Baseline Loss Rate Generator

Calculate baseline loss rates for all segments using FDIC peer data

Active Segmentation

Loading active segmentation...

Name: -

Version: -

Total Segments: -

Calculation Method

Peer Group

Calculate Baseline Loss Rates across selected peer institutions. Allocate weights manually or use equal distribution.

Peer Analysis

Select

Single Bank

Calculate Baseline Loss Rates using one bank's historical data. Ideal for institution-specific benchmarking and internal analysis.

Single Bank

Select

Hybrid (Peer Group + Single Bank)

Blend a peer group and a single bank's historical data using custom blend weights.

Hybrid

Select

Configure Peer Group Weights

Total: 100%

Select Peer Group:

Selected Institutions

Lookback Period

Defaults to segmentation setting.

Number of Quarters: back from most recent data

Include data starting from:

All quarters from selected through most recent will be included.

Balance Basis

Choose which balance is used to calculate the quarterly loss rate.

Ending Balance Beginning Balance

Negative Loss Rate Treatment

Choose how to handle negative loss rate quarters for an individual bank (when recoveries exceed charge-offs) when calculating the quarterly peer average.

Include in Average Floor at Zero Exclude from Average

Select Bank for Analysis

Search and select the bank whose historical data you want to analyze. For multiple banks, please use Peer Group Analysis.

Search Bank:

Selected Bank

CERT:

Lookback Period

Default value based on Segmentation Details.

Number of Quarters: back from most recent data

Include data starting from:

All quarters from selected through most recent will be included.

Balance Basis

Which quarter's balance to use as the denominator for loss rate calculations.

Ending Balance Beginning Balance

Negative Loss Rate Treatment

How to handle quarters where recoveries exceed charge-offs (negative loss rate).

Include in Average Floor at Zero Exclude from Average

Configure Hybrid Analysis

Blend a peer group and a single bank's historical data. Adjust the blend weight to control how much each source contributes.

1 Single Bank

Search Bank:

CERT:

2 Peer Group

Select Peer Group:

Blend Weights

Drag the slider for a quick integer split, or type a precise decimal weight (up to 4 dp) — the other side updates automatically.

Peer Group

Single Bank

Lookback Period

Defaults to segmentation setting — adjust before calculating.

Number of Quarters: back from most recent data

Include data starting from:

All quarters from selected through most recent will be included.

Balance Basis

Choose which balance is used to calculate the quarterly loss rate.

Ending Balance Beginning Balance

Negative Loss Rate Treatment

Choose how to handle negative loss rate quarters for an individual bank (when recoveries exceed charge-offs) when calculating the quarterly peer average.

Include in Average Floor at Zero Exclude from Average

Configure Peer Weights

Set how much each bank in the peer group contributes when calculating the peer group BLR.

Total: 100%

Calculated Baseline Loss Rates

Method: -

Data Period: -

Lookback: -

Balance Basis: Ending Balance

	Segment	Asset Type	Lookback Period	Avg Balance ($)	Avg Charge-Offs ($)	Avg Recoveries ($)	Baseline Loss Rate (%)

Calculating baseline loss rates...

Baseline Loss Rate Generator

Active Segmentation

Calculation Method

Peer Group

Single Bank

Hybrid (Peer Group + Single Bank)

Configure Peer Group Weights

Selected Institutions

Lookback Period

Balance Basis

Negative Loss Rate Treatment

Select Bank for Analysis

Selected Bank

Lookback Period

Balance Basis

Negative Loss Rate Treatment

Configure Hybrid Analysis

Blend Weights

Lookback Period

Balance Basis

Negative Loss Rate Treatment

Configure Peer Weights

Calculated Baseline Loss Rates

Save Calculation