Despite bond price crash, Capital One sticks with AFS book

- By Lorenzo Migliorato
- 26 Jul 2022

Capital One is taking a more staid approach to its securities portfolio than peers in the face of eroding bond values, cutting available-for-sale (AFS) balances by just 13% in the first half of the year.

US banks have scrambled to insulate their book values from plummeting bond prices, offloading securities or moving them to the held-to-maturity (HTM) pen, which is accounted for at amortised cost

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