Traders assign a 91% implied probability that no US bank will fail by May 31, driven by the sector’s elevated capital ratios, ample liquidity buffers, and absence of acute funding stress in regulatory filings. Major institutions continue to report stable net interest margins and low nonperforming loan levels, consistent with Federal Reserve supervisory assessments that show broad resilience to interest-rate and credit shocks. Recent economic data releases have reinforced moderate growth without triggering deposit outflows or sharp Treasury yield spikes that historically precede failures. While an unanticipated liquidity event or rapid deterioration in commercial real estate exposures could still force an insolvency within the narrow window, current market indicators and supervisory metrics provide little evidence of such a catalyst materializing before month-end.