fdic

Tools for working with regulatory call report data filed by regulated U.S. financial institutions.

Search FDIC-insured banks, Call Report financials, peer rankings, failures, deposit market share via MCP. STDIO or Streamable HTTP.

CDFI and MDI peer benchmarking tool using FDIC call report data — NIM, efficiency ratio, ROAA, CET1, and more

Retail banking sample application showcasing Kubernetes and Google Cloud

Predictive analytics project using FDIC and BLS datasets to model business failures, financial risk, and economic stability in the U.S.

Explainable financial early-warning system built with FDIC data, SQL, Python, and gradient boosting.

Panel-regression study of U.S. bank deposit behaviour using FDIC call-report data (FDIC Academic Challenge, UNC, 2022-2023)

Multi-Tenant Ledger Isolation & Sandbox Escape Test Harness for BaaS Sponsor Banks (FDIC Schedule RC-E Verification)

FDIC call report data for every US bank, 2019Q1 to 2026Q2, loaded into SQLite to screen for bank stress with SQL and Excel

Dockerized end-to-end ETL pipeline for U.S. bank failures using Python, Pandas, PostgreSQL, SQLAlchemy, Docker Compose, and Streamlit.

Bank Health Monitor — every $1B+ US bank scored against its size peers on FDIC public data; dbt-tested warehouse, self-refreshing dashboard, reproducible 2023 backtest

End-to-end data platform for U.S. bank regulatory filings: FDIC BankFind to Cloudflare R2, PySpark cleaning, a dbt-modelled BigQuery star schema, and a read-only FastAPI layer. Batch and Kafka streaming, orchestrated by one Airflow DAG, entirely on free tiers.

Public materials around the Federal Reserve SR 26-2 supervisory letter on Model Risk Management. Falsifiable, cryptographic chain-of-custody spec for AI decisions in regulated financial institutions.

Look up FDIC-insured banks by name or state via the official FDIC BankFind API

bankALM — Public-data U.S. bank fragility atlas. Transparent deposit-run, ALM-mismatch, and composite fragility scores for 5,000+ FDIC-insured banks.

Streamlit dashboard and analytics pipeline for U.S. bank risk, profitability, funding pressure, and macro-rate analysis using FDIC and FRED data.

Bank run-risk from public FDIC filings — ranked SVB #1 of 4,713 banks 5 months before it failed. GIBC V2 submission.

On-Chain FDIC Insurance DApp

Independent research on U.S. banks, built entirely from free public regulatory data (FDIC/FFIEC Call Reports). 2026 Q2 paper: Painted or Real?

Bank size, growth, and net interest margin — reproducible FDIC pipeline studying 8,032 banks across 64 quarters (2010–2025)