SHOREHAM BANK

The Texas ratio compares nonperforming assets with the cushion that absorbs them: tangible equity plus the allowance for credit losses. A high gross figure can overstate risk when much of the problem balance is guaranteed by the US government, so the worksheet shows the gross ratio, the ratio after guarantees, and the ratio after guarantees including performing restructured loans.

Formula: (Nonaccrual + 90+ days past due + OREO, less government-guaranteed portions) / (tangible equity + allowance for credit losses) x 100. Tangible equity = total equity capital less intangible assets. A line shows Not reported when the bank did not file that field; the ratios that need it are then withheld rather than estimated.

Definitions. Core deposits = total deposits - brokered deposits - time deposits over $250K + brokered deposits over $250K (those are in both lines, so adding them back avoids a double count). Non-core funding = brokered deposits + time deposits over $250K - brokered deposits over $250K (double count removed) + other borrowed money + fed funds purchased + repurchase agreements + subordinated debt. Short-term non-core funding = time deposits over $250K maturing within one year + FHLB advances and other borrowings maturing within one year + fed funds purchased + repurchase agreements. Brokered deposits by maturity are not separately reported, so they enter only through the $250K time-deposit line. Net short-term liabilities = short-term non-core funding less cash and balances due from banks, fed funds sold and resale agreements; negative means liquid assets exceed it.

Sum of the unused-commitment lines the bank reported. Letters of credit and derivatives notional are excluded. Interest rate contracts are a notional amount, the size of the contracts rather than money at risk.

Fair value less cost. A negative figure is a paper loss; held-to-maturity losses do not reach equity until a security is sold. Types a bank holds none of are left out. “Other and not itemized” is the portfolio total less the types listed, so it moves with them.

These items exist in other bank data products. They are listed here instead of shown with estimated numbers.

• Adjustable-rate loan share. The Call Report field that separates adjustable-rate loans is not in the current load.
• Mortgage-backed securities by sub-type. Agency, residential, commercial and CMO detail is not mapped; the total less the other types is shown instead.
• Yield by loan category and peer yield and cost by category. Needs interest income by loan type and peer aggregates by category; neither is loaded yet.
• Per-line peer percentages. Peer aggregates by balance sheet line are not published yet; ratio peers are on the Peers page.
• Credit events at nearby banks. Needs each nearby bank's own schedules; only growth and shrinkage are shown.
• Street-level base map and deposits within the radius. The distance view counts branches and banks from the FDIC directory; deposits by radius need the annual Summary of Deposits with coordinates.
• Sentry-style 'more likely to charge off' statistic. Must be computed from our own history backfill before a number is promised.
• Industry-wide versions of these pages. Planned as a separate build that reuses these sections.