Free report · bank treasury, CFO, ALCO
Margin capture report: loan beta versus deposit beta
Compare a bank's loan beta with its deposit beta and rank the spread against its asset-band peers, from FFIEC filings. No account or key needed. Every number is labelled filed, derived, or assumed.
Example
STIFEL BANK&TRUST's loan beta of 0.62 against a deposit beta of 0.55 gives a spread of +0.07, ahead of 81% of $10B–$50B banks. Inputs: Rate cycle: 2022–23 hiking cycle. Loan beta 0.62 came from the bank's own filings, measured on 2022–23 hiking cycle (Dec 2021 to Jun 2024). Deposit beta 0.55 came from the bank's own filings, measured on 2022–23 hiking cycle (Dec 2021 to Jun 2024).
Margin capture report: loan beta versus deposit beta
Compare a bank's loan beta with its deposit beta and rank the spread against its asset-band peers, from FFIEC filings.
STIFEL BANK&TRUST's loan beta of 0.62 against a deposit beta of 0.55 gives a spread of +0.07, ahead of 81% of $10B–$50B banks.
- Loan beta · 2022–23 hiking cycle (Dec 2021 to Jun 2024)
- 0.62Derived
- Deposit beta · 2022–23 hiking cycle (Dec 2021 to Jun 2024)
- 0.55Derived
- Beta spread (loan − deposit)
- 0.07Derived
- Net interest income per +100bp, basis points of assets
- −0.9 bpDerived
- Spread percentile among $10B–$50B banks
- 81.00%Derived
- Loans as share of assets
- 77.59%Filed
- Interest-bearing deposits as share of assets
- 88.95%Filed
- Loan beta: the bank's own filings, 2022–23 hiking cycle (Dec 2021 to Jun 2024) (38 quarters or intervals).
- Deposit beta: the bank's own filings, 2022–23 hiking cycle (Dec 2021 to Jun 2024) (38 quarters or intervals).
| Rank | FDIC certificate | Bank | Total assets | Loan beta | Deposit beta | Beta spread | NII per +100bp (bp of assets) |
|---|---|---|---|---|---|---|---|
| 1 | 58303 | AMERIPRISE BANK FSB | $25.48B | 0.76 | 0.08 | 0.68 | +0.3 bp |
| 2 | 19629 | INTERNATIONAL BK OF COM | $10.19B | 0.67 | 0.30 | 0.37 | +35.4 bp |
| 3 | 57408 | OPTUM BANK INC | $21.43B | 0.35 | 0.03 | 0.32 | +14.2 bp |
| 4 | 32551 | LENDINGCLUB BANK NA | $12.48B | 0.85 | 0.65 | 0.21 | −5.5 bp |
| 5 | 6600 | FIRST FINANCIAL BANK | $22.35B | 0.65 | 0.47 | 0.19 | +11.4 bp |
| 6 | 8728 | ARVEST BANK | $28.05B | 0.47 | 0.29 | 0.18 | +16.9 bp |
| 7 | 12633 | CENTRAL TRUST BANK | $20.31B | 0.35 | 0.19 | 0.17 | +10.5 bp |
| 8 | 33893 | RAYMOND JAMES BANK | $45.60B | 0.69 | 0.53 | 0.16 | +8.3 bp |
| 9 | 8056 | MERCHANTS BANK OF INDIANA | $21.17B | 0.91 | 0.74 | 0.16 | +26.4 bp |
| 10 | 57542 | TOYOTA FINANCIAL SB | $16.79B | 0.41 | 0.25 | 0.16 | +1.4 bp |
| 11 | 17838 | WILMINGTON SVG FUND SOCIETY | $22.57B | 0.51 | 0.35 | 0.16 | +11.5 bp |
| 12 | 24998 | COMMERCE BANK | $35.02B | 0.51 | 0.37 | 0.14 | +9.6 bp |
| 13 | 26876 | SAFRA NB OF NEW YORK | $15.69B | 0.98 | 0.86 | 0.12 | −26.5 bp |
| 14 | 623 | DEUTSCHE BANK TR CO AMERICAS | $40.54B | 0.96 | 0.85 | 0.11 | −5.8 bp |
| 15 | 35141 | BMW BANK OF NORTH AMERICA | $13.80B | 0.56 | 0.45 | 0.11 | +10.6 bp |
| 16 | 4988 | TRUSTMARK BANK | $19.19B | 0.56 | 0.46 | 0.10 | +10.3 bp |
| 17 | 58457 | TRISTATE CAPITAL BANK | $24.26B | 0.89 | 0.80 | 0.09 | −0.6 bp |
| 18 | 12441 | HANCOCK WHITNEY BANK | $36.33B | 0.45 | 0.37 | 0.08 | +10.9 bp |
| 19 | 27237 | ENTERPRISE BANK&TRUST | $17.36B | 0.49 | 0.41 | 0.08 | +10.8 bp |
| 20 | 57311 | STIFEL BANK&TRUST (selected) | $19.62B | 0.62 | 0.55 | 0.07 | −0.9 bp |
| 21 | 19977 | ISRAEL DISCOUNT BANK OF NY | $14.39B | 0.86 | 0.80 | 0.06 | −0.7 bp |
| 22 | 12010 | PROVIDENT BANK | $25.65B | 0.32 | 0.28 | 0.04 | +8.2 bp |
| 23 | 5452 | FIRST NATIONAL BANK OF OMAHA | $34.20B | 0.68 | 0.64 | 0.04 | +9.8 bp |
| 24 | 17985 | FIRST HAWAIIAN BANK | $23.65B | 0.42 | 0.38 | 0.04 | +2.3 bp |
| 25 | 16835 | PROSPERITY BANK | $43.88B | 0.31 | 0.28 | 0.02 | +3.3 bp |
Filed: Reported directly in the bank's FFIEC Call Report. Derived: Calculated by OptimaYield from filed figures using the method described below. Assumed: An assumption you entered or a scenario input, not a reported figure.
Questions and answers
What does a positive beta spread mean?
A positive spread means the bank's loan yields moved with Fed rate changes more than its deposit costs did, so a rising-rate environment tended to widen its margin. A negative spread means deposit costs followed rates faster than loan yields.
Why compare against asset-band peers?
Betas depend heavily on funding mix and loan book, and both track bank size. Comparing within the same reported asset band keeps the comparison between banks with similar franchises.
Why does the report sometimes refuse to run for a bank?
A bank needs enough filed quarters spanning the chosen rate cycle for a beta to be measured. For newer or smaller filers there is not yet enough history, and this report shows peers instead of estimating.
Use it from code or an AI assistant
The same calculation is available as a free JSON and CSV API, an OpenAPI description, and a remote MCP server, so analysts, scripts, and AI assistants get identical numbers.
curl "https://www.optimayield.com/api/tools/margin-capture/run?certificate=57311"- Machine-readable definition and input schema
- OpenAPI description
- MCP server:
https://www.optimayield.com/api/mcp(tool namemargin_capture) - llms.txt
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