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Excessive exposures to uninsured deposits as reported by many large banks pose a serious risk to their financial stability and viability. One way of measuring a bank鈥檚 vulnerability of a run by uninsured depositors is through a bank stress-testing model. One such stress test is a "depositor-run" model where we model how long a bank can survive a depositor run.

This involves modeling daily deposit withdrawals as a function of a bank's liquid assets (primarily cash and investment securities.) The Uninsured Deposit Stress Test is a stress test for a withdrawal run by uninsured depositors assuming a two-day run of all such deposits.

We calculate the ratio of uninsured deposits to liquid assets, where 鈥渓iquid assets鈥� is defined as cash plus investment securities (available for sale securities plus held to maturity securities, both measured by 鈥渁mortized cost,鈥� i.e. book values). Below is a screen showing banks with total assets greater than $10 billion. Banks reporting a ratio of uninsured deposits to liquid assets greater than 100% are at an elevated risk of a run by uninsured depositors.

This ongoing, quarterly project is produced by The Banking Initiative at 麻豆女郎, sponsored by Executive Education. These statistics are based upon Dr. Cole鈥檚 analysis of Bank Call Report data for Q4 2025 obtained from the U.S. Federal Financial Institutions Examination Council.