The inaugural issue, Improvement, Unevenly Distributed, finds that U.S. banking conditions improved year over year while the gains varied significantly across bank sizes and across institutions.
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WEST PALM BEACH, Fla., September 9, 2026 — BankAtlas today introduced the U.S. Banking Risk Quarterly, a recurring research report examining U.S. banking conditions, and published its inaugural issue covering the second quarter of 2026.
The report analyzes 4,296 U.S. institutions using BankAtlas's proprietary analytical framework and more than two decades of regulatory reporting history. Its inaugural issue, Improvement, Unevenly Distributed, finds that banking conditions improved year over year, but that the gains varied significantly across bank sizes and across institutions.
Improvement was real, but not shared by a majority of institutions. Among matched institutions, 43.7% improved year over year, while 29.2% deteriorated and 27.1% were approximately unchanged under the report's calibrated flat band.
The drivers differed sharply by bank size. Asset Quality deterioration was concentrated among institutions below $10 billion in assets, while larger institutions displayed a different balance-sheet pattern. Securities-loss conditions improved across all four major size cohorts, making them the broadest favorable balance-sheet movement identified in the report.
Weak fundamental standing and funding vulnerability are different populations. The weak composite tail represents 29.9% of institutions but only 18.6% of aggregate assets in the report's covered universe. Only 27.2% of that group also met BankAtlas's elevated-relative-RVI watch-zone criterion, indicating that the two measures identify substantially different populations.
Among institutions with complete data across the six measures tested, the report also found no evidence that adverse balance-sheet movements accumulated within the same banks more frequently than expected from the individual prevalence of those pressures.
Each issue registers selected findings for pre-specified re-test in the following quarter. Issue 1 records eight findings and establishes in advance the conditions under which each will be classified as persisting, reversing or producing no signal when third-quarter regulatory data become available.
— Jonnathan Wong-Coronel, Founder, BankAtlas
"Banking conditions improved in the second quarter, but the gains were uneven. The upper quartile of institutions now sits near the top of its post-2003 historical range, while the weakest decile remains much closer to the middle. The BankAtlas U.S. Banking Risk Quarterly is designed to measure those differences under rules specified in advance and re-test the same findings next quarter."