The 500 Largest US Banks
Listed by Texas Ratio, highest first — or by any of the five measures that ratio cannot see. None of them is a ranking of risk, and a high position on this page is not evidence a bank is in trouble.
Being on this list does not mean a bank is at risk of failure. These are simply the largest FDIC-insured banks, ordered by one figure at a time from a public quarterly filing. The Texas Ratio is backward-looking loan quality and says nothing about liquidity, interest-rate exposure or deposit concentration — what brought down Silicon Valley Bank, Signature and First Republic, all three of which scored under 3% on it weeks before they were seized. The other five measures here are what was moving at those banks, and no single one of them predicts a failure either. Method and limits
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· without a reported ratio · flagged · with no measurable cushion
Flagged of these banks are marked Flagged instead of given a risk level. Their ratio is mostly made up of loans 90+ days past due that are still accruing interest — usually government-guaranteed FHA or VA mortgages held by large servicers, which carry little loss content. Their ratio is shown, but a risk band would misrepresent it. How this check works
bank(s) last filed in a different quarter from the rest of this list. Their reporting period is shown on the row.
— Reported by of banks; the rest show a dash, which means not reported rather than zero. Ranks are not numbered on this view — the list is ranked by Texas Ratio, and numbering banks #1 to #500 by any other measure would assert an ordering of risk nobody has published.
Threshold of these banks cross at least one threshold a regulator has published — the Prompt Corrective Action capital categories, the two screening criteria in the 2006 interagency CRE guidance, or the brokered deposit assessment adjustment. Each badge names which. Crossing one is not a finding of anything: the CRE guidance says in terms that it identifies a bank for further supervisory analysis and is neither a limit nor evidence of unsafe practice. Use the buttons above to see only those banks.
| Rank | Bank | Location | Total Assets | Texas Ratio | Risk Level | |
|---|---|---|---|---|---|---|
| excl. accruing |
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Which banks: the largest U.S. banks by total assets, taken from the FDIC's list of active insured institutions.
Texas Ratio: non-performing assets (non-accrual loans + loans 90 days past due + other real estate owned) divided by tangible equity capital plus loan loss reserves. Tangible equity here is total equity capital less goodwill and other intangibles — it excludes non-controlling interests but still includes any preferred stock, so it is tangible total equity rather than tangible common equity.
Risk bands: our own cutoffs, chosen for readability, not an industry standard — Strong below 20%, Good 20–40%, OK 40–70%, Poor 70–100%, Critical above 100%. The 100% mark is the one widely cited threshold: above it, problem assets exceed the cushion held against them.
Banks shown as Flagged: at least 40% of the numerator is loans 90+ days past due that are still accruing interest, and removing that term would put the bank in a different band. A bank only keeps accruing interest when it expects repayment — typically a government guarantee — so we publish the ratio but withhold the band. Full explanation
Banks shown as N/A: their latest filing does not report every component the calculation needs — almost always a US branch of a foreign bank, which files a different schedule. They are listed but unranked, and their absence of a ratio says nothing about their health.
Banks shown as No cushion: the filing is complete, but tangible equity plus reserves is zero or negative, so there is nothing to divide problem assets by. There is no ratio for the opposite reason to N/A, and it is not neutral news.
The other five measures: uninsured deposit share (estimated uninsured deposits over deposits in domestic offices), unrealized held-to-maturity losses (fair value less amortized cost, against tangible equity), the leverage and common equity tier 1 ratios, deposit change against the filing exactly four quarters earlier, brokered deposits, and commercial real estate against total risk-based capital. Full field-by-field derivations are on the method page.
Thresholds: unlike the risk bands above, every threshold badged on a row was set by a regulator — the Prompt Corrective Action capital categories at 12 CFR 324.403, the two screening criteria in the December 2006 Interagency Guidance on Concentrations in Commercial Real Estate Lending, and the brokered deposit adjustment at 12 CFR 327.16(e). We report which line a bank crosses and who drew it. There is deliberately no threshold for uninsured deposit share or unrealized losses, because nobody has published one and inventing one here would carry more weight than it deserves.
Data source: the FDIC's public BankFind API (api.fdic.gov/banks), from quarterly Call Reports. This page is a snapshot regenerated each filing cycle; the reporting period is shown at the top, and any bank whose own filing is from a different quarter is marked on its row.
Full method and known limits are on the methodology page.