U.S. Banks’ Unrealized Losses on Investment Securities Screener

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U.S. Banks’ Unrealized Losses on Investment Securities Screener

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#1 帖子 who »

https://business.fau.edu/departments/fi ... ecurities/

按 total assets 从大到小 抄了前 13 名

CET1 capital: Common Equity Tier 1 Capital (in millions)
AFS: available for sale (in millions)
HTM: held to maturity (in millions)

Ratio: (HTM+AFS) Loss to CET1 Capital

No.Name ST Total Assets AFS+HTM Loss CET1 Capital HTM Loss AFS LossRatio
1 JPMORGAN CHASE BK NA OH 3,503,360 -32,837 268,040 -29,203 -3,634 -10.9%
2 BANK OF AMER NA NC 2,550,363 -111,990 188,744 -109,147 -2,843 -57.8%
3 WELLS FARGO BK NA SD 1,743,283 -47,175 142,959 -40,274 -6,901 -28.2%
4 CITIBANK NA SD 1,698,856 -23,112 149,078 -20,748 -2,364 -13.9%
5 U S BK NA OH 669,426 -18,776 58,278 -11,799 -6,977 -32.2%
6 PNC BK NA DE 561,950 -8,930 47,501 -4,884 -4,046 -18.8%
7 GOLDMAN SACHS BK USA NY 549,188 -1,241 56,176 -212 -1,029 -0.4%
8 TRUIST BK NC 526,714 -22,546 48,367 -10,328 -12,218 -46.6%
9 CAPITAL ONE NA VA 478,877 -10,099 48,707 0 -10,099 -20.7%
10 T D BK NA DE 369,860 -5,055 39,014 0 -5,055 -13.0%
11 BANK OF NY MELLON NY 357,477 -9,440 21,001 -5,191 -4,249 -24.7%
12 STATE STREET B&TC MA 333,667 -6,400 17,699 -6,093 -307 -34.4%
13 CHARLES SCHWAB BK SSB TX 286,704 -20,556 31,944 -12,652 -7,904 -64.4%
 

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Re: U.S. Banks’ Unrealized Losses on Investment Securities Screener

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#2 帖子 who »

who 写了: 05 7月 2024, 16:58

https://business.fau.edu/departments/fi ... ecurities/

按 total assets 从大到小 抄了前 13 名

CET1 capital: Common Equity Tier 1 Capital (in millions)
AFS: available for sale (in millions)
HTM: held to maturity (in millions)

Ratio: (HTM+AFS) Loss to CET1 Capital

No.Name ST Total Assets AFS+HTM Loss CET1 Capital HTM Loss AFS LossRatio
1 JPMORGAN CHASE BK NA OH 3,503,360 -32,837 268,040 -29,203 -3,634 -10.9%
2 BANK OF AMER NA NC 2,550,363 -111,990 188,744 -109,147 -2,843 -57.8%
3 WELLS FARGO BK NA SD 1,743,283 -47,175 142,959 -40,274 -6,901 -28.2%
4 CITIBANK NA SD 1,698,856 -23,112 149,078 -20,748 -2,364 -13.9%
5 U S BK NA OH 669,426 -18,776 58,278 -11,799 -6,977 -32.2%
6 PNC BK NA DE 561,950 -8,930 47,501 -4,884 -4,046 -18.8%
7 GOLDMAN SACHS BK USA NY 549,188 -1,241 56,176 -212 -1,029 -0.4%
8 TRUIST BK NC 526,714 -22,546 48,367 -10,328 -12,218 -46.6%
9 CAPITAL ONE NA VA 478,877 -10,099 48,707 0 -10,099 -20.7%
10 T D BK NA DE 369,860 -5,055 39,014 0 -5,055 -13.0%
11 BANK OF NY MELLON NY 357,477 -9,440 21,001 -5,191 -4,249 -24.7%
12 STATE STREET B&TC MA 333,667 -6,400 17,699 -6,093 -307 -34.4%
13 CHARLES SCHWAB BK SSB TX 286,704 -20,556 31,944 -12,652 -7,904 -64.4%

These might seem like big numbers but as the article alludes to it's just unrealized treasury holding losses. Yes this could be like Silicon Valley bank, or it could be just normal stuff that solves itself over time. If you believe that rate cuts will happen, and these banks have enough access to working capital, then this is a nothing burger. If you trade treasuries you know that if you can hold it to maturity then there is no losses, that's the key part. (Granted those four small banks might fail, they don't have the same access to capital).

 

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Re: U.S. Banks’ Unrealized Losses on Investment Securities Screener

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#3 帖子 kc130 »

ST是银行总部所在?

 

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Re: U.S. Banks’ Unrealized Losses on Investment Securities Screener

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#4 帖子 kc130 »

佛州体校是个怎样的学校?

 

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