{"slug":"bank-health-composite","name":"FinObservatory bank-health composite","family":"Banking","status":"active","estimate":"A public-data, peer-relative bank-health composite on a 0–100 scale, where higher means financially stronger.","page":"/banks","implementation":{"enginePaths":[],"producerPath":"scripts/build_bank_scores.py","outputs":["data/parquet/bank_scores.parquet"]},"methodology":[{"path":"scripts/build_bank_scores.py","lines":[25,190],"note":"Defines the actual producer, public call-report inputs, peer groups, percentile construction, component weights, growth-extremity proxy, and minimum-component rule."},{"path":"docs/banks_methodology.md","lines":[8,28],"note":"Defines the public-data proxy and the mandatory distinction from confidential supervisory CAMELS ratings."},{"path":"docs/banks_methodology.md","lines":[70,186],"note":"Documents component metrics, peer-percentile orientation, the Sensitivity proxy, the printed composite formula, and missing-component treatment."}],"data":{"vintage":"236,016 bank-quarter observations for 6,590 institutions, 2015Q1 through 2026Q1, measured 2026-08-30","tables":["data/parquet/bank_scores.parquet"],"sources":[{"label":"FDIC BankFind Suite, public call-report financials","url":"https://banks.data.fdic.gov/bankfind-suite/financialreporting"}]},"method":["This is NOT a CAMELS rating.","The producer uses only public FDIC call-report fields. Within each quarter it assigns banks to one of five asset-size peer groups, orients every available raw metric so higher means stronger, converts each metric to an average-tie percentile within its peer-quarter, and averages the available metric percentiles inside Capital, Asset Quality, Earnings, Liquidity, and Sensitivity components.","The Sensitivity component is explicitly a growth-extremity proxy: unusually fast growth and unusually fast shrinkage both rank weakly relative to the peer-quarter median. Public summary fields do not support a duration gap or an unrealized-securities-loss-to-capital measure, so this component does not reproduce supervisory market-risk analysis.","The composite reweights across present components. It is published only when at least four of the five components are present; otherwise it is null rather than inferred from too little information."],"equations":[{"label":"Composite","expr":"composite = (0.25*Capital + 0.25*AssetQuality + 0.20*Earnings + 0.15*Liquidity + 0.15*Sensitivity) / sum of weights present"}],"validation":["The output contains 236,016 bank-quarter observations for 6,590 institutions from 2015Q1 through 2026Q1.","The producer writes the five components, the count of components present, and the composite beside the public filing identifiers, making the minimum-component rule auditable row by row."],"limitations":["This public-data proxy cannot reproduce confidential examination evidence or supervisory CAMELS ratings.","Each score is relative to an asset-size peer group in the same quarter, not an absolute solvency threshold, and the largest peer group is coarse because it contains few banks.","The Sensitivity component measures asset-growth extremity, not interest-rate duration, securities marks, or deposit-run exposure. A high score is not a solvency guarantee and a low score is not a failure prediction."],"references":[{"citation":"FDIC BankFind Suite, public call-report financial data.","url":"https://banks.data.fdic.gov/bankfind-suite/financialreporting"}],"endpoints":[{"path":"/api/methods/[slug]","example":"/api/methods/bank-health-composite","method":"GET","returns":"Registry metadata, implementation paths, measured vintage, methodology evidence, validation, and limitations. No model observations or parquet contents."}],"lastVerified":"2026-08-30"}