights, so inspect both measures.
Tangible common equity and retained earnings
Tangible common equity (TCE) removes goodwill and other intangible assets from common equity. It can be a helpful loss-absorption view when a bank has acquired businesses or carries significant purchase accounting adjustments. Compare TCE with total assets and tangible assets, and investigate large quarter-to-quarter changes.
Retained earnings show whether the bank is building capital through ordinary profitability. Separate recurring net income from gains on securities, one-time tax benefits, litigation recoveries, or other nonrecurring items. A high ratio created by a recent equity issuance is different from a high ratio generated consistently by earnings.
Distributions and risk-weighted-asset growth
Dividends and share repurchases reduce the amount of earnings retained. Review payout decisions against credit trends and capital targets. Rapid risk-weighted-asset growth consumes capital even when the CET1 percentage remains above requirements. Ask whether growth is funded by retained earnings, new common equity, preferred issuance, or balance-sheet contraction elsewhere.
Two banks with equal CET1 ratios can have different exposure to concentration, duration, interest-rate, and model risk. Capital analysis therefore has to return to asset mix and funding structure rather than ending with the ratio itself.
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Deposits: distinguish durable funding from expensive volume
Deposits fund loans and securities, but not all deposits have the same stability or cost. Track total deposits, core or relationship deposits, insured and uninsured balances, interest-bearing share, deposit pricing, brokered deposits, and the deposit-to-loan relationship.
Measure growth in two directions
Calculate both year-over-year and quarter-over-quarter deposit growth. Year-over-year growth shows the broader trend; quarter-over-quarter growth reveals recent acceleration or stress. Compare deposit growth with loan growth. If loans expand faster than deposits, the bank may rely more on wholesale funding, securities sales, or higher-cost borrowings.
The Federal Reserve’s current system description says loan growth was driven by C&I lending and funded by deposit growth. That is a system-level observation, not evidence that every bank has a sound funding profile.
Inspect the deposit mix
- Insured deposits: generally less exposed to immediate flight than uninsured balances, although insurance does not eliminate all liquidity risk.
- Uninsured deposits: large or concentrated balances can leave quickly when confidence or rates change.
- Interest-bearing deposits: growth may be costly if customers demand higher rates to stay.
- Brokered deposits: can provide rapid funding but may be more rate-sensitive and less relationship-based than operating accounts.
- Retail and operating accounts: broad, recurring balances are often more durable than a few large, price-sensitive accounts, though the filings should support any stability claim.
Calculate the cost of growth
Review interest expense, the average rate paid on deposits, and deposit beta—the proportion of market-rate changes passed through to depositors. Fast growth purchased with unusually high rates can compress net interest margin even when reported deposits rise. Compare deposit pricing with loan yields and with the bank’s liquidity position.
Also examine uninsured concentration and available liquidity. A bank that grows deposits while relying on a small number of uninsured accounts has a different risk profile from one that adds many insured operating accounts.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Put the three dimensions into one comparison
The following framework keeps the review focused on measurable evidence.
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| Dimension | Metrics to collect | Questions to ask |
|---|---|---|
| Asset quality | Nonperforming or nonaccrual loans, 30–89-day and 90-plus-day delinquencies, net charge-offs, provisions, allowance coverage, and loan concentrations | Are problem loans rising? Are reserves keeping pace? Where is exposure concentrated? |
| Capital | CET1, Tier 1 leverage, tangible common equity, retained earnings, dividends and repurchases, and risk-weighted assets | Is the buffer being built by recurring earnings? Is growth consuming capital? |
| Deposits | Total and core deposits, insured and uninsured mix, interest paid, deposit beta, brokered deposits, and the deposit-to-loan trend | Is growth broad and sticky, or expensive and concentrated? |
Score each bank only after normalizing definitions and dates. A simple internal score can rank the direction of asset-quality metrics, the size and quality of the capital buffer, and the durability and cost of deposits. Keep the underlying figures visible so a score never replaces judgment.
A repeatable bank-stock comparison workflow
- Define the peer set. Write down the asset-size range, geography, charter, business model, and loan mix you will allow. Exclude banks whose economics are fundamentally different.
- Download the latest Call Report and UBPR. Use FDIC and FFIEC tools for standardized data, and note the report date and units.
- Collect three to eight earlier quarters. Build a time series for nonaccruals, delinquencies, charge-offs, provisions, reserves, CET1, leverage, deposits, and loan growth.
- Record definitions and denominators. Mark whether each figure uses total loans, average loans, risk-weighted assets, average assets, or another base. Do not compare ratios calculated on different bases.
- Segment the loan book. Identify the largest categories and geographies, then investigate any segment whose growth, delinquency, or charge-off rate differs materially from the whole bank.
- Reconcile capital changes. Bridge quarterly CET1 and TCE movements to net income, other comprehensive income, share issuance, dividends, repurchases, acquisitions, and risk-weighted-asset changes.
- Analyze deposit funding. Compare total and core deposit growth with loan growth, interest expense, deposit pricing, uninsured balances, brokered funding, and available liquidity.
- Read the bank’s filings for explanations. Confirm whether unusual movements reflect portfolio sales, acquisitions, charge-offs, accounting changes, or genuine operating trends.
- Investigate outliers. Ask management’s disclosures, regulatory schedules, and peer data to explain the largest differences before assigning a positive or negative judgment.
- Write a conditional conclusion. State which bank has the stronger current profile, what could change that view, and which quarterly metrics you will monitor next.
How to answer “Which bank has the best asset quality?”
There is no universal winner without a defined peer group and date. Identify the bank with the lowest and most stable problem-loan and charge-off trends after adjusting for loan mix, then test whether its reserves and provisions remain adequate. A bank whose ratios are low because it recently sold troubled loans may not be safer than a peer that transparently recognizes and reserves for them.
Give extra weight to concentration and direction. A diversified lender with modestly higher current charge-offs may be more resilient than a bank with exceptionally low losses but heavy exposure to one property market or consumer segment.
How to answer “What is a good CET1 ratio?”
A “good” CET1 ratio is relative to the bank’s regulatory requirements, business risk, peer group, and growth plan. Use the ratio as a starting point, not a pass-fail threshold. Compare it with the Tier 1 leverage ratio, TCE, earnings retention, distributions, risk-weighted-asset growth, and asset concentrations.
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How to answer “Is deposit growth a sign a bank is healthy?”
Deposit growth is supportive when it is broad, stable, reasonably priced, and keeps pace with loan growth. It is less reassuring when it comes from high promotional rates, brokered balances, a few uninsured accounts, or funding that raises interest expense faster than earning assets can compensate.
Pair the growth rate with deposit mix, cost, liquidity, and asset deployment. A bank that adds deposits but cannot lend them profitably may suffer margin pressure; one that grows loans faster than deposits may become more dependent on wholesale funding.
Common comparison mistakes
- Using one quarter: seasonality, quarter-end transactions, and classification changes can distort a snapshot.
- Ranking unlike banks: different loan mixes naturally produce different loss and capital profiles.
- Ignoring denominators: a percentage can improve because the denominator grew, not because risk fell.
- Treating CET1 as a complete safety measure: risk weights, duration, concentration, and model assumptions affect what the ratio captures.
- Equating deposits with liquidity: uninsured or rate-sensitive deposits can leave quickly, and deposit growth can be expensive.
- Ignoring retained earnings and payouts: distributions can weaken future capital generation even when current ratios look comfortable.
- Overlooking provisions: low current charge-offs can coexist with rising expected-loss provisions as management recognizes emerging risk.
- Failing to refresh data: current industry averages change with each quarterly reporting cycle.
What the evidence can and cannot tell you
FDIC comparison and deposit-growth reports, Call Reports, and FFIEC UBPRs create a consistent foundation for peer analysis. They make definitions and trends more comparable than a headline from an earnings call. Company filings remain necessary for explanations of strategy, concentrations, securities portfolios, and one-time events.
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Repair common Windows errors and clear accumulated junk for a smoother, more stable PC - no reinstall needed.Free scan · no reinstallThe framework identifies relative strengths and warning signs; it does not forecast a stock’s price or guarantee future credit performance. Investment decisions still require valuation, governance, liquidity, interest-rate sensitivity, and the bank’s specific regulatory disclosures in addition to the three dimensions covered here.
Bottom line
Compare banks by building a like-for-like peer set, reviewing several quarters, and linking asset quality, capital, and deposits. Favor asset quality that is stable across segments, capital supported by recurring earnings and a sensible asset mix, and deposit growth that is broad and affordable. Treat system averages as context, then make the judgment from each bank’s own regulatory data and filings.
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