BankAtlas
U.S. Banking Risk Quarterly
Issue 1 · Q2 2026

Improvement, Unevenly Distributed

BankAtlas U.S. Banking Risk Quarterly — Q2 2026

U.S. banking conditions improved year over year, but the gains masked sharply different balance-sheet trends across bank sizes and across the distribution of institutions.

Data through Q2 2026 4,296 U.S. institutions 4,286 matched year over year 14 pages · 18 exhibits

Key findings

What the Q2 data supports

Breadth

43.7% of banks improved year over year — a plurality, not a majority. 29.2% deteriorated.

Historical position

Upper-quartile banks are historically strong — p75 at the 91.4th percentile of history, while p10 sits near the middle at the 54.8th.

Two different populations

Weak fundamental standing and funding vulnerability are different populations — only about a quarter of the weak tail (27.2%) overlaps the elevated-RVI watch zone.

No stacking

Adverse pressures did not unusually cluster within the same banks beyond what individual pressure-family rates would imply.

What drove it

The drivers differed sharply by bank size

Under $1 billion
Contribution to composite change
Earnings +0.02041 Asset Quality -0.01725 Capitalization △ +0.00940 Funding +0.00582 Concentration △ +0.00173 Composite +0.02017
Over $100 billion
The same five categories
Asset Quality +0.04301 Capitalization △ -0.02957 Earnings +0.01532 Funding -0.01032 Concentration △ +0.00000 Composite +0.01844

Bars step cumulatively from zero to the cohort composite. Asset Quality deterioration is concentrated below $10 billion, where it is claimable; larger banks show a different balance-sheet pattern. Compared within cohort, never pooled. Dashed bars are diagnostic-only contributors — displayed for completeness, not claimed as findings.

Historical context

Stronger banks are historically strong. The weakest tail isn't.

2.69 3.13 3.58 4.02 4.46 2004 2008 2012 2016 2020 2024 2026

BankAtlas Composite Score, 2003–Q2 2026. Higher = stronger. Historical ranks based on prior quarterly observations. Q2 improved across the distribution year over year, but historical strength is concentrated toward the stronger end of the banking system.

What happens next

Pre-registered for Q3

Issue 2 will re-test 8 pre-registered findings from Q2, including Asset Quality deterioration below $10 billion, capital divergence by size, RVI turnover, weak-tail persistence, and whether adverse pressures begin to stack within the same institutions.

Each finding states in advance what would confirm it and what would reverse it — written before the Q3 data exists. That makes Issue 2 a test rather than a re-reading.

Methodology

BankAtlas analyzes U.S. regulatory banking data using a proprietary risk framework spanning more than two decades of history. Q2 2026 analysis covers 4,296 institutions. Grades and scores are proprietary analytical measures, not credit ratings or investment recommendations.

Read the Q2 2026 Report