Bank Rate Exposure and Margin Compression Snapshot: the Dataset
A bank can have a clean loan book and still be squeezed when deposits reprice faster than assets. The rate exposure snapshot measures that squeeze bank by bank from the call report and tracks it over time, which is the part of the stress score that is about the balance sheet rather than the borrowers.
- Bank rate exposure / NIM compression snapshot: 4,418 rows.
- 4,418 distinct bank entries for Bank rate exposure / NIM compression snapshot; scope the United States.
- Bank rate exposure / NIM compression snapshot newest valid record: Mon Oct 19; status "fresh" for bank-rate-exposure, within its 14-day freshness window.
- Bank rate exposure / NIM compression snapshot is sold inside 1 list package: us-bank-watchlist-monthly.
bank-rate-exposure: the rate exposure snapshot figures as of Tue Oct 20; registry entry bank-rate-exposure.
| Bank rate exposure / NIM compression snapshot | Registry value |
|---|---|
| Scope of the rate exposure snapshot | the United States |
| Keyed by | bank |
| Bank rate exposure / NIM compression snapshot rows | 4,418 |
| Geographies | 4,418 |
| Status of the rate exposure snapshot | fresh |
| Freshness window | 14 days |
| Newest the rate exposure snapshot record | Mon Oct 19 |
Registry facts for Bank rate exposure / NIM compression snapshot.
What is in the rate exposure snapshot
One row per bank per snapshot date with net interest margin, its change over recent quarters, cost of funds, the share of assets in securities and loans, and a rate-exposure score. Snapshots are kept so the trend is visible.
How the rate exposure snapshot is used
The score feeds the bank stress composite and the watchlist. Analysts compare margin trends across banks in the same state to find who is losing deposit pricing power.
Freshness of the rate exposure snapshot
Every six hours bank-rate-exposure is re-checked (Bank rate exposure / NIM compression snapshot); lists on bank-rate-exposure are withdrawn once bank-rate-exposure rows are older than 14 days. For Bank rate exposure / NIM compression snapshot: Daily snapshot against the latest call report; the score changes when a new filing loads.
Use the rate exposure snapshot
Bank profiles show the margin trend, and the monthly watchlist carries the rate exposure score for every bank.
bank-rate-exposure is checked in the registry before sale.
Bank Rate Exposure and Margin Compression Snapshot: the Dataset: questions
Is unrealised securities loss included?
Where the call report schedule reports it, yes; the field is part of the securities exposure component.
How current is bank rate exposure / nim compression snapshot right now?
Bank rate exposure / NIM compression snapshot: newest valid record Mon Oct 19; bank-rate-exposure is "fresh" against a 14-day threshold for Bank rate exposure / NIM compression snapshot.
More on the rate exposure snapshot
Bank Rate Exposure and Margin Compression Snapshot: the Dataset (bank-rate-exposure) is fed by registry entry bank-rate-exposure and is not legal advice. Nothing in the rate exposure snapshot is tax or investment advice; verify every bank-rate-exposure record with the issuing office before acting.