Syndicated Loan Portfolio of Domestic Entities 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 4 607.80 669.00 745.00 871.50 1000.40 1012.30 1005.30 997.30 961.40 1283.70 1108.50
Depository institutions: With missing default risk 31.20 30.00 38.20 154.20 230.40 229.50 231.70 242.90 240.80 377.20 349.60
Depository institutions: With no default risk 35.00 39.50 53.60 56.20 64.60 50.50 60.50 46.00 44.90 45.80 36.50
Depository institutions: With default risk between 0 percent and less than 0.5 percent 298.60 340.60 356.20 378.10 417.80 435.10 412.90 419.40 391.00 522.10 382.10
Depository institutions: With default risk between 0.5 percent and less than 1 percent 114.90 105.20 117.30 113.20 112.90 116.40 117.70 113.40 112.10 121.40 111.90
Depository institutions: With default risk between 1 percent and less than 2.5 percent 76.70 82.30 97.50 88.60 104.00 106.60 109.40 103.30 102.20 107.10 98.50
Depository institutions: With default risk between 2.5 percent and less than 5 percent 25.10 25.30 26.50 34.90 36.90 33.70 31.10 29.20 27.80 47.00 45.50
Depository institutions: With default risk between 5 percent and less than 10 percent 11.60 13.00 19.70 19.40 14.80 17.90 19.80 19.60 18.40 25.50 29.20
Depository institutions: With default risk between 10 percent and less than 25 percent 8.50 21.80 12.70 12.90 11.00 11.70 11.80 12.10 9.10 13.10 19.80
Depository institutions: With default risk between 25 percent and less than 100 percent 0.50 1.20 1.70 2.10 1.30 1.20 1.10 1.50 5.20 10.60 14.50
Depository institutions: In default 5.60 10.00 21.60 11.90 6.90 9.60 9.10 10.00 9.90 13.90 20.80
Other financial institutions: Total credit amount outstanding 3 5 673.50 712.50 688.20 858.20 984.90 986.30 981.00 937.30 982.30 1128.30 1032.90
Other financial institutions: With missing default risk 231.90 185.50 179.70 387.50 488.00 489.20 489.70 507.90 516.80 575.00 552.40
Other financial institutions: With no default risk 154.30 143.80 169.10 145.50 103.50 99.80 102.50 98.90 113.00 92.40 94.20
Other financial institutions: With default risk between 0 percent and less than 0.5 percent 118.20 147.70 140.00 105.60 118.60 125.60 110.50 116.90 121.90 184.40 130.80
Other financial institutions: With default risk between 0.5 percent and less than 1 percent 30.30 40.30 38.20 34.40 47.60 49.50 47.30 39.00 49.50 58.90 56.80
Other financial institutions: With default risk between 1 percent and less than 2.5 percent 50.30 74.40 65.00 55.00 67.20 70.00 70.70 59.30 65.10 62.70 50.10
Other financial institutions: With default risk between 2.5 percent and less than 5 percent 35.80 57.90 37.10 48.20 87.70 78.40 83.00 54.50 57.40 77.10 64.00
Other financial institutions: With default risk between 5 percent and less than 10 percent 20.90 21.50 21.60 47.50 37.30 38.90 40.70 30.90 25.50 40.60 35.70
Other financial institutions: With default risk between 10 percent and less than 25 percent 10.50 17.40 11.00 13.50 21.80 20.40 21.90 15.60 14.10 14.30 21.00
Other financial institutions: With default risk between 25 percent and less than 100 percent 2.70 1.60 3.00 0.80 1.40 0.60 1.00 1.50 4.90 7.80 8.40
Other financial institutions: In default 18.70 22.50 23.50 20.20 11.80 13.90 13.50 12.80 14.20 15.00 19.50
  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 term loans, drawn revolving lines of credit, and other loans. 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 $778 billion and total outstanding credit reported by all filers was $939 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 $656 billion and total outstanding credit reported by all filers was $883 billion. Return to text.

Last Update: October 02, 2020