Depository Institutions: Mortgage and Consumer Loan Portfolios by Probability of Default

Published by Board of Governors of the Federal Reserve System | Board of Governors of the Federal Reserve System | Metadata Last Checked: January 26, 2026 | Last Modified: R/P3M

These tables provide additional detail on the loan assets of U.S. depository institutions by reporting mortgage and consumer loan portfolios broken down by the banks' estimates of the probability of default, as defined below. This information facilitates analysis of the potential concentration of risk in specific loan categories. The institutions reporting this information are generally those with $10 billion or more of assets.

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Complete Metadata

bureauCode	[ "920:00" ]
identifier	FRBCNA64
landingPage	https://www.federalreserve.gov/releases/efa/efa-project-mortgage-and-consumer-loans-by-probability-of-default.htm
programCode	[ "920:000" ]