Deposits quarter by quarter, December 2024 to June 2026 Filed
Change in deposits from the quarter before
Cost of interest-bearing deposits, each quarter
Next: Return impact asks what it would cost if 1% to 5% of the bank's higher-yield or uninsured deposits left and were replaced with wholesale money; Scenarios adds a rate rise.
Where these figures come from
- Deposits are total deposits in domestic and foreign offices (
RCON2200+RCFN2200) at each quarter end. The change is against the quarter before. A change of 20% or more in one quarter usually reflects a merger or acquisition; the filing does not say which. - Noninterest-bearing (
RCON6631+RCFN6631) and brokered (RCON2365) deposits are shown as a share of total deposits. - Accounts over $250,000 are the balances in deposit and retirement accounts over $250,000 (RC-O Memorandum 1,
RCONF051+RCONF047), filed by every bank. Uninsured is the bank's own estimate (RC-O Memorandum 2,RCON5597), filed only at $1 billion of assets and above, plus foreign-office deposits. - Cost of interest-bearing deposits is the UBPR figure for the quarter alone, annualized (
UBPRE701). Return on assets is the UBPR year-to-date figure (UBPRE013), so each December is the full year and each March one quarter. - Peer medians are over every other bank in the bank's Statum peer group that filed that quarter.
Replacing higher-yield and uninsured deposits: return on assets and equity Scenario estimate
Two pools of deposits most likely to leave: higher-yield accounts, which move for rate, and uninsured deposits, which move for safety. Each card shows what replacing 1% to 5% of the pool with wholesale money does to return on assets and return on equity, and beside it whether cash on hand would pay that money out.
How concentrated is the money that can leave?
Return on assets as more of each pool is replaced
Next: open the Simulator to add a rate hike to the same replacement, or open Scenarios to see an outflow paid from cash and securities. For ALCO: try the 5% stress in Assumptions, and confirm how much of the pledged collateral is set up for borrowing.
How it is calculated
- Higher-yield accounts are money market deposit accounts, other savings and time deposits. What the bank pays on them today is its year-to-date interest on savings and time deposits, annualized, over the June 30 balance.
- Uninsured deposits are the bank's filed estimate (RC-O Memorandum 2) or the account-size estimate (Memorandum 1) for smaller banks, plus deposits in foreign offices. What the bank pays on them today is taken as its average cost of deposits, since uninsured balances include noninterest-bearing operating accounts.
- Short rate. Every bank figure is filed; the short rate is not: it is the median yield banks earned on federal funds sold in the second quarter of 2026.
- Replacing means borrowing the same amount at the short rate plus the wholesale spread set in Assumptions, at today's rates. The change in a year's pre-tax income is the replaced amount times the difference between that rate and what the pool cost. After a 21% tax (none for an S corporation), it is added to net income.
- Return on assets and equity start from the published UBPR figures. The change is the change in net income over total assets and total equity capital at June 30; the UBPR uses averages, so the change is an approximation.
- Concentration comes from RC-O Memorandum 1, which every bank files: the balances in accounts over $250,000 and the number of those accounts, deposit and retirement accounts both. The filing does not show how balances are spread among those accounts, so the figure is a simple average across them.
- Liquidity uses the same outflow. Cash on hand is cash and federal funds sold above the floor set in Assumptions; cover is that cash over the outflow. Unencumbered cover adds securities not already pledged.
Simulator: rate hike, deposit beta and deposits that leave Scenario estimate
Returns: return on equity
Liquidity: cash on hand
Where the return goes
Return on equity today, what each knob takes away, and what is left after a year.
Every combination of hike and outflow
Return on equity after, at the beta set above. Each square is one hike (across) and one outflow, 0% to 5% of deposits (down); the ringed square is the current setting. Red squares are below zero; every square carries its value.
Peers at the same setting
Return on equity today (grey ring) and after (navy dot), for the peers chosen in the Peers panel.
How the simulator calculates
- One beta for everything: the rate hike reprices every interest-bearing deposit at the beta set here, and the outflow takes the set share of deposits. Replace borrows the outflow back at the short rate plus the hike plus the wholesale spread; shrink spends cash, then sells securities at fair value.
- Return on equity and on assets start from the published UBPR figures. Each change is a year's change in net income, after a 21% tax (none for an S corporation), over total equity or total assets at June 30.
- The liquidity gauge is cash on hand over the outflow. Cash is cash and federal funds sold above the floor; unencumbered securities are those not pledged; pledged collateral counts only if the bank is ready to borrow against it.
What this dashboard answers
How have the bank's deposits moved, quarter by quarter, and what would it cost if more of them left? The first tab is filed figures for seven quarters against the peer group. The other tabs run scenarios on the bank's own balance sheet, starting at 1% of a pool and going to 5%. Every scenario result is an estimate, not a forecast.
Start here: quarter by quarter
Deposits at each quarter end from December 2024 to June 2026, the change from the quarter before against the peer-group median, the mix (noninterest-bearing, brokered, accounts over $250,000, uninsured), the cost of interest-bearing deposits each quarter and return on assets. The shaded band on the first chart is the 1% to 5% outflow the other tabs test, so the bank's real quarters sit beside the scenario.
Return impact
If 1% to 5% of the bank's higher-yield accounts, or of its uninsured deposits, leaves and the bank replaces that money with wholesale funding, what happens to return on assets and return on equity? And could cash on hand pay the money out? Returns change over a year, so the bank can plan for them.
The simulator
Three knobs, all live: the rate hike (in steps of 25 bp), the deposit beta, and the share of deposits that leave (0% to 5%, in steps of 0.5%). The gauges show return on equity and how much of the outflow cash on hand pays; the waterfall shows which knob takes how much of the return; the heat map shows every hike against every outflow at once.
1. Pick a bank
Type a name, city, FDIC certificate number or RSSD in Your bank. The page opens on SouthState Bank as an example. To share a view of one bank, copy the address bar: it carries the bank.
2. Read the scenarios
- A. Rates rise. Short rates go up, the bank pays its depositors more, some money in checking starts earning interest, and some deposits drift away over a year.
- B. Faster outflow. A share of uninsured and insured deposits, up to 5% of each, leaves within the quarter during the same rate rise; the earnings figures are a full year.
Each scenario has two responses, side by side:
- Replace. Keep the balance sheet the same size by borrowing the lost money back from wholesale markets (FHLB advances, brokered or jumbo CDs). This costs earnings.
- Shrink. Pay depositors from cash, then by selling securities. Selling at a loss costs capital.
3. What each number means
- The big percentage
- The change in a year's pre-tax income. On the shrink side it includes the one-time loss on the securities sold.
- Net interest income, a year
- The change in interest earned less interest paid, at the run rate once the rise is complete.
- Net interest margin
- The same change in basis points of earning assets.
- Securities sold
- At fair value, available-for-sale first, then held-to-maturity.
- One-time loss on the sale
- Amortized cost less what the securities fetch.
- Tier 1 capital lost
- That loss after tax, plus, for banks that count unrealized losses in capital, the effect of moving the rest of the held-to-maturity book.
- Leverage ratio after
- Tier 1 capital over the leverage-ratio asset base after the money has gone. It can rise when the bank shrinks, because assets fall faster than capital.
- Cover
- Cash above the floor plus unencumbered securities, divided by the outflow. Below 1× the bank must borrow.
4. Change the assumptions
Every slider on the left recalculates the page, the peer table and the industry charts at once. The buttons at the bottom set them all together:
- Three hikes is the default: 75 bp, 1% of deposits drifting away over the year, 1% of uninsured and 0.5% of insured money leaving within the quarter.
- Stress: 5% takes every outflow to the top of its range, 5% of deposits and of uninsured money, and widens wholesale spreads to 50 bp.
- Mild is a single hike and a 0.5% outflow.
Deposit beta uses the bank's own measured beta by default; the slider shows it. Untick the box to set your own.
5. Compare
Against peers shows the seven banks in the same Statum peer group closest in size, under the same assumptions, and the median of the whole group. Across the industry places the bank among all banks: uninsured deposits against securities losses, and how many banks lose a quarter or more of pre-tax income.
What it cannot tell you
- How much the bank can borrow: FHLB and discount-window capacity are not in the filings.
- Who the depositors are, or how fast they would move. The outflow sizes are assumptions you set.
- How fast the bank would raise deposit rates in a rising market: its measured beta comes from a year when rates fell.
A sudden run, including one driven by AI agents, is a remote contingency and is not modelled here; the Agentic Run Stress Test dashboard covers it separately.
Words used on this page
- Deposit beta
- The share of a change in market rates a bank passes on to its depositors.
- Uninsured deposits
- Balances above the $250,000 FDIC limit, plus deposits in foreign offices.
- Unencumbered securities
- Securities not already pledged as collateral, so free to sell.
- Wholesale money
- Funding bought in markets rather than gathered from customers: FHLB advances, brokered and jumbo CDs.
- AOCI opt-out
- Most banks leave unrealized securities losses out of regulatory capital until the securities are sold.
- Run rate
- The yearly effect once rates have finished rising. Hikes spread over nine months cost less in the first year.
Two scenarios, two ways to respond Scenario estimate
Scenario B: where the money to pay depositors comes from
Against peers
Next: Return impact shows what replacing this bank's higher-yield or uninsured deposits does to its return on equity and assets, against its peers.
Across the industry
Uninsured deposits against securities losses
Each dot is a bank. Banks to the upper right have more money that can leave and less room to sell securities to pay it. Uninsured deposits are the filed estimate (RC-O Memorandum 2) where filed, and estimated from accounts over $250,000 (Memorandum 1) for smaller banks. Silicon Valley Bank, at the end of 2022, sat beyond the top right edge of this chart.
Scenario A, replacing the deposits: share of pre-tax income lost
How it is calculated
The arithmetic
- Repricing. Interest-bearing deposits times the rate rise times the deposit beta. The bank's own beta is the change in its cost of interest-bearing deposits over the change in the short rate (the median across banks), from June 2025 to June 2026. A measured beta below 5% or above 100% is not used; the median of the bank's Statum peer group is used instead.
- Migration (A). The chosen share of noninterest-bearing deposits starts earning the bank's cost of interest-bearing deposits after the rise.
- Outflow (B). The chosen shares of uninsured and insured deposits. Uninsured is the bank's filed estimate, filed by banks of $1 billion and above. For smaller banks it is estimated from accounts over $250,000: their balances less $250,000 for each such account, deposit and retirement accounts both. On the 998 banks that file both, the estimate is a median 97.5% of the filed figure. Deposits in foreign offices are not FDIC-insured and are added to uninsured. Scenario B also carries the rate rise's repricing.
- Replace. The balance sheet keeps its size: every dollar that leaves is borrowed back at the short rate plus the wholesale spread, and stops costing its average deposit rate.
- Shrink. Cash and federal funds sold above the cash-on-hand floor are spent first and stop earning the short rate. Then unencumbered (unpledged) securities are sold at fair value, available-for-sale first (
1773), then held-to-maturity (1771). Pledged securities (0416, held-to-maturity at amortized cost and available-for-sale at fair value) are taken out pro rata over the same carrying value. The bank gives up the book yield on the amortized cost of what it sells. The loss realized is amortized cost less fair value (1772,1754). Anything still unfunded is borrowed. - Pre-tax income. The headline figure is the change in a year's pre-tax income: the change in net interest income at its run rate once the rise is complete, plus, on the shrink path, the one-time loss realized on the sale. Hikes spread over nine months cost less in the first year. The margin change is over the earning assets implied by net interest income and the UBPR margin.
- Capital. The realized loss, after a 21% tax (none for an S corporation), reduces Tier 1 capital. A bank that opted out of accumulated other comprehensive income has not yet deducted its available-for-sale losses, so a sale deducts them. A bank that did not opt out already has; for it, only held-to-maturity losses are new, and selling any held-to-maturity security moves the rest of that book's unrealized loss into capital too. State income tax is not modelled. Leverage after is Tier 1 over the leverage-ratio asset base implied by the UBPR leverage ratio, reduced in proportion to the share of total assets spent.
- Which banks. All 4,234 banks that filed a Call Report with deposits. 58 trust companies with under $50,000 of deposits are left out.
What this does not know
- Only the deposit side moves: loan and securities yields are held at today's level, so a bank whose assets reprice faster than its deposits would lose less than shown.
- How much the bank can borrow. FHLB and discount-window capacity are not on the Call Report, so the replace path assumes the borrowing is available and shows how much is needed. Securities pledged as collateral usually back those lines; the page shows them but does not count them as liquidity, so "cover" understates the liquidity of a bank that has pre-pledged its portfolio.
- Who the depositors are. Public filings do not show individual accounts, so nothing here predicts which deposits will leave.
- The beta in a rising market. The latest year of filings is a falling-rate year, so the measured beta is how fast the bank cut, used as a stand-in for how fast it would raise. Banks typically pass rate rises on more slowly than this at first and faster later in a cycle. The beta slider overrides it.