Maturity/repricing interval and risk of loans [E2_MATURITY_RISK]

Updated by DBnomics on
October 8, 2020
Frequency [FREQ]
Panel [PANEL]
Loan characteristic [COLUMN]
Maturity/repricing interval [MATURITY]
Risk rating [RISK]

Dataset has 1,648 series. Add search filters to narrow them.

Dimensions codes and labels
[FREQ] Frequency
  • [162] Quarterly
[PANEL] Panel
  • [ALL] All commercial banks
  • [DOM] Domestic banks
  • [LG] Large domestic banks
  • [SM] Small domestic banks
  • [FGN] U.S. branches and agencies of foreign banks
[COLUMN] Loan characteristic
  • [LOAN_SIZE] Average loan size ($ thousands)
  • [COMMIT_INTERVAL] Average months since loan terms set (Commitment status)
  • [PARTICIPATION_PCT] Made under participation or syndication (Percent of value of loans)
  • [COMMITMENT_PCT] Percent made under commitment (Commitment status)
  • [PRIME_BASED] Prime based (Percent of value of loans)
  • [SBA_PCT] SBA backed (Percent of value of loans)
  • [COLLATERAL] Secured by collateral (Percent of value of loans)
  • [PREPAYMENT] Subject to prepayment penalty (Percent of value of loans)
  • [VOLUME] Total value of loans ($ millions)
  • [RATE] Weighted-average effective loan rate (percent)
  • [DAYS_MATURITY] Weighted-average maturity, Days
  • [MONTHS_MATURITY] Weighted-average maturity, Months
[MATURITY] Maturity/repricing interval
  • [MONTH] 2 to 30 days
  • [YEAR] 31 to 365 days
  • [ALL] All C&I loans
  • [DAILY] Daily
  • [LONG] More than 365 days
  • [ZERO] Zero interval
[RISK] Risk rating
  • [ALL] All risk ratings
  • [LOW_RISK] Low risk
  • [MIN_RISK] Minimal risk
  • [MOD_RISK] Moderate risk
  • [OTH_RISK] Other
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