The map is based on the results of the "Stress Test" given by US Treasury to 19 financial institutions that included five big banks, some regional banks as well as GMAC, the financial arm of GM and MetLife, the insurance company
. Nearly all of these had received TARP funding last year. The map shows the worse case scenario losses. The associated data attributes also include WSJ's estimates of loan losses,capital requirements and current market capitalization along with a set of attributes listed in the US Treasury's ubiquitously titled report: Supervisory Capital Assessment Program (SCAP) report
Created May 12, 2009 at 08:06 AM
Updated September 28, 2010 at 11:37 AM
