HTM securities hit $2.5trn at US banks in 2022
BofA, First Foundation and Wells Fargo reported largest share of HTM to total securities behind SVB
Three US banks held more than 70% of their securities classified as held-to-maturity (HTM) at the end of last year, a similar proportion to what Silicon Valley Bank (SVB) reported before its collapse, Risk Quantum research shows.
The latest available disclosures on the composition of securities portfolios at 32 US banks show Bank of America had $633 billion in HTM balances and $225 billion in
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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
US banks cut commodity derivatives as equity books hit record
Commodity notional falls 6.3% as equity positions climb to $19.42trn
European banks’ derivatives exposures surge 11% in six months
PFE add-ons account for nearly two-thirds of increase, driving largest jump since 2022
Commerz, Lloyds, BPCE top European banks for interest rate sensitivity
Eight lenders face potential EVE losses exceeding 10% of Tier 1 capital under rate shocks
Large US banks’ lending to private equity funds reaches $239bn
JP Morgan, Goldman and BofA account for 80% of quarterly increase
European banks’ SFT exposures jump 14% to record €881bn
Eighteen of 29 lenders reach all-time highs; big repo and securities lending increases for German banks
JP Morgan, Wells Fargo AOCI losses double in Q3
Unrealised securities losses mount as rising yields depress valuations and hit CET1 capital
Emirates NBD fund RWAs surge 480%
Bank’s first reported use of look-through approach coincides with RBL acquisition
RBC, Scotiabank securitisation RWAs hit record highs
SEC-SA RWAs rise 23% across major Canadian banks, led by C$1.5bn increase at RBC
