Screen every US bank for stress signals, uninsured deposits, and CRE concentration, and, on the Pro plan, export 26 years of standardized per-bank history into your model.
For the buy side, the edge in bank exposure lives in the regulatory data before it reaches the tape. BankRegReports lets asset managers, hedge funds, and private equity screen the entire universe of FDIC-insured banks on the metrics that drive valuation and risk, capital, funding, credit quality, and unrealized securities marks, and, on the Pro plan, export per-bank history straight into a model.
Filter the full universe of banks on capital, profitability, funding, growth, and credit metrics to build a long or short shortlist in seconds.
See pricing →Ranking pages surface the extremes (highest Texas Ratio, lowest CET1, highest uninsured-deposit share), and the CRE concentration screener ranks every bank against the supervisory screens, so the tails of the distribution find you.
View rankings →Standardized quarterly history back to Q1 2000, with per-bank CSV export on the Pro plan, so you can model full credit cycles, not just the latest print.
Check data coverage →Typical workflows, from the first search to a client-ready or board-ready output.
You have a thesis on deposit flight, CRE stress, or duration risk and need the names across the whole universe that express it. You screen every bank on the driving factor and rank the extremes.
A regional bank screens cheap, but the unrealized securities marks may hollow out the capital cushion. You quantify the duration and AOCI exposure before it reprices.
A factor only earns its place after it survives a credit cycle, not a single quarter. You pull decades of standardized panels to test it properly.
The same views you'll work in, on real FDIC-insured banks, refreshed every quarter.
ROAA, ROAE, NIM, efficiency, CET1 and Texas Ratio, each with quarter-over-quarter and year-over-year deltas and multi-quarter trends, drawn from 892 standardized measures per bank: the whole fundamental picture before it reaches the tape.
See pricing →Yes. The securities views surface AOCI and held-to-maturity versus available-for-sale positioning (the exposure that became central to bank risk after 2022) for every institution.
Yes, on the Pro plan. Pro exports per-bank metric histories to CSV (up to 40 quarters and 20 banks at a time) and the full ranked list of any prebuilt screen; the rankings pages do not export. Every metric is defined in the glossary, so check it for breaks such as CET1 starting in 2015 and CECL adoption from 2020.
Yes. The risk screeners rank every bank on CRE concentration, construction concentration, uninsured deposits, and AOCI burden, and the ranking pages cover capital, credit quality, and profitability, so a shortlist that fits the thesis comes back in seconds.
Standardized quarterly panels reach back to Q1 2000, more than 26 years, across every FDIC-insured bank, so you can model full credit cycles rather than the latest print.
The guides and definitions behind the metrics asset managers use on this page.
Every FDIC-insured institution, 26+ years of standardized data, one search away.