Texas Ratio

The Texas ratio compares a bank's troubled assets with tangible equity and credit-loss reserves as a screening indicator of asset-quality stress.

The Texas ratio compares a bank’s troubled assets with tangible equity and credit-loss reserves available to absorb losses. A rising ratio can signal that problem loans and foreclosed property are becoming large relative to the bank’s loss-absorbing resources.

The Texas ratio is a screening indicator, not a regulatory capital requirement or a certain predictor of failure.

Key Takeaways

  • The numerator generally includes nonaccrual loans, loans at least 90 days past due but still accruing, and other real estate owned.
  • The denominator generally includes tangible equity plus the allowance for credit losses.
  • Published definitions vary, so peer comparisons require a consistent formula.
  • A ratio above 100% means troubled assets exceed the selected tangible-equity-and-reserve denominator; it does not prove the bank will fail.
  • The ratio should be read with capital, liquidity, earnings, charge-offs, collateral, and concentration data.

Texas Ratio Formula

A detailed version used by Federal Reserve Bank analysts is:

$$ \text{Texas Ratio} = \frac{ \text{Loans 90+ Days Past Due} + \text{Nonaccrual Loans} + \text{Other Real Estate Owned} }{ \text{Total Equity} - \text{Goodwill} - \text{Other Intangibles} + \text{Allowance for Credit Losses} + \text{Allocated Transfer Risk Reserve} } \times 100 $$

The allocated transfer risk reserve is often zero or immaterial for many banks, but it belongs in the more precise formulation where applicable.

Some data providers use tangible common equity rather than tangible total equity or vary the treatment of preferred stock, servicing assets, government guarantees, and restructured loans. The formula must be documented before comparing results.

Worked Example

Assume a bank reports:

Numerator itemAmount
Loans 90+ days past due and still accruing$30 million
Nonaccrual loans$20 million
Other real estate owned$10 million
Troubled assets$60 million
Denominator itemAmount
Total equity$100 million
Goodwill and other intangibles($20 million)
Allowance for credit losses$15 million
Tangible equity plus allowance$95 million
$$ \text{Texas Ratio} = \frac{60}{95} \times 100 \approx 63.2\% $$

The bank has about $63 of troubled assets for each $100 of tangible equity and reserves under this definition. The example does not estimate the actual loss on those assets.

How to Interpret the Ratio

Direction or levelCautious interpretation
Low and stableTroubled assets are small relative to the selected loss-absorbing denominator
RisingAsset-quality stress is increasing or tangible resources are declining
Near 100%Troubled assets approach tangible equity plus reserves
Above 100%Troubled assets exceed that denominator and warrant deeper review

The 100% level is a warning heuristic, not a legal insolvency threshold. Banks can recover value from collateral and borrowers, earn future income, raise capital, sell assets, or receive support. Conversely, a bank below 100% can fail because of rapid deposit outflows, fraud, market losses, concentration, or other risks the ratio does not capture.

What Moves the Texas Ratio

The ratio rises when:

  • loans migrate to 90-days-past-due or nonaccrual status
  • foreclosures increase other real estate owned
  • goodwill or other intangibles rise relative to equity
  • losses reduce equity
  • reserves decline without a matching decline in troubled assets

It falls when:

  • borrowers cure delinquency
  • problem assets are sold, repaid, restructured, or charged off
  • collateral recoveries reduce exposure
  • earnings or capital issuance increase equity
  • credit-loss allowances increase

A lower ratio caused by a charge-off is not automatically good news. The numerator can decline because the bank recognized a loss that also reduced capital or used reserves. Analysts should reconcile the full movement.

Texas Ratio Compared With Other Measures

MeasureNumeratorDenominatorMain use
Texas ratioTroubled assetsTangible equity plus reservesAsset-quality stress relative to loss-absorbing resources
Nonperforming loan ratioNonperforming loansTotal loansShare of the loan portfolio that is nonperforming
Reserve coverage ratioCredit-loss allowanceNonperforming loans or another credit exposure measureReserve coverage of problem loans
CET1 ratioRegulatory CET1RWARisk-based regulatory capital strength
Tier 1 leverage ratioTier 1 capitalNon-risk-weighted exposure measureRegulatory leverage backstop

These measures can move in different directions. A bank may have a low Texas ratio today but significant concentrations that create losses in a future downturn.

Why It Is Called the Texas Ratio

Equity analyst Gerard Cassidy developed the measure while analyzing banks during the 1980s Texas banking crisis, when energy and commercial-real-estate losses contributed to numerous failures. The name describes that historical origin, not a metric limited to Texas banks.

How to Analyze a Texas Ratio

  1. Reproduce the formula. Identify every delinquent, nonaccrual, OREO, equity, intangible, and reserve item.
  2. Use a consistent definition. Normalize peer and period data before comparing.
  3. Review the trend. A rapid increase can matter more than one isolated level.
  4. Segment troubled assets. Separate property type, industry, geography, borrower, vintage, and collateral.
  5. Estimate loss severity. Nonperforming assets are not necessarily total losses; collateral and recoveries matter.
  6. Reconcile charge-offs and reserves. Determine whether apparent improvement came from curing loans, selling assets, or recognizing losses.
  7. Add capital and liquidity. Review CET1, leverage, deposits, funding, collateral, and stress tests.
  8. Check reporting lag. Public call-report or filing data can be stale when conditions change rapidly.

Common Mistakes and Limitations

  • Treating 100% as an automatic failure threshold.
  • Mixing nonperforming-loan and nonperforming-asset definitions.
  • Using total equity without removing the intangibles specified by the chosen formula.
  • Counting reserves inconsistently or double-counting loss absorption.
  • Comparing bank and holding-company data with different consolidation scopes.
  • Ignoring collateral, guarantees, and likely recoveries.
  • Assuming a low ratio captures liquidity, interest-rate, market, operational, or fraud risk.
  • Treating period-end data as a real-time condition report.

Authoritative Source

The underlying bank inputs can be checked in official regulatory filings such as U.S. Call Reports or equivalent national disclosures.

Educational Use

This page provides general financial education, not a bank-safety determination, credit rating, supervisory finding, or personalized investment, banking, legal, or regulatory advice.

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