Syndicated Loan Portfolio of Domestic Entities: Drawn Credit 1

Billions of dollars; levels, not seasonally adjusted

Description 2014 2015 2016 2017 2018 2019:Q1 2019:Q2 2019:Q3 2019:Q4 2020:Q1 2020:Q2
Depository institutions: Total credit amount outstanding 2 3 4 295.30 337.20 362.20 424.50 499.80 510.30 516.30 513.70 486.40 766.60 589.50
Depository institutions: With missing default risk 7.00 8.40 13.90 53.20 95.10 95.70 97.50 104.50 107.10 206.70 172.30
Depository institutions: With no default risk 14.70 15.80 25.90 29.70 21.20 22.70 35.90 16.90 16.10 16.80 15.70
Depository institutions: With default risk between 0 percent and less than 0.5 percent 149.50 168.90 170.50 194.40 222.60 223.70 210.80 226.70 204.10 338.30 214.00
Depository institutions: With default risk between 0.5 percent and less than 1 percent 53.50 55.50 54.70 53.80 60.20 61.30 62.60 57.70 54.00 62.70 50.50
Depository institutions: With default risk between 1 percent and less than 2.5 percent 40.10 36.10 41.00 36.30 55.80 58.00 61.70 58.10 56.30 63.00 52.40
Depository institutions: With default risk between 2.5 percent and less than 5 percent 13.20 16.90 16.70 25.90 21.30 20.80 18.30 18.20 16.90 30.60 25.80
Depository institutions: With default risk between 5 percent and less than 10 percent 9.10 9.80 14.30 12.50 10.80 12.80 14.20 14.80 13.70 21.40 20.40
Depository institutions: With default risk between 10 percent and less than 25 percent 6.20 17.70 9.10 9.60 7.60 8.00 7.90 9.60 6.70 9.10 12.80
Depository institutions: With default risk between 25 percent and less than 100 percent 0.30 0.90 1.00 1.20 1.00 1.10 0.90 1.20 4.50 8.30 11.30
Depository institutions: In default 1.60 7.20 15.20 8.00 4.20 6.20 6.30 6.20 7.00 9.70 14.40
Other financial institutions: Total credit amount outstanding 3 5 81.70 104.20 97.80 120.50 151.00 156.00 154.20 153.20 165.20 298.90 212.30
Other financial institutions: With missing default risk 1.50 1.90 2.00 18.10 45.30 45.40 49.40 52.90 60.10 85.10 66.90
Other financial institutions: With no default risk 6.00 7.30 9.90 12.40 7.40 7.60 14.00 5.90 5.30 5.90 5.30
Other financial institutions: With default risk between 0 percent and less than 0.5 percent 37.80 45.60 36.40 40.10 47.90 49.60 40.60 49.00 50.40 112.90 63.70
Other financial institutions: With default risk between 0.5 percent and less than 1 percent 11.20 16.00 12.10 12.10 14.00 14.10 14.00 12.00 13.60 20.60 14.90
Other financial institutions: With default risk between 1 percent and less than 2.5 percent 12.90 11.00 11.60 13.70 17.60 17.80 17.30 15.10 15.80 23.90 16.90
Other financial institutions: With default risk between 2.5 percent and less than 5 percent 5.50 8.70 7.00 9.90 10.80 10.10 7.60 5.50 6.20 24.20 18.10
Other financial institutions: With default risk between 5 percent and less than 10 percent 4.30 3.70 5.20 6.70 2.80 4.40 4.20 4.30 3.90 13.10 9.70
Other financial institutions: With default risk between 10 percent and less than 25 percent 1.80 6.60 3.50 3.60 2.80 2.80 2.60 3.00 2.10 3.30 5.50
Other financial institutions: With default risk between 25 percent and less than 100 percent 0.10 0.50 0.70 0.40 0.30 0.60 0.40 0.80 2.50 3.90 5.00
Other financial institutions: In default 0.70 3.00 9.50 3.60 2.10 3.60 4.10 4.80 5.30 6.10 6.30
  FOOTNOTES

(1) Default risk is the two-year through-the-cycle probability of default provided by the reporting financial institution. Return to text.

(2) Includes bank holding companies, financial holding companies, national banks, nonmember banks, state member banks, federal savings banks, state savings banks, credit unions, and savings and loan associations. Return to text.

(3) Outstanding amounts on drawn revolving lines of credit. Return to text.

(4) From 2009Q4 to 2016Q4, the data contain only the loans reported by 18 expanded reporters that filed on the quarterly frequency. From 2017Q1 on, all reporters file on a quarterly frequency. For comparison, total outstanding credit reported by expanded filers was $381 billion and total outstanding credit reported by all filers was $443 billion Return to text.

(5) From 2009Q4 to 2016Q4, the data contain only the loans reported by 18 expanded reporters that filed on the quarterly frequency. From 2017Q1 on, all reporters file on a quarterly frequency. For comparison, total outstanding credit reported by expanded filers was $100 billion and total outstanding credit reported by all filers was $124 billion. Return to text.

Last Update: October 02, 2020