Credit union sourcing cohort
Curated peer set with capital, liquidity, and asset-quality tensors. Quant workspace below adds cross-sectional moments, ρ-matrix, CET1–NPL scatter, score histograms, and a standardized detail drawer (z vs full cohort). Illustrative data unless wired to NCUA 5300 bulk feed.
Federal sources (credit union system)
For federally insured credit unions, NCUA Call Report data and Research a Credit Union are the primary federal sources for institution-level facts and files; NCUSIF overview pages summarize insurance-fund posture and quarterly narrative. When citing figures, include the NCUA URL and the reporting quarter/year. Cohort tables overlay `/api/credit-unions` with rows ingested from NCUA quarterly ZIPs (see cron `ncua-call-reports` and `npm run ncua-ingest`).
- Credit Union & Corporate Call Report Data — quarterly files, FPRs, custom query
- Research a Credit Union (NCUA) — per-charter facts & downloads
- NCUA / NCUSIF overview — fund posture & quarterly narrative
- NCUA Analysis
- FRED: Credit Unions tag — 1,700+ system-level series (assets, loans, consumer credit); wired into live fit analysis when
FRED_API_KEYis set
Model scopeHelp: Model scope
Composite score = 0.30·f(CET1) + 0.25·f(NPL) + 0.25·f(LCR,NSFR) + 0.20·f(credit costs). Hover the ? icons in the quant workspace for chart-specific readings.
| Institution | BucketHelp: Investment bucket | ScoreHelp: Composite score | Assets | ST | Members | ROE | Exam | Asset liquidity | Basel III leverage (analog) | Credit costs | CET1 (analog) | Loan-to-share | Liquidity coverage (LCR-style) | Loan loss reserves / loans | Net stable funding (NSFR-style) | Problem loans / loans | Real estate loan holdings | Risk-weighted assets | Total capital ratio | TLAC ratio | Actions |
|---|
Cohort rows use real NCUA charter IDs; after the weekly GitHub Action ncua-call-reports.yml (or npm run ncua-ingest/ Vercel /api/cron/ncua-call-reports), GET /api/credit-unions overlays FS220/FS220A metrics from Postgres. Extend charters in curated-universe.ts.