Real Estate Operating Companies Data: Starts, Prices and Credit · Head-to-head
FDIC Failed Bank List vs Federal Reserve H.8 — Assets and Liabilities of Commercial Banks
Which real estate operating companies data: starts, prices and credit data fits your job: FDIC Failed Bank List, or Federal Reserve H.8 — Assets and Liabilities of Commercial Banks. API, files, or your warehouse. Daily, weekly, or hourly.
FDIC Failed Bank List
Federal Reserve H.8 — Assets and Liabilities of Commercial Banks
Where the fields line up
No shared field names. These two answer different questions.
| Field | FDIC Failed Bank List | Federal Reserve H.8 — Assets and Liabilities of Commercial Banks |
|---|---|---|
Bank Name | Legal name of the institution at the moment regulators closed it — the row's human-readable identity, preserved exactly as recorded at resolution. | not in this set |
City | City where the failed bank was headquartered, anchoring each failure to a physical market rather than a charter. | not in this set |
State | Two-letter state abbreviation of the headquarters location, the field that turns the list into a map of where banking stress actually landed. | not in this set |
Cert | FDIC certificate number of the failed institution — the stable identifier that joins a failure row to every other cert-keyed regulatory dataset without fuzzy matching. | not in this set |
Acquiring Institution | Institution that assumed the failed bank's deposits and assets; reads as none when no buyer stepped forward and depositors were paid out directly. | not in this set |
Closing Date | The date regulators closed the bank and appointed the receiver — typically a Friday, which is why failure waves cluster on weekends in any time-series view. | not in this set |
Fund | Insurance fund sequence number assigned to the resolution, tying each failure row to the specific fund transaction that settled it. | not in this set |
Table / series group | not in this set | Bank population covered: all commercial banks, domestically chartered (large = top 25 by domestic assets, small = the rest), or foreign-related institutions. |
Cash assets | not in this set | Vault cash, balances due from depository institutions and reserves at the Federal Reserve, in billions of dollars. |
Securities in bank credit | not in this set | Total securities held inside bank credit, carried separately from the loan book. |
Loans and leases in bank credit | not in this set | The total loan and lease stock held in bank credit - the denominator behind every category cut below it. |
Commercial and industrial loans | not in this set | C&I loan balances across the covered bank population. |
What each contains
Pick by fit, not by loyalty.
| FDIC Failed Bank List | Federal Reserve H.8 — Assets and Liabilities of Commercial Banks | |
|---|---|---|
| Institution identity | `Bank Name` plus `Cert`, the FDIC certificate number — one named, numbered, closed institution per row (cert 25744 for Small Business Bank) | `Table / series group` naming aggregation tiers — all commercial banks, domestically chartered large (top 25 by domestic assets) versus small, and foreign-related institutions |
| Place | `City` and `State` pin each failure to headquarters — Lenexa in Kansas, Kentland in Indiana | None — one geography, the US commercial-banking sector in aggregate, with no sub-national cut |
| Date axis | `Closing Date`, the receivership event, stored as dd-Mon-yy strings (17-Jul-26 on the July 2026 sample row) | Wednesday observation weeks for weekly levels, with month, quarter and year labels for averaged and annualized frames |
| Resolution versus level | `Acquiring Institution` (blank where nobody stepped in) and `Fund`, the insurance fund sequence handling the resolution — outcome fields, not measurements | Every remaining field is a quantity in billions of dollars, seasonally adjusted or not — cash assets, securities in bank credit, loans and leases, deposits, borrowings |
| Credit exposure | Who absorbed the failed bank's deposits and assets, one acquirer per row | Loans and leases in bank credit broken into C&I; real estate split into construction and land development, farmland secured, multifamily residential and nonfarm nonresidential CRE; consumer credit into cards, auto and other; plus loans to nondepository financial institutions |
| Row grain | One row per failed institution — roughly 577 rows since October 1, 2000 | Account by institution group by period, repeated across eleven tables |
| Units and scale | No monetary columns at all — identity, geography and dates only | Billions of dollars throughout, adjusted and unadjusted levels side by side |
What each does better
the FDIC Failed Bank List
Entity precision the aggregate cannot offer. Each row is one verifiable institution: Small Business Bank of Lenexa, KS, certificate 25744, absorbed by The Farmers State Bank of Oakley, Kansas, closed 17-Jul-26 under fund 10553 — and Kentland Federal Savings and Loan Association of Kentland, IN, certificate 28722, taken by Kentland Bank a week earlier. Event studies, acquirer-network mapping and label construction for default classifiers all start here: no estimation, no panel weighting, one bank per line.
A quarter century of closures in one flat table. Failures run unbroken from October 1, 2000 through roughly 577 entries as of July 2026, few enough to inspect end to end, with the March 2023 wave — Silicon Valley Bank, First Republic, Signature Bank — sitting in the same seven-column schema as the community-bank collapses of the early 2000s.
Outcome fields ready for analysis. Acquiring Institution turns each closure into a consolidation edge, Fund sequences the resolutions, City and State support the geography of distress. Background in bank failure receivership list and FDIC certificate number.
Accept the limits honestly: pre-2000 failures live elsewhere in FDIC historical publications, and closing dates arrive as two-digit-year strings that need parsing care.
Federal Reserve H.8 — Assets and Liabilities of Commercial Banks
System-wide measurement, week after week. Where the failure register waits for events, the H.8 estimates the entire commercial-banking balance sheet continuously — a reporting panel covering roughly 90 percent of US commercial bank assets, with estimates benchmarked to March 2026 Call Reports as of the August 14, 2026 release.
Credit texture beneath the headline. Loans and leases break into commercial and industrial; real estate split four ways — construction and land development, farmland secured, multifamily residential, nonfarm nonresidential CRE; consumer credit into cards, auto and other; plus loans to nondepository financial institutions. Property-market readers get the exact lending lines behind construction and multifamily cycles, not a single undifferentiated loan total.
Cohort splits built in. The eleven tables separate all banks from domestically chartered large (top 25 by domestic assets) versus small, and from foreign-related institutions, so deposit migration between charter classes or lending divergence between big and small banks reads straight off the tables. Seasonally adjusted and unadjusted levels sit side by side, monthly figures are pro-rata averages of the Wednesday values, and percent-change frames run alongside the levels. Context in commercial bank aggregate balance sheet.
Accept the trade: aggregates throughout, and no individual bank ever appears.
Where they're equivalent
More than their subject matter suggests. Both score 9/10 on the rubric, above the catalog's 7.81 average. Both carry verified field dictionaries — definitions checked against the material itself, a bar only 1,495 of 1,744 catalog records clear. Both cover the United States and nothing else. Both ship as structured tabular records with typed, example-bearing documentation. Both trace to federal banking regulators, which keeps their vocabularies about charters, funds and institution classes mutually intelligible. And both anchor the Regional Banks brief's headline shelf.
The verdict
Verdict: sample both, pick by fit — they tie at 9 out of 10, and they answer different questions.
Pick the FDIC Failed Bank List when the unit is a single institution: event studies on closure timing, acquirer networks, labels for default-risk classifiers, fact-checking the 2023 regional-bank turmoil against the authoritative register, quantifying consolidation waves per year. Investors and quants and data scientists tend to start here.
Pick Federal Reserve H.8 — Assets and Liabilities of Commercial Banks when the unit is the system: nowcasting lending cycles, tracking deposit migration between large and small domestic banks, watching construction and multifamily credit lines, benchmarking loan growth by charter class. Market researchers and consultants briefing credit conditions start here.
They also chain naturally: closure counts per month from the first, aggregate credit and deposit levels from the second, one calendar underneath both. Browse the rest of the shelf at the Real Estate Operating Companies industry hub and the best regional banks datasets shortlist.
Sample both, pick by fit. See FDIC Failed Bank List · See Federal Reserve H.8 — Assets and Liabilities of Commercial Banks
Or take both in one feed
Yes — joined at the calendar rather than the row. There is no shared record identifier: a certificate number pins one closed institution, while the H.8 declines to identify any institution at all. Align on periods instead — monthly failure counts from the register against monthly averages of the weekly balance-sheet lines, then watch whether deposit flight and lending contraction in the aggregate series precede or trail the closures the register logs. Risk-screening workflows in credit risk screening and regime work in quant backtesting both run on that pairing.
Two honest seams. First, survivorship: the balance sheet measures banks still reporting, so every closure quietly removes its book from later aggregates — the denominator shifts precisely where the register has an entry. Second, direction: the register is a rearview mirror of completed resolutions, the H.8 a live gauge of the system those survivors compose. Used together they bracket the industry's life cycle — exits logged, system still measured.
Datadory ships either record alone or both merged onto one calendar, aligned so the comparison arrives done — delivered daily, weekly, or hourly, your call. Or take both in one feed.
API, files, or your warehouse. Daily, weekly, or hourly.
Fair questions
Is the FDIC Failed Bank List better than Federal Reserve H.8 — Assets and Liabilities of Commercial Banks?
Better at different jobs — both score 9 out of 10. The failure register wins whenever the question names a specific bank: who failed, when, and which institution absorbed the book. The H.8 wins whenever the question names the system: weekly estimated balances for loans by category, securities, deposits and borrowings across bank-size and charter cohorts. Sample both and match each to the question.
Do the two datasets overlap?
On theme — the health of US commercial banking — and almost nowhere in the schema. Seven fields describing one failed institution per row sit beside eleven line-item fields aggregating the entire sector in billions of dollars. No identifier is shared, because the H.8 carries no institution identities at all.
Which dataset reaches further back?
Different axes of depth. The register covers closures from October 1, 2000 onward — about 577 rows through July 2026 — and does not exist for earlier failures, which live in other FDIC historical publications. The H.8's observation history extends back decades through archived releases, far past any surviving failure record, so long trend work favors the second and event work favors the first.
Which should a regional-banks analyst sample first?
Start with the register if the deliverable names institutions: acquirer maps, default-risk labels, failure-timeline graphics. Start with the H.8 if the deliverable names flows: lending-cycle charts, deposit-migration stories, credit-condition benchmarks. Most risk-screening workflows want both — closure counts per month beside aggregate loan and deposit levels on one timeline.
Can Datadory deliver both datasets together?
Yes. Either record arrives alone or both arrive merged onto one calendar, delivered daily, weekly, or hourly — your call. Name the states, year windows and balance-sheet lines when you request the sample and it lands pre-cut, with field definitions and coverage profiles attached. Or take both in one feed.