Carrollton Bank: Bank Stress & Real-Estate Credit Exposure

Bank stress at Carrollton Bank (FDIC Cert #12383) registers 77/100 on DLRadar's scale — a severe reading. The score is derived deterministically from the bank's public FDIC call-report financials — asset quality, capital adequacy, earnings and real-estate loan concentration — then weighted by where it actually lends.

Its footprint is compact and regionally concentrated: 214 ZIP codes in 9 counties over 2 states. The deepest footprints are Illinois (5 counties), Missouri (4 counties). Over the trailing week its stress reading is stable. Where the score is heading often matters more than where it sits, since tightening credit leads distress rather than follows it. Carrollton Bank's score blends four call-report dimensions — capital, credit quality, earnings and property-loan concentration — into one 0–100 number, weighted by lending footprint, which is why it reads as a market signal rather than a generic solvency grade. DLRadar does not model Carrollton Bank in isolation: the 214-ZIP footprint is cross-referenced against foreclosure filings, tax-lien activity and ownership churn in each of those 9 counties, so a shift in the bank's severe posture can be read directly against on-the-ground distress. Its lending reaches counties such as St. Louis County, MO, Madison County, IL, St. Clair County, IL, Sangamon County, IL, each tied back to DLRadar's distress signals. Because Carrollton Bank is held under Cbx Corp, its financials are open to scrutiny and its trend can be independently checked. A severe score on a footprint this size means the markets Carrollton Bank touches inherit a corresponding share of that lending pressure. The Carrollton Bank score updates as fresh FDIC call reports post each quarter, so its 77/100 reading and 9-county footprint reflect the current filing cycle rather than a dated snapshot — and because it uses the same model as every FDIC bank, Carrollton Bank is directly comparable to any lender in the country.

For buyers, lender stress is an early map of supply: when Carrollton Bank pulls back, the counties it finances see stalled refinances, frozen construction credit, and owners sliding into distress. Watching lender stress is therefore an upstream, leading signal of where distressed inventory surfaces next.

The same deterministic model runs for all FDIC banks, each wired to on-the-ground foreclosure, tax-lien and ownership signals. So you can act on distressed supply before the broader market prices it in — every figure here traces to a public federal source.