Where can I find information on banks' non-performing loans/assets?

Would "Past Due and Nonaccrual Assets" under FDIC's SDI be helpful for you?

Not familiar with fin institution accounting but at the very least in notes to financial statements under impairment provisions or allowances.

ask ur BB contacts for their texas ratio

yes look on EDGAR under 10Ks and 10Qs and there are section for nonperformers...you might also want to look at NCOs...this can all be found within SEC documentation. If your school has access to SNL Financial, that is a great resource for financial institutions that we use as sell-side analysts. Besides those two places, I would try maybe Bloomberg but that isn't likely to be helpful.

What is your thesis argument?

Thanks for the replies. After combing the 10-Ks and 10-Qs on Edgar thoroughly, I found it, it's usually under the section titled "MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS". My thesis looks at how managerial compensation influences risk taking. I'll do a simple regression of non-performing assets/total assets (proxy for risk-taking) against the sensitivity of managerial compensation to variance in the stock price.

So you are only looking at managerial compensation at banks? I mean, just because a loan is a nonperformer doesn't mean that it was risky when is was being drafted. Many construction and CRE loans went south in affluent areas (depending on the bank). Granted there were some banks that made risky plays, but for the most part, banks made loans to loans to consumers and companies that they believed could repay the loans. It is difficult to generalize on this thread but I would suggest looking at other variables that affect how management takes risk.

Off he top of my head, your r squared for CEO comp and nonperformers is going to be low.