DataPalooza 2021

Net Non-Core Funding Dependence

What makes a bank “high risk?”

• Using Exception Risk Score: •

Risk Score is 0.3 or greater this quarter

• Using Adjusted Texas Ratio Risk Score: •

Risk Score is 0.2 or greater this quarter AND it increased at least 3x since last quarter • Risk Score is 0.6 or greater this quarter • Risk Score is 0.1 or greater this quarter AND it was considered high risk last quarter