Tri City National Bank: Bank Stress & Real-Estate Credit Exposure

DLRadar scores Tri City National Bank (FDIC Cert #18922) at 75/100 for bank stress — a severe level of financial pressure. DLRadar builds the reading from the institution's federal call-report filings (capital, credit quality, earnings, real-estate exposure) and weights it by the markets it finances.

A severe score on a footprint this size means the markets Tri City National Bank touches inherit a corresponding share of that lending pressure. What separates this from a plain credit rating is the geographic weighting — Tri City National Bank's 75/100 reading reflects not just its balance sheet but the 4 counties it lends into, so the score doubles as a map of where its stress will land first. 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. No bank is too small to score the same way: Tri City National Bank runs through the identical FDIC-based model as the largest lenders, refreshed each filing cycle, so its 4-county, 90-ZIP profile means exactly what it would for any institution nationwide. Tri City National Bank runs a compact, single-state real-estate lending footprint — 4 U.S. counties across 1 state, spanning 90 ZIP codes. The deepest footprints are Wisconsin (4 counties). At the county level, Tri City National Bank finances markets like Milwaukee County, WI, Waukesha County, WI, Kenosha County, WI, Racine County, WI — the specific places where its credit posture translates into local lending capacity. Because Tri City National Bank is held under Tri City Bankshares Corp, its financials are open to scrutiny and its trend can be independently checked. DLRadar does not model Tri City National Bank in isolation: the 90-ZIP footprint is cross-referenced against foreclosure filings, tax-lien activity and ownership churn in each of those 4 counties, so a shift in the bank's severe posture can be read directly against on-the-ground distress.

The acquisition angle is simple — lending capacity is what moves deals. As Tri City National Bank tightens across its markets, refinances fail, builders lose credit, and over-levered owners are pushed toward default and forced exit. That makes bank stress a forward indicator — it points to tomorrow's distressed supply, not yesterday's.

Across the country DLRadar applies the identical model to every FDIC bank, then ties each institution to parcel-level foreclosure, lien and ownership data where it lends. So you can act on distressed supply before the broader market prices it in — every figure here traces to a public federal source.