The Federal Reserve Bank of Cleveland collects data from hundreds of financial institutions, including depository institutions, bank holding companies, and other financial and non-financial entities. Data collected from these institutions by the Federal Reserve and other regulatory agencies can be found here.
The Cleveland Fed provides a systemic risk indicator to gauge the level of systemic risk in the US financial services industry. The indicator is designed to capture market perceptions of the risk of widespread insolvency in the banking system. The chart and data are updated weekly.