Mississippi Banks

Mississippi banks posted a return on assets of 1.18% in Q2 2026, 6 basis points below the national benchmark of 1.24%. Net interest margin at 4.02% exceeded the national 3.87% by 15 basis points, marking the cohort's strongest relative performance among the profitability metrics shown. The efficiency ratio stood at 65.83%, 2.72 percentage points above the national 63.11%, indicating higher operating expense per dollar of revenue than the U.S. average. Without quarter-over-quarter or year-over-year prior values, acceleration or deceleration trends for ROA, NIM, and efficiency cannot be determined, and the cohort's profitability trajectory remains a snapshot rather than a time series.

The 15-basis-point NIM advantage over national suggests Mississippi banks are achieving wider spreads on their loan and deposit portfolios than the typical U.S. bank, yet that margin strength does not translate into above-national ROA. The efficiency ratio at 65.83%—2.72 percentage points above national—absorbs much of the NIM benefit, compressing bottom-line profitability. The mechanical relationship is clear: revenue generation (driven by the 4.02% NIM) is strong relative to national, but operating expense per dollar of revenue is elevated, resulting in a 1.18% ROA that trails the national 1.24%. The data does not provide a breakdown of noninterest expense components (compensation, occupancy, technology, or other), so the specific cost drivers behind the elevated efficiency ratio cannot be isolated from the metrics shown. The 0.38% net interest income-to-revenue ratio, well below the national 0.66%, further complicates the profitability picture: despite a strong NIM, net interest income contributes a smaller share of total revenue than at the national level, suggesting either a higher proportion of noninterest income or a balance-sheet mix less tilted toward traditional lending.

Specialization data from the broader FDIC universe shows Mortgage specialists posting an efficiency ratio of 75.25%, 12.13 percentage points above national, and Credit Card specialists achieving NIM of 13.59%, 9.71 percentage points above national. Mississippi's 57-bank cohort does not provide specialization-level breakouts, so it is unclear whether the cohort's 65.83% efficiency ratio or 4.02% NIM reflects a concentration in any particular FDIC specialization category. The 6-basis-point ROA gap versus national is modest and stable in the snapshot shown, neither widening nor narrowing, as no prior-period comparison is available.

Mississippi banks posted loan growth of 11.07% in Q2 2026, nearly double the national benchmark of 6.16% and 4.91 percentage points above the U.S. average, marking the cohort's most significant outperformance among the growth metrics shown. Asset growth at 5.96% exceeded the national 5.17% by 79 basis points, while deposit growth at 5.55% outpaced the national 4.93% by 62 basis points. The loan-growth pace substantially exceeded both asset and deposit expansion, driving a mechanical increase in loan-to-deposit deployment and a shift in balance-sheet mix toward lending. Without quarter-over-quarter or year-over-year prior values, acceleration or deceleration trends for these growth metrics cannot be determined, and the cohort's growth trajectory remains a snapshot rather than a time series.

The 11.07% loan growth, paired with 5.55% deposit growth, mechanically compresses the funding base relative to loan deployment: loans are expanding twice as fast as deposits, drawing down the cohort's liquidity cushion and moving the loan-to-deposit ratio toward the national norm, though the current 72.48% LDR remains 4.99 percentage points below the national 77.48%. Asset growth at 5.96%, sitting between loan growth at 11.07% and deposit growth at 5.55%, reflects the net outcome of expanding lending offset by slower growth in non-loan assets (cash, securities, or other balance-sheet items not detailed in the metrics shown). The data does not provide a breakdown of loan portfolio composition (commercial, mortgage, consumer, or agricultural), so the specific lending categories driving the 11.07% expansion cannot be isolated from the metrics shown. The 4.91-percentage-point loan-growth advantage over national is the widest gap among the three growth metrics, suggesting Mississippi banks are deploying capital into lending more aggressively than the typical U.S. bank.

No tier or specialization gradient data is available for Mississippi's 57-bank cohort, so growth patterns cannot be stratified by asset size or FDIC specialization category. The cohort's positioning—loan growth nearly double national, asset and deposit growth modestly above national—suggests an expansion posture tilted toward lending rather than deposit gathering or securities accumulation, but without time-series or peer-group detail, the sustainability of that posture cannot be assessed. The 4.91-percentage-point loan-growth gap versus national is stable in the snapshot shown, neither widening nor narrowing, as no prior-period comparison is available.

Mississippi banks posted a delinquency rate of 0.81% in Q2 2026, 10 basis points above the national benchmark of 0.71%, and a non-performing asset ratio of 0.63%, 11 basis points above the national 0.52%. Tier 1 capital stood at 13.41%, 85 basis points below the national 14.26%, marking the cohort's widest gap versus national among the risk metrics shown. Without quarter-over-quarter or year-over-year prior values, directional trends and acceleration patterns for delinquency, NPA, and capital cannot be determined, and the cohort's risk profile remains a snapshot rather than a time series. The elevated credit-quality indicators paired with below-national capital suggest a risk posture that is modestly weaker than the U.S. average, though all three metrics remain within ranges consistent with a broadly stable banking environment.

The 10-basis-point delinquency gap and 11-basis-point NPA gap versus national are modest in absolute terms, but their direction is consistent: Mississippi banks are carrying slightly higher credit stress than the typical U.S. bank. The 85-basis-point Tier 1 capital gap is more material, reducing the cohort's loss-absorption cushion relative to national and leaving less room for credit deterioration before regulatory capital thresholds come into view. The mechanical relationship among the three risk metrics is clear: higher delinquency and NPA ratios signal elevated credit stress, while lower Tier 1 capital reduces the buffer available to absorb future losses. The data does not provide a breakdown of loan portfolio composition (commercial, mortgage, consumer, or agricultural) or delinquency by loan category, so the specific lending segments driving the 0.81% delinquency rate cannot be isolated from the metrics shown. The 11.07% loan growth shown in the growth section, nearly double the national 6.16%, raises the question of whether rapid lending expansion is contributing to the elevated credit-quality indicators, but without time-series data or vintage-level delinquency detail, that hypothesis cannot be confirmed from the metrics shown.

No tier or specialization gradient data is available for Mississippi's 57-bank cohort, so risk patterns cannot be stratified by asset size or FDIC specialization category. Specialization data from the broader FDIC universe shows Credit Card specialists posting delinquency of 2.30%, 159 basis points above national, but Mississippi's 57-bank cohort does not provide specialization-level breakouts, so it is unclear whether the cohort's 0.81% delinquency reflects a concentration in any particular FDIC specialization category. The 85-basis-point Tier 1 capital gap versus national is stable in the snapshot shown, neither widening nor narrowing, as no prior-period comparison is available.

Mississippi banks maintained a loan-to-deposit ratio of 72.48% in Q2 2026, positioned 4.99 percentage points below the national benchmark of 77.48%. The gap suggests the cohort retains meaningful liquidity capacity relative to the broader U.S. banking industry, with room to deploy deposits into additional lending without straining funding stability. Noninterest-bearing deposit share stood at 22.74%, 1.14 percentage points above the national 21.60%, indicating a slightly stronger zero-cost funding base than the national average. Net interest income as a percentage of revenue registered 0.38%, however, trailing the national 0.66% by 28 basis points and signaling that fee income or other revenue sources play a larger role in the Mississippi cohort's business mix than in the typical U.S. bank. Without quarter-over-quarter or year-over-year prior values, directional trends and acceleration patterns for these engagement metrics cannot be determined.

The loan-to-deposit ratio of 72.48% reflects the mechanical outcome of the cohort's 11.07% loan growth outpacing its 5.55% deposit growth on a year-over-year basis, yet starting from a sufficiently liquid base that the resulting LDR remains below the national norm. The 22.74% noninterest-bearing share, though modestly above national, does not translate into outsized net interest income contribution: the 0.38% NII-to-revenue ratio is less than 60% of the national 0.66%, suggesting either a higher proportion of noninterest revenue (fee income, service charges, or other sources) or a business model less reliant on traditional spread-based lending income. The data does not provide a breakdown of revenue composition, so the precise driver of the low NII ratio remains unclear from the metrics shown.

No tier or specialization gradient data is available for Mississippi's 57-bank cohort, so engagement patterns cannot be stratified by asset size or FDIC specialization category. The cohort's positioning—below-national LDR, above-national NIB share, and well-below-national NII contribution—suggests a funding and deployment posture that differs from the U.S. aggregate, but without time-series or peer-group detail, the strategic implications of that posture cannot be fully assessed. The 4.99-percentage-point LDR gap is stable in the snapshot shown, neither widening nor narrowing, as no prior-period comparison is available.