Why Are Net Interest Margins of Large Banks So Compressed?, Accessible Data
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Figure 1: Net interest margin, by BHC type
Source: FR Y-9C
Quarterly SAAR
Percentage points
| Date | Large (>$50B) | Small (< $50B) |
|---|---|---|
| 2000Q1 | 3.65 | 4.31 |
| 2000Q2 | 3.67 | 4.41 |
| 2000Q3 | 3.57 | 4.16 |
| 2000Q4 | 4.01 | 4.08 |
| 2001Q1 | 3.54 | 4.11 |
| 2001Q2 | 3.86 | 4.12 |
| 2001Q3 | 3.87 | 4.18 |
| 2001Q4 | 3.64 | 4.19 |
| 2002Q1 | 4.00 | 4.24 |
| 2002Q2 | 3.93 | 4.27 |
| 2002Q3 | 3.73 | 4.21 |
| 2002Q4 | 3.67 | 4.06 |
| 2003Q1 | 3.75 | 4.03 |
| 2003Q2 | 3.69 | 3.93 |
| 2003Q3 | 3.67 | 3.82 |
| 2003Q4 | 3.46 | 4.05 |
| 2004Q1 | 3.73 | 3.80 |
| 2004Q2 | 3.55 | 3.82 |
| 2004Q3 | 3.54 | 3.77 |
| 2004Q4 | 3.59 | 3.76 |
| 2005Q1 | 3.24 | 3.76 |
| 2005Q2 | 3.22 | 3.73 |
| 2005Q3 | 3.18 | 3.70 |
| 2005Q4 | 3.11 | 3.68 |
| 2006Q1 | 3.10 | 3.67 |
| 2006Q2 | 3.06 | 3.66 |
| 2006Q3 | 3.01 | 3.64 |
| 2006Q4 | 2.92 | 3.57 |
| 2007Q1 | 2.91 | 3.52 |
| 2007Q2 | 2.91 | 3.49 |
| 2007Q3 | 2.91 | 3.48 |
| 2007Q4 | 2.99 | 3.46 |
| 2008Q1 | 3.07 | 3.49 |
| 2008Q2 | 3.24 | 3.50 |
| 2008Q3 | 3.17 | 3.51 |
| 2008Q4 | 3.44 | 3.52 |
| 2009Q1 | 3.22 | 3.33 |
| 2009Q2 | 2.99 | 3.29 |
| 2009Q3 | 2.96 | 3.28 |
| 2009Q4 | 2.82 | 3.37 |
| 2010Q1 | 3.12 | 3.61 |
| 2010Q2 | 3.03 | 3.58 |
| 2010Q3 | 2.96 | 3.58 |
| 2010Q4 | 2.83 | 3.56 |
| 2011Q1 | 2.75 | 3.59 |
| 2011Q2 | 2.75 | 3.56 |
| 2011Q3 | 2.63 | 3.57 |
| 2011Q4 | 2.68 | 3.50 |
| 2012Q1 | 2.63 | 3.42 |
| 2012Q2 | 2.57 | 3.49 |
| 2012Q3 | 2.59 | 3.38 |
| 2012Q4 | 2.51 | 3.45 |
| 2013Q1 | 2.51 | 3.42 |
| 2013Q2 | 2.51 | 3.43 |
| 2013Q3 | 2.49 | 3.44 |
| 2013Q4 | 2.47 | 3.44 |
| 2014Q1 | 2.43 | 3.46 |
| 2014Q2 | 2.41 | 3.42 |
| 2014Q3 | 2.44 | 3.44 |
| 2014Q4 | 2.38 | 3.40 |
| 2015Q1 | 2.35 | 3.39 |
| 2015Q2 | 2.42 | 3.42 |
Figure 2: Liabilities' contribution to changes in NIM, 2010:Q1 - 2015:Q2
Source: FR Y-9C, staff estimates
Basis points
| Large (>$50B) | Small (< $50B) | |
|---|---|---|
| Interest-bearing deposits | 22 | 61 |
| Other interest-bearing liabilities | 46 | 48 |
Figure 3: Assets' contribution to changes in NIM, 2010:Q1 - 2015:Q2
Source: FR Y-9C, staff estimates
Basis points
| Large (>$50B) | Small (< $50B) | |
|---|---|---|
| Loans | -97 | -87 |
| Securities | -22 | -32 |
| Other assets | -22 | -9 |
Figure 4: Liabilities' contribution from changes in yield and share, 2010:Q1 - 2015:Q2
Source: FR Y-9C, staff estimates
| Large (>$50B) | Small (< $50B) | |||
|---|---|---|---|---|
| Share | Yield | Share | Yield | |
| Interest-bearing deposits | 0 | 22 | 2 | 59 |
| Other interest-bearing liabilities | 25 | 21 | 25 | 23 |
Figure 5: Assets' contribution from changes in yield and share, 2010:Q1 - 2015:Q2
Source: FR Y-9C, staff estimates
| Large (>$50B) | Small (< $50B) | |||
|---|---|---|---|---|
| Share | Yield | Share | Yield | |
| Loans | -5 | -93 | 1 | -87 |
| Securities | 7 | -29 | 5 | -37 |
| Other assets | -7 | -15 | -4 | -5 |