BankAtlas Launches U.S. Banking Risk Quarterly; Finds Q2 Improvement Uneven Across U.S. Banks

WEST PALM BEACH, Fla. - EntSun -- WEST PALM BEACH, Fla., — 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.

Three findings from the second quarter

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

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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.

Findings registered in advance for re-test

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.

> "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

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> Quarterly is designed to measure those differences under rules specified in advance and
> re-test the same findings next quarter."

— Jonnathan Wong-Coronel, Founder, BankAtlas

Availability

The full report is available at https://bankatlas.com/research/q2-2026-banking-risk-quarterly.

About BankAtlas

BankAtlas analyzes U.S. regulatory banking data using a proprietary risk framework spanning
more than two decades of history. Its analytical measures are designed to support
institutional surveillance, comparative analysis and research.

Disclosures

BankAtlas grades, scores and other analytical measures are proprietary analytical measures.
They are not credit ratings, and BankAtlas is not a nationally recognized statistical rating
organization and is not registered with the U.S. Securities and Exchange Commission as an
NRSRO. Nothing in this release or the report constitutes investment advice or an offer,
solicitation or recommendation to buy or sell any security. Historical relationships
discussed in the report are associations observed in regulatory data and do not establish
causation or predict the outcome of any individual institution. The analysis reflects
BankAtlas's Q2 2026 regulatory-data vintage as of August 30, 2026, and may not reflect subsequent
amendments or revisions to regulatory filings.

Media contact:
BankAtlas Media Relations
West Palm Beach, Florida
BankAtlas.com
info@bankatlas.com