FWIW that smaller than 100 bank deliquency graph, matches nearly 1:1 with when my Lending Club deep subprime portfolio fell apart.
Money was good for a while lending down there, and it's taking me time to unwind that, but even a 6% deliquency rate isn't that much of a problem: remember APR's are like 20+% in that strata and it can go up really high in some cases. As a result I'm not really that concerned about it - to whit, I didn't lose that much money after it fell apart, it was just money that was suboptimally invested.
The smaller banks are the same frankly: when we start getting non-trivial default rates on lending portfolios that were expecting substantially less than that, then I'll get worried.
