Total assets$0.9B-2.05% QoQ
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Research terminalQ2 2026 · 4,313 institutions · refreshed 8/27/2026 · catalog mismatch
Q2 2026 · 4,313 institutions · refreshed 8/27/2026
Regulatory profile
FDIC certificate #3842
Reported performance
Risk & capital
Deterministic ratios from the Q2 2026 filing, not a composite risk rating. Full detail and peer context: Portfolio & funding →
Advanced risk & capital analytics
Every figure below is either reused unchanged from an already-validated ratio elsewhere on this site or computed fresh from this institution's own reported Call Report filings — none of it is estimated or fabricated when an input is missing; the gap is shown as "Unavailable" instead.
(Nonperforming loans + OREO) / (Total equity capital + Allowance for credit losses). Nonperforming loans reuses validated-metric-contracts.ts's noncurrent_loans_ratio numerator, including its own pre-2017-03-31 per-category reconstruction. Total equity capital (RCON3210) is validated only for FFIEC 031/041 filers and has not been confirmed for FFIEC 051 filers (small community banks) -- see liabilities-equity-composition-mapping.ts's own scope note, which applies unchanged here. This is total equity capital, not a figure net of intangibles and preferred stock (a true tangible-common-equity adjustment), because no such adjusted figure exists yet elsewhere in this codebase.
| Domain | Score | Metrics available |
|---|---|---|
| Capital | Unavailable | 0 / 2 |
| Asset quality | Unavailable | 0 / 2 |
| Earnings | 34.0 | 3 / 3 |
| Liquidity | Unavailable | 0 / 2 |
The OptimaYield Composite Score is OptimaYield's own, independently derived estimate, computed entirely from this institution's own publicly reported Call Report and FDIC financial figures. It is not a supervisory rating, is not derived from confidential examination data, was not produced or reviewed by any bank regulator, and is not equivalent to, does not approximate, and is not a substitute for any regulatory assessment of an institution's safety and soundness. It reflects only the capital, asset-quality, earnings and liquidity dimensions that can be computed from already-published figures -- it does not, and cannot, capture management quality or interest-rate sensitivity, both of which require information this composite has no access to.
No reviewed development is available. This does not establish that no event occurred.
Recent activity
No reviewed changes are available for this institution in the tracked window. This does not establish that no event occurred.
Peer interpretation
Under $1B asset cohort · 3246 institutions
Deterministic peer comparison, not a regulatory rating or diagnosis. “Opportunity” means lower favorable percentile within this asset cohort.
2026-03-31 → 2026-06-30 · Reported assets, USD thousands. Not adjusted for mergers.
Full profile
Each area below sources back to published Call Report fields with evidence links — jump straight to what you need.
| Bucket | Rate-sensitive assets | Rate-sensitive liabilities | Static gap | Cumulative gap | Complete |
|---|---|---|---|---|---|
| 3 months or less | Unavailable | Unavailable | Unavailable | Unavailable | No — loans: Period mapping not reviewed; securities: Period mapping not reviewed; deposits: Period mapping not reviewed; borrowings: Not separately reported by source schedule |
| Over 3 months through 12 months | Unavailable | Unavailable | Unavailable | Unavailable | No — loans: Period mapping not reviewed; securities: Period mapping not reviewed; deposits: Period mapping not reviewed; borrowings: Not separately reported by source schedule |
| Over 1 year through 3 years | Unavailable | Unavailable | Unavailable | Unavailable | No — loans: Period mapping not reviewed; securities: Period mapping not reviewed; deposits: Period mapping not reviewed; borrowings: Period mapping not reviewed |
| Over 3 years through 5 years | Unavailable | Unavailable | Unavailable | Unavailable | No — loans: Period mapping not reviewed; securities: Period mapping not reviewed; deposits: Not separately reported by source schedule; borrowings: Period mapping not reviewed |
| Over 5 years | Unavailable | Unavailable | Unavailable | Unavailable | No — loans: Period mapping not reviewed; securities: Period mapping not reviewed; deposits: Not separately reported by source schedule; borrowings: Period mapping not reviewed |
Combines Schedule RC-C loan repricing, RC-B securities maturity, RC-E deposit maturity and RC-M borrowings maturity onto one 5-bucket ladder. Deposits are not separately reported beyond "over 3 years", and borrowings are not separately reported below 1 year — those cells are marked "Not separately reported by source schedule", never assumed zero.
| Rate shock | 12-month NII at risk |
|---|---|
| +100 bp | Unavailable — an in-horizon bucket's gap could not be computed |
| +200 bp | Unavailable — an in-horizon bucket's gap could not be computed |
| +300 bp | Unavailable — an in-horizon bucket's gap could not be computed |
| -100 bp | Unavailable — an in-horizon bucket's gap could not be computed |
Illustrative static-gap x rate-shock exercise, not a dynamic NII simulation. Assumes a 1.0 deposit beta (dollar-for-dollar pass-through) on both sides, which tends to overstate realized sensitivity. -200 bp and -300 bp are not computed: Not computed: the underlying Call Report schedules report only dollar balances by bucket, never a per-bucket rate, so this model cannot tell which liability balances are already near the zero lower bound. A full -200bp parallel shock would imply negative rates for some deposit balances and could materially overstate the liability-side benefit.
| Line item | Source | Value |
|---|---|---|
| Estimated uninsured deposits | RC-O Memorandum item 2 | Unavailable |
| Total deposit liabilities before exclusions (gross) | RC-O item 1 | Unavailable |
| Total allowable exclusions | RC-O item 2 | Unavailable |
| Total brokered deposits | RC-E Memorandum item 1.b | Unavailable |
| Brokered reciprocal deposits (subset of total brokered deposits above -- not additive) | RC-O item 9 | Unavailable |
| Deposits obtained through listing services that are not brokered deposits | RC-E Memorandum item 1.f | Unavailable |
| Cash and securities (liquid assets) | RC items 0081 + 0071 + HTM carrying (JJ34/1754) + 1773 | Unavailable |
| Total domestic office deposits | RC item 2200 | Unavailable |
These figures are OptimaYield's own reading of this institution's own publicly reported Call Report Schedule RC-O and Schedule RC-E data. The uninsured-deposit coverage ratio compares reported cash and securities against the estimated uninsured-deposit figure the institution itself reported -- it is not a liquidity coverage ratio (LCR), does not account for asset encumbrance, funding availability, or the fair-value impact of a forced sale, and is not a supervisory liquidity assessment. Brokered deposits and deposits obtained through listing services that are not brokered deposits are two separate, independently reported figures and are never summed here; each is shown as its own item because conflating them would misrepresent funding-source concentration. Uninsured deposits (RCON5597) are reported only by institutions with $1 billion or more in total assets -- a missing value for a smaller institution reflects that filing threshold, not a data gap.
The enhanced view cross-checks this institution's deposit beta against FRED's daily Effective Federal Funds Rate (EFFR), independent of the FEDFUNDS series already used elsewhere on this site. That FRED connection is not configured for this environment, so the enhanced view is unavailable here — this is a configuration gap, not a data gap, and no figure is estimated in its place.
Existing (v1) full-cycle deposit beta, FEDFUNDS-based: Unavailable. See Deposits — cost and beta → for the full published trend.
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