Bank Fragility

Bank Fragility#

Table 1 Table 1 Replication#

All Banks

Small (0, 1.384B)

Large (non-GSIB) [1.384B, )

GSIB

Aggregate Loss

318.4B

12.1B

159.4B

146.8B

Bank-Level Loss

2.9M

2.1M

31.1M

158.5M

(95.5)

(3.5)

(553.5)

(10,037.3)

Share RMBS

0.0

0.0

0.0

0.0

(0.0)

(0.0)

(0.4)

(2.1)

Share Treasury and Other

0.3

0.3

0.4

19.7

(16.3)

(16.3)

(12.6)

(40.1)

Share Residential Mortgage

0.0

0.0

0.0

5.5

(0.7)

(0.0)

(9.2)

(33.4)

Share Other Loan

99.7

99.7

99.6

22.4

(17.4)

(16.4)

(17.0)

(39.3)

Loss/Asset

0.8

0.8

1.0

0.6

(0.4)

(0.4)

(0.4)

(0.9)

Uninsured Deposit/MM Asset

83.0

84.2

76.2

38.3

(16.6)

(15.6)

(16.1)

(29.3)

Number of Banks

4,392

3,570

788

34