Capital One MBS sale to boost CET1

Capital One plans to sell $3 billion of underwater US agency mortgage-backed securities (MBSs), removing a source of drag on its capital position. 

Scott Blackley, the bank’s chief financial officer, said it intended to sell the portfolio, partly to relieve pressure on its Common Equity Tier 1 (CET1) capital. 

The MBSs are classified as available-for-sale (AFS) assets on Capital One’s balance sheet, meaning price changes flow into accumulated other comprehensive income (AOCI), which affects

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here