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FDIC Working Papers Series

Table 13
Comparison of Severity
BIF Only
  Baseline 1990�98 FBCA Loss 1986�89 FBCA Loss 1990�93 FBCA Loss 1986�89, 1990�93 FBCA
Expected Loss (EL) $1,029,281 $831,740 $1,304,806 $838,685 $1,037,303
Unexpected Loss (UL) $2,964,964 $2,043,576 $4,097,239 $2,054,773 $2,976,544
Solvency ($30 Billion) 99.82% 99.94% 99.63% 99.93% 99.81%
Solvency ($40 Billion) 99.91% 99.98% 99.78% 99.98% 99.91%
A Rating Solvency $44,730,823 $29,088,866 $68,411,002 $29,267,814 $44,890,290
A- Rating Solvency $40,281,094 $26,273,941 $61,286,866 $26,469,106 $40,302,622
BBB+ Rating Solvency $33,966,695 $22,930,585 $51,332,350 $23,005,923 $34,148,599
BBB Rating Solvency $30,126,141 $19,322,538 $43,805,777 $19,489,892 $30,189,626
BIF Balance 12/31/2000 $29,893,000 $29,893,000 $29,893,000 $29,893,000 $29,893,000
Mean of Severity 22.67% 19.67% 25.38% 19.86% 22.90%
Standard Deviation of Severity 0.0302 0.0244 0.034 0.0249 0.0304
BIF and SAIF Merged
  Baseline 1990�98
FBCA Loss Rates		 1986�89
FBCA Loss Rates		 1990�93
FBCA Loss Rates		 1986�89, 1990�93
FBCA Loss Rates
Expected Loss (EL) $1,348,092 $1,088,398 $1,698,828 $1,096,962 $1,357,969
Unexpected Loss (UL) $3,967,074 $2,770,582 $5,185,556 $2,783,737 $3,980,995
Solvency ($30 Billion) 99.74% 99.89% 99.52% 99.89% 99.74%
Solvency ($40 Billion) 99.85% 99.94% 99.71% 99.94% 99.85%
A Rating Solvency $55,106,919 $36,864,877 $80,947,302 $37,071,417.38 $55,197,745
A- Rating Solvency $50,532,935 $33,439,131 $67,808,472 $33,504,511.09 $50,812,284
BBB+ Rating Solvency $42,725,025 $28,069,456 $57,599,839 $28,284,784.95 $42,855,240
BBB Rating Solvency $35,584,250 $24,261,820 $49,431,794 $24,403,095.26 $35,650,181
BIF and SAIF Balance 12/31/2000 $40,591,000 $40,591,000 $40,591,000 $40,591,000 $40,591,000
Mean of Severity 22.57% 19.62% 25.29% 19.81% 22.80%
Standard Deviation of Severity 0.0312 0.0251 0.0354 0.0256 0.0318

Last Updated 02/15/2002 insurance-research@fdic.gov

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