Deposit betas and balance-sheet interest rate risk from FFIEC Call Report filings
Every US bank files deposit balances and interest expense quarterly.
This site reads those filings for about 4,500 filers, computes deposit rates and
betas per bank and product, and marks the reported maturity and repricing schedules
for duration and average life. It is intended for bank treasurers, ALCO members and
anyone building or reviewing an ALM model.
How to use it
- Select one or more banks on the left and run. Full history downloads at once.
- Toggle deposit types. Opens on savings and CDs.
- Set the window: 5y, 10y, 15y, 20y, Max, or a custom From–To.
- Pick a method: Regression, ECM · NARDL, or Cycle high-low.
- Change the base rate to measure betas against something other than fed funds.
- Below the table: charts, coefficient detail, and the interest rate risk card.