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Federal Reserve Supervision and Regulation Report

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Figure 1: Bank profitability

Percent

Date ROAA ROE
3/31/2006 1.392131 15.53113
6/30/2006 1.392359 15.81063
9/30/2006 1.414475 15.91149
12/31/2006 1.350721 15.04232
3/31/2007 1.295326 14.36063
6/30/2007 1.299685 14.82511
9/30/2007 1.008318 11.56172
12/31/2007 0.069457 0.806612
3/31/2008 0.378176 4.357548
6/30/2008 -0.05292 -0.59325
9/30/2008 -0.78333 -8.98712
12/31/2008 -1.53053 -17.1399
3/31/2009 0.25926 2.886701
6/30/2009 0.137707 1.469933
9/30/2009 0.113695 1.210093
12/31/2009 -0.02422 -0.25768
3/31/2010 0.656437 7.26064
6/30/2010 0.619501 6.697945
9/30/2010 0.367204 3.823977
12/31/2010 0.49298 5.062349
3/31/2011 0.811543 8.312846
6/30/2011 0.521646 5.313541
9/30/2011 0.876631 8.9566
12/31/2011 0.563921 5.678649
3/31/2012 0.800651 7.946953
6/30/2012 0.804638 7.916464
9/30/2012 0.778886 7.545617
12/31/2012 0.845647 8.186424
3/31/2013 0.951679 9.171975
6/30/2013 1.049783 10.04743
9/30/2013 0.810841 7.712825
12/31/2013 0.918031 8.728656
3/31/2014 0.915821 8.585679
6/30/2014 0.901738 8.359455
9/30/2014 0.894119 8.248184
12/31/2014 0.790613 7.294201
3/31/2015 1.05625 9.733712
6/30/2015 1.063931 9.667902
9/30/2015 1.050308 9.437444
12/31/2015 0.887986 7.908419
3/31/2016 0.902521 7.996386
6/30/2016 1.020382 9.034064
9/30/2016 1.068239 9.4396
12/31/2016 0.945015 8.460375
3/31/2017 1.027464 9.22307
6/30/2017 1.068573 9.545847
9/30/2017 1.078856 9.621697
12/31/2017 0.201703 1.817277
3/31/2018 1.243288 11.52133
6/30/2018 1.257698 11.62519

Note: ROAA is net income/quarterly average assets; ROE is net income/average equity capital. Values are annualized.

Source: Call Report and FR Y-9C.

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Figure 2: Loan growth by sector

Percent

Date Total Residential real estate Non-residential real estate C&I Consumer
3/31/2013 100 100 100 100 100
6/30/2013 100.4803823 98.49253637 100.9438281 101.3917621 101.0729372
9/30/2013 101.2886177 97.43518688 103.1706935 102.6510093 102.4742003
12/31/2013 102.989432 96.56563423 105.3121942 104.3809792 104.7904481
3/31/2014 103.1159935 96.18975485 107.0145889 107.0620965 102.4437946
6/30/2014 105.5202829 96.82539419 108.8716949 110.5261798 104.9305318
9/30/2014 106.0081514 96.32199314 110.3737347 111.142199 105.6250016
12/31/2014 107.6532418 96.32161942 112.3728612 113.9566042 107.8824835
3/31/2015 108.0618628 96.52818578 114.6014481 115.497127 105.1427817
6/30/2015 110.7241118 97.42980495 117.5621017 118.8644561 107.9131193
9/30/2015 111.7402225 97.36129792 120.2892376 119.4796486 109.5128188
12/31/2015 115.2605568 100.0073979 124.634782 123.2703425 112.9926218
3/31/2016 116.5297768 100.4183043 127.1116525 128.1784057 111.1707616
6/30/2016 118.8047656 102.0693733 130.008376 129.7429186 113.7734181
9/30/2016 120.6355574 102.7665367 132.7684168 132.9252328 117.1279712
12/31/2016 121.5991145 102.5584984 135.3898947 132.7329045 120.2853209
3/31/2017 121.8899866 101.9024195 137.9499051 135.2698678 117.2819644
6/30/2017 123.8779932 103.0288608 139.8752463 136.4293606 119.3569094
9/30/2017 125.2197747 103.6517031 141.4154049 137.4587748 121.153299
12/31/2017 127.5730997 104.5430744 143.4691152 138.7974317 125.2287872
3/31/2018 128.311219 104.4548251 145.6367185 141.9977842 121.8289444
6/30/2018 129.3518562 104.5885443 147.255065 143.9190238 123.580608

Source: Call Report and FR Y-9C.

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Figure 3: Loan composition

Percent

Date Residential real estate Non-residential real estate C&I Consumer Other
3/31/2013 28.9772204 20.57675744 19.38222094 17.2798946 13.78390662
6/30/2013 28.40395178 20.67166366 19.55802208 17.38179794 13.98456455
9/30/2013 27.87480911 20.95910066 19.64292323 17.48215564 14.04101137
12/31/2013 27.16981356 21.04083336 19.64410486 17.58207481 14.56317341
3/31/2014 27.03083812 21.3547207 20.12395109 17.16724936 14.32324074
6/30/2014 26.58949266 21.23029238 20.30171621 17.18331756 14.69518118
9/30/2014 26.32951889 21.42414086 20.32091522 17.21743914 14.70798588
12/31/2014 25.92706683 21.47886185 20.5170977 17.3166912 14.76028241
3/31/2015 25.88441882 21.82200214 20.71582681 16.81311186 14.76464038
6/30/2015 25.49801381 21.84751643 20.80718566 16.84120376 15.00608035
9/30/2015 25.24838168 22.15104292 20.72468531 16.93544118 14.94044891
12/31/2015 25.14248145 22.25028014 20.72914691 16.93988515 14.93820634
3/31/2016 24.97081361 22.44529866 21.31971973 16.48522032 14.77894769
6/30/2016 24.89535425 22.51720127 21.16670912 16.54809606 14.87263929
9/30/2016 24.68499875 22.64625429 21.35677314 16.77746629 14.53450754
12/31/2016 24.43981787 22.91040552 21.15688499 17.09319739 14.39969423
3/31/2017 24.22552459 23.28789934 21.5098101 16.62663226 14.35013371
6/30/2017 24.10024515 23.2339816 21.34603525 16.64924301 14.67049498
9/30/2017 23.9861336 23.23810671 21.27664221 16.71873506 14.78038243
12/31/2017 23.74613233 23.14068711 21.08753721 16.96235531 15.06328804
3/31/2018 23.58960121 23.35517856 21.44966315 16.40691542 15.19864166
6/30/2018 23.42977821 23.42472575 21.56498097 16.50892337 15.0715917

Note: Loan composition is individual loan categories as a share of total loans. Chart key shows bars in order from bottom to top.

Source: Call Report and FR Y-9C.

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Figure 4. Non-performing loan ratio

Percent

Date Total Residential real estate Non-residential real estate C&I Consumer
3/31/2006 0.807026972 0.933826768 0.570389106 0.82470926 1.174372788
6/30/2006 0.795710332 0.8898697 0.575162999 0.804106155 1.248555722
9/30/2006 0.849655021 0.997683192 0.612417471 0.820518276 1.293731982
12/31/2006 0.902404928 1.113692278 0.719123262 0.712520618 1.33459688
3/31/2007 0.90029017 1.063250203 0.799291985 0.688081807 1.316105853
6/30/2007 0.946521613 1.139307635 0.925933732 0.701897463 1.2511664
9/30/2007 1.104471487 1.390126546 1.099526329 0.682153936 1.414986167
12/31/2007 1.417387101 1.789565806 1.627002614 0.737430124 1.637736091
3/31/2008 1.725041487 2.176312417 2.290738952 0.87828122 1.649645662
6/30/2008 2.029888489 2.591534139 2.815508865 1.138022612 1.616894933
9/30/2008 2.464383747 3.449008573 3.196880043 1.290846206 1.675554905
12/31/2008 3.138208877 4.351111942 3.821390112 1.863661804 1.993677207
3/31/2009 4.023829508 5.550081885 5.120458941 2.524032116 2.328269893
6/30/2009 4.714562726 6.302918675 6.154112349 3.198664404 2.495170551
9/30/2009 5.353807238 7.495881798 6.739224293 3.931590386 2.307089292
12/31/2009 5.848450785 8.8269742 7.09463714 3.763897493 2.39726018
3/31/2010 5.763337517 9.15710992 7.406383367 3.413892492 2.483831968
6/30/2010 5.525637442 8.932042745 7.187116656 3.161811893 2.255356502
9/30/2010 5.408837219 8.866545362 7.052902677 3.014959572 2.142891465
12/31/2010 5.120245244 8.740690164 6.432009346 2.752193865 2.005397655
3/31/2011 4.894293159 8.817095098 6.264224858 2.085726056 1.827365535
6/30/2011 4.594442031 8.707680689 5.741574053 1.783233592 1.609913502
9/30/2011 4.462179815 8.742659144 5.336196395 1.584541757 1.538345443
12/31/2011 4.361153683 8.974234476 4.895246381 1.426681515 1.547731586
3/31/2012 4.269013682 9.019648431 4.634684359 1.244983158 1.505388141
6/30/2012 3.990714869 8.768242824 4.107833715 1.115209009 1.34024098
9/30/2012 3.968452084 9.075774853 3.769732084 1.034369497 1.377881749
12/31/2012 3.695389973 8.810070183 3.291201596 0.967800248 1.287595753
3/31/2013 3.529027342 8.525203405 3.001363063 0.918060255 1.246639287
6/30/2013 3.224078579 7.986273509 2.619271674 0.865375183 1.146794317
9/30/2013 2.967813975 7.430359049 2.327495643 0.853711258 1.138426995
12/31/2013 2.733444236 7.094603515 2.026682292 0.709654418 1.14352997
3/31/2014 2.574589278 6.709735747 1.845650716 0.673584021 1.0990048
6/30/2014 2.336598237 6.191477297 1.650825541 0.65646382 0.989812957
9/30/2014 2.202885057 5.820733359 1.553787061 0.617014874 1.012562932
12/31/2014 2.038088954 5.546615376 1.338690733 0.548324521 0.974447827
3/31/2015 1.907129238 5.142905736 1.217422256 0.591710206 0.89384834
6/30/2015 1.760387058 4.755535235 1.079177385 0.657817618 0.812876855
9/30/2015 1.672258857 4.433592997 0.980036611 0.747292208 0.8450874
12/31/2015 1.625744015 4.230172908 0.908358719 0.831571898 0.893696342
3/31/2016 1.634545285 3.902040265 0.871977804 1.327123164 0.853619859
6/30/2016 1.543454317 3.593518018 0.794438801 1.389955087 0.822436916
9/30/2016 1.486455966 3.408560311 0.758792473 1.371894011 0.882700314
12/31/2016 1.472652798 3.345023069 0.756136581 1.324673031 0.94353083
3/31/2017 1.389474109 3.140159062 0.725121717 1.23268298 0.926960959
6/30/2017 1.292314863 2.893051985 0.707795233 1.125652907 0.870286478
9/30/2017 1.260183731 2.821180944 0.690488088 1.044156635 0.938187301
12/31/2017 1.235264006 2.932006629 0.613045327 0.917251771 0.968889681
3/31/2018 1.176724645 2.757048853 0.632730798 0.841231056 0.954711944
6/30/2018 1.088551853 2.511543422 0.614184045 0.78332996 0.88896468

Note: Non-performing loan ratio is the ratio of loans 90 days or delinquent and nonaccrual loans to total loans.

Source: Call Report and FR Y-9C.

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Figure 5. Reserve coverage ratio

Percent

Date Reserve Coverage Ratio
3/31/2006 179.1580059
6/30/2006 174.081989
9/30/2006 161.6778487
12/31/2006 150.5639077
3/31/2007 150.7353054
6/30/2007 141.7516986
9/30/2007 124.0407123
12/31/2007 108.3680856
3/31/2008 101.6851544
6/30/2008 98.98915187
9/30/2008 91.21373611
12/31/2008 83.29383333
3/31/2009 73.7337551
6/30/2009 69.80677102
9/30/2009 66.7197157
12/31/2009 67.45277221
3/31/2010 76.5877636
6/30/2010 78.40195376
9/30/2010 78.22063904
12/31/2010 80.03827789
3/31/2011 80.79073576
6/30/2011 82.76111691
9/30/2011 83.22628313
12/31/2011 84.58266647
3/31/2012 84.24177227
6/30/2012 87.82257676
9/30/2012 82.70676753
12/31/2012 85.60092648
3/31/2013 85.03992262
6/30/2013 88.04380485
9/30/2013 90.44937559
12/31/2013 93.1672734
3/31/2014 93.46982525
6/30/2014 96.67660675
9/30/2014 99.67512278
12/31/2014 104.4312159
3/31/2015 109.3344531
6/30/2015 112.6720901
9/30/2015 114.8286142
12/31/2015 112.8734518
3/31/2016 108.9418829
6/30/2016 112.2164262
9/30/2016 114.0538377
12/31/2016 112.9364009
3/31/2017 117.7955811
6/30/2017 123.1723174
9/30/2017 126.793564
12/31/2017 131.2105848
3/31/2018 134.1527043
6/30/2018 140.4544085

Note: Reserve coverage ratio is the ratio of ALLL to loans 90 days or more delinquent and nonaccrual loans. Data adjusted for Ginnie Mae guaranteed loans.

Source: Call Report and FR Y-9C.

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Figure 6. Common equity tier 1 ratio/share of institutions not well capitalized

Percent

Date Common Equity Tier 1 Ratio Share of institutions not well capitalized
3/31/2006 8.412096162 0.964391691
6/30/2006 8.370164362 1.130615888
9/30/2006 8.455218081 0.983606557
12/31/2006 8.338230519 1.049790042
3/31/2007 8.162631395 1.114457831
6/30/2007 7.940649906 1.238857834
9/30/2007 7.702234452 1.288855193
12/31/2007 7.13032068 1.581268055
3/31/2008 6.933435701 1.847610322
6/30/2008 6.930054119 2.496936275
9/30/2008 6.768587969 2.873386601
12/31/2008 6.324087209 4.366610091
3/31/2009 6.361909489 4.243456714
6/30/2009 7.370216007 4.958806156
9/30/2009 8.352474544 5.174847107
12/31/2009 8.679206358 6.247034635
3/31/2010 9.045488642 5.738880918
6/30/2010 9.51844625 5.463602764
9/30/2010 9.914832855 5.189975748
12/31/2010 10.17588832 5.579119086
3/31/2011 10.42975293 4.962208347
6/30/2011 10.65422008 4.790221341
9/30/2011 10.72901307 4.494007989
12/31/2011 10.93767139 4.66442953
3/31/2012 11.30967517 4.0317139
6/30/2012 11.38715241 3.898305085
9/30/2012 11.55840107 3.536647873
12/31/2012 11.63684255 3.593642018
3/31/2013 11.30734664 3.248783878
6/30/2013 11.49406322 2.947368421
9/30/2013 11.7192752 2.769447874
12/31/2013 11.80543537 2.67141585
3/31/2014 12.41409389 2.355691422
6/30/2014 12.45230423 2.009413469
9/30/2014 12.50990929 1.808879956
12/31/2014 12.50814705 1.807784542
3/31/2015 11.8286846 1.709719383
6/30/2015 11.99537585 1.539616973
9/30/2015 12.10446617 1.347248577
12/31/2015 12.28253156 1.306938305
3/31/2016 12.19313793 1.18354676
6/30/2016 12.26605938 1.09739369
9/30/2016 12.32922401 1.034414164
12/31/2016 12.33303821 0.984924623
3/31/2017 12.34286152 0.952188006
6/30/2017 12.40602797 0.879345603
9/30/2017 12.43149476 0.741350906
12/31/2017 12.1119202 0.791172184
3/31/2018 11.83536951 0.67100021
6/30/2018 12.03264866 0.656640542

Note: Common equity tier 1 is the ratio of tier 1 common equity to risk-weighted assets.

Source: Call Report and FR Y-9C.

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Figure 7. Highly liquid assets as share of total assets

Percent

Date HLA
3/31/2006 13.67979
6/30/2006 13.23934
9/30/2006 13.1197
12/31/2006 13.00008
3/31/2007 12.47407
6/30/2007 12.58703
9/30/2007 12.08422
12/31/2007 11.35841
3/31/2008 11.43333
6/30/2008 11.70718
9/30/2008 12.16019
12/31/2008 13.69094
3/31/2009 17.17315
6/30/2009 17.29664
9/30/2009 18.26235
12/31/2009 18.60647
3/31/2010 19.33792
6/30/2010 19.85342
9/30/2010 19.8773
12/31/2010 19.83846
3/31/2011 20.63592
6/30/2011 22.00335
9/30/2011 22.52915
12/31/2011 21.53872
3/31/2012 22.28044
6/30/2012 21.9445
9/30/2012 21.78437
12/31/2012 21.3618
3/31/2013 21.86193
6/30/2013 22.28436
9/30/2013 23.20879
12/31/2013 23.11045
3/31/2014 24.16993
6/30/2014 23.76687
9/30/2014 23.8931
12/31/2014 23.95116
3/31/2015 24.61328
6/30/2015 23.44453
9/30/2015 23.77224
12/31/2015 23.38629
3/31/2016 23.93862
6/30/2016 23.62951
9/30/2016 24.14002
12/31/2016 24.12322
3/31/2017 24.85721
6/30/2017 24.31548
9/30/2017 24.65776
12/31/2017 24.54894
3/31/2018 25.31665
6/30/2018 24.97253

Note: Highly liquid assets (HLA) displayed here are an approximation of high-quality liquid assets (HQLA).

Source: Call Report and FR Y-9C.

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Figure 8. Concentration of banking industry outstanding loans and leases

Percent

Year Largest 10 Firms Largest 11-30 Firms Other Firms
2006 56.38212 13.91779836 29.70008164
2007 59.48323185 12.79160908 27.72515907
2008 62.14239244 10.1666752 27.69093236
2009 59.88002454 12.41766549 27.70230997
2010 60.88119491 13.14885279 25.9699523
2011 61.29471088 13.38493201 25.32035712
2012 60.85676781 13.73655143 25.40668076
2013 59.53843289 13.98380798 26.47775913
2014 57.4957181 14.3912378 28.1130441
2015 55.78722439 15.62443185 28.58834376
2016 55.18739725 15.83488789 28.97771486
2017 54.43220085 15.88930826 29.67849089
2018 53.6574782 15.9786289 30.3638929

Note: Data prior to 2018 is as of year-end. The 2018 value is as of the end of 2018:Q2.

Source: Call Report and FR Y-9C.

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Figure 9. Average credit default swap (CDS) spread and market leverage ratio

Percent

Date CDS Market Leverage
1/31/2006 15.30676635 11.28186044
2/28/2006 14.45387816 11.52800129
3/31/2006 14.95099091 11.26532635
4/30/2006 13.90256909 11.70933956
5/31/2006 14.93571545 11.17398069
6/30/2006 15.33344818 10.73498663
7/31/2006 14.52458091 11.09113024
8/31/2006 12.66908273 11.11201992
9/30/2006 12.77295549 11.38898647
10/31/2006 11.5152535 11.53822645
11/30/2006 12.0977686 11.45055147
12/31/2006 11.50051146 11.99550578
1/31/2007 12.54143539 12.16490249
2/28/2007 14.99387333 11.71219307
3/31/2007 15.81567333 11.40526195
4/30/2007 14.0133625 11.81127511
5/31/2007 12.92056583 11.84139079
6/30/2007 17.40274667 10.68431334
7/31/2007 38.8807425 11.08863415
8/31/2007 42.81984525 10.90630569
9/30/2007 31.83534667 10.44449339
10/31/2007 42.393555 10.76262046
11/30/2007 53.39010241 10.14687843
12/31/2007 51.239905 9.435917088
1/31/2008 67.58279699 9.406060664
2/29/2008 112.8477723 8.573791292
3/31/2008 117.0619871 8.297217852
4/30/2008 70.55962583 8.660491424
5/31/2008 79.0841325 8.244987268
6/30/2008 107.867125 7.329952854
7/31/2008 107.4600867 8.074976307
8/31/2008 113.9078917 7.923735462
9/30/2008 232.6143958 6.865455353
10/31/2008 156.8864392 5.819738327
11/30/2008 179.9261633 5.062034155
12/31/2008 172.3822775 4.63081219
1/31/2009 186.7924858 3.814610194
2/28/2009 214.1940667 3.369769969
3/31/2009 257.4695803 4.494747202
4/30/2009 228.0435964 5.153477868
5/31/2009 146.9696275 6.357248416
6/30/2009 160.0204847 6.45953713
7/31/2009 114.8285042 6.827174444
8/31/2009 124.6926383 7.497657293
9/30/2009 103.2082317 7.871597386
10/31/2009 104.689565 7.237198873
11/30/2009 108.9354433 7.203424577
12/31/2009 91.2074225 7.365965876
1/31/2010 111.7031892 7.076024633
2/28/2010 117.0966483 7.380709976
3/31/2010 98.17998167 8.016213219
4/30/2010 118.9299817 7.875425539
5/31/2010 139.3578267 7.097747704
6/30/2010 145.8466483 6.400113569
7/31/2010 118.9716483 6.999458126
8/31/2010 131.902065 6.416235865
9/30/2010 116.74504 6.566745275
10/31/2010 113.9870142 6.659450488
11/30/2010 127.4077283 6.699945565
12/31/2010 111.9400042 7.422293707
1/31/2011 104.1617067 7.679933091
2/28/2011 98.57837333 7.717608719
3/31/2011 98.41170667 7.400746396
4/30/2011 98.82837333 7.305943628
5/31/2011 104.99504 6.982653693
6/30/2011 109.5783733 6.476841219
7/31/2011 119.0783733 6.248175904
8/31/2011 155.9117067 5.379453417
9/30/2011 218.6617067 4.542835165
10/31/2011 181.6617067 5.221397933
11/30/2011 230.9117067 4.769709257
12/31/2011 208.6617067 4.789823821
1/31/2012 167.1617067 5.255023427
2/29/2012 163.7033733 5.598100827
3/31/2012 157.12004 6.281867977
4/30/2012 173.1617067 5.95892007
5/31/2012 203.49504 5.197028046
6/30/2012 180.9533733 5.30008629
7/31/2012 173.2033733 5.13693672
8/31/2012 164.12004 5.350304671
9/30/2012 143.2867067 5.573182432
10/31/2012 130.0783733 5.887473186
11/30/2012 124.24504 5.782680539
12/31/2012 114.2379175 6.006984471
1/31/2013 107.50389 6.599943908
2/28/2013 100.97578 6.582429468
3/31/2013 110.43188 6.748454206
4/30/2013 98.72235 6.963590507
5/31/2013 93.7296 7.579818096
6/30/2013 116.23925 7.222461041
7/31/2013 99.56715 7.756988276
8/31/2013 100.20541 7.377511901
9/30/2013 98.61796 7.53901301
10/31/2013 86.37767289 7.690024222
11/30/2013 81.5106063 8.049769379
12/31/2013 69.8136606 8.030753065
1/31/2014 80.81002 7.768669382
2/28/2014 69.52043 7.841991912
3/31/2014 66.42092 8.115667269
4/30/2014 61.4037 7.876504745
5/31/2014 59.39206 7.86776923
6/30/2014 58.533 7.786097097
7/31/2014 65.12817 7.830157707
8/31/2014 56.99631 8.019210954
9/30/2014 66.4415 8.148377142
10/31/2014 62.23772624 8.237992964
11/30/2014 58.14714707 8.255272916
12/31/2014 63.17295097 8.382401274
1/31/2015 67.13741 7.53570863
2/28/2015 59.34852 8.084445521
3/31/2015 62.84504 8.08287267
4/30/2015 64.62454 8.298696686
5/31/2015 67.41236 8.509906732
6/30/2015 76.10003 8.67284898
7/31/2015 69.36567 8.972993185
8/31/2015 77.84613 8.247982357
9/30/2015 84.96944 8.026184003
10/31/2015 71.0996724 8.427222329
11/30/2015 71.66128856 8.595789974
12/31/2015 72.28042975 8.242756665
1/31/2016 87.22462 7.215409962
2/29/2016 110.8504182 6.708939766
3/31/2016 102.0965636 6.907518509
4/30/2016 93.40610909 7.351856445
5/31/2016 90.28105455 7.375682
6/30/2016 104.1119818 6.603246988
7/31/2016 93.48266364 6.999227285
8/31/2016 88.91144545 7.427950622
9/30/2016 104.3821455 7.146601595
10/31/2016 97.54745455 7.501960153
11/30/2016 97.31860909 8.504422831
12/31/2016 87.57348182 8.950671824
1/31/2017 83.7817 8.837034129
2/28/2017 77.22859091 9.191493142
3/31/2017 75.76474545 8.929919711
4/30/2017 68.28710909 8.983547572
5/31/2017 63.57418182 8.65539506
6/30/2017 56.149 9.237578551
7/31/2017 51.52405455 9.361498819
8/31/2017 58.45452727 9.179373686
9/30/2017 55.18718182 9.590704363
10/31/2017 51.85602727 9.677562755
11/30/2017 49.05548182 9.900618872
12/31/2017 46.68320909 10.00566033
1/31/2018 44.40091818 10.58291027
2/28/2018 53.99655455 10.27600479
3/31/2018 64.67979091 9.50494342
4/30/2018 60.43630909 9.453379549
5/31/2018 74.65109091 9.192427137
6/30/2018 73.12919091 9.18055087
7/26/2018 63.05492727 9.516647599

Note: Market leverage ratio is the ratio of market value of equity to market value of equity plus total liabilities. CDS values are for the eight U.S. and four FBO LISCC firms only (U.S.: BAC, BK, C, GS, JPM, MS, STT, and WFC; FBO: BSC, CS, DB, and UBS).

Source: CDS - IHS Markit; market leverage - Bloomberg, Factset.

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Figure 10. Large financial institution common equity tier 1 ratio

Percent

Date U.S. LISCC LBO
3/31/2006 7.26765146 7.403134417
6/30/2006 7.218750605 7.360239878
9/30/2006 7.296783275 7.561879806
12/31/2006 7.330804552 7.139952096
3/31/2007 7.145802363 6.69912442
6/30/2007 6.908690942 6.502445559
9/30/2007 6.607462425 6.435407738
12/31/2007 5.77497229 6.108382105
3/31/2008 5.466839832 6.014145512
6/30/2008 5.535127035 5.931159971
9/30/2008 5.201604333 6.149758302
12/31/2008 4.630126055 6.111665277
3/31/2009 4.987869299 6.3669336
6/30/2009 6.398663283 7.128172809
9/30/2009 7.869417667 7.29289422
12/31/2009 8.284793528 7.742848149
3/31/2010 8.661857866 7.922610254
6/30/2010 9.162304425 8.329666536
9/30/2010 9.527986051 8.763196572
12/31/2010 9.827295359 9.121638236
3/31/2011 9.980941807 9.609160072
6/30/2011 10.19658019 9.8226089
9/30/2011 10.21206026 9.890425333
12/31/2011 10.58842576 9.82266474
3/31/2012 11.02016398 10.09109153
6/30/2012 11.21023923 9.914414412
9/30/2012 11.4360268 10.06178693
12/31/2012 11.66508714 10.04978578
3/31/2013 10.90786921 10.43035114
6/30/2013 11.18515637 10.55723879
9/30/2013 11.43941293 10.7579365
12/31/2013 11.59821207 10.76802103
3/31/2014 12.45641453 11.07716048
6/30/2014 12.53610418 11.04480122
9/30/2014 12.70421777 11.13210692
12/31/2014 12.79944415 11.02022745
3/31/2015 11.65706896 10.93843889
6/30/2015 12.00078711 10.83269139
9/30/2015 12.2588913 10.76913244
12/31/2015 12.67824426 10.71424165
3/31/2016 12.54527933 10.73407574
6/30/2016 12.70979413 10.73278937
9/30/2016 12.86024943 10.61879478
12/31/2016 12.91161485 10.50529262
3/31/2017 12.82043122 10.66166718
6/30/2017 12.93220961 10.6333953
9/30/2017 12.97649582 10.61257243
12/31/2017 12.5251867 10.36356572
3/31/2018 12.00126224 10.26630585
6/20/2018 12.15066665 10.73209635

Note: Common equity tier 1 is the ratio of tier 1 common equity to risk-weighted assets.

Source: Call Report and FR Y-9C.

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Figure 11. CCAR post-stress capital ratios

Percent

Year Tier 1 Capital Tier 1 Leverage
2012 7.6 4.6
2013 8.06 5.23
2014 7.7 5.3
2015 7.6 5.2
2016 8.6 5.9
2017 8.7 5.7
2018 7.9 5

Note: Results of annual supervisory stress test (2012-18). Federal Reserve estimates of capital ratios in the severely adverse scenario. Regulatory minimum tier 1 captial ratio is 6.0 percent. Regulatory minimum tier 1 leverge ratio is 4.0 percent.

Source: Internal Federal Reserve supervisory databases.

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Figure 12. Large financial institution high-quality liquid assets

Percent of total assets

Date LBO U.S. LISCC
3/31/2006 2.286279 3.7
6/30/2006 2.221873 3.45
9/30/2006 2.052923 3.34
12/31/2006 1.89904 3.25
3/31/2007 1.741083 3.27
6/30/2007 1.82631 2.93
9/30/2007 1.612716 2.65
12/31/2007 1.591075 2.86
3/31/2008 1.423082 2.46
6/30/2008 1.41975 3.05
9/30/2008 1.617206 8.27
12/31/2008 6.35811 9.34
3/31/2009 5.571456 8.85
6/30/2009 5.777892 9.59
9/30/2009 7.303172 10.1
12/31/2009 9.0379 11.2
3/31/2010 8.799127 11.7
6/30/2010 7.872453 11.2
9/30/2010 8.215005 11
12/31/2010 8.952851 11.1
3/31/2011 10.30594 12
6/30/2011 10.7554 12.5
9/30/2011 10.82271 11.5
12/31/2011 9.997725 11.8
3/31/2012 11.68538 12
6/30/2012 9.536159 12.4
9/30/2012 9.767183 11.9
12/31/2012 9.264206 12.6
3/31/2013 9.798171 14.4
6/30/2013 9.278177 16.1
9/30/2013 10.14245 17
12/31/2013 12.30551 18.6
3/31/2014 13.24746 18.7
6/30/2014 13.59228 19.7
9/30/2014 15.67978 20.5
12/31/2014 16.78625 21.8
3/31/2015 17.07382 20.2
6/30/2015 17.05202 19.3
9/30/2015 17.03065 19.6
12/31/2015 17.12122 19.6
3/31/2016 17.25055 19.7
6/30/2016 16.78299 19.1
9/30/2016 17.70191 19.4
12/31/2016 17.35928 19.4
3/31/2017 18.58624 20.4
6/30/2017 16.96153 19.5
9/30/2017 18.03797 19.5
12/31/2017 18.07943 19.6
3/31/2018 18.48125 18.9
6/30/2018 17.53894 17.9

Note: High-quality Liquidity Assets (HQLA) are estimated by adding excess reserves to an estimate of securities that qualify for HQLA.

Source: FR Y-9C, FR 2900, Federal Reserve accounting system

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Figure 13: Outstanding supervisory findings, large firms and FBOs

Counts

Date FBO < $50B FBO > $50B LBO LISCC
2013 1187 514 637 1121
2014 1092 626 664 1152
2015 810 525 648 1072
2016 664 492 557 1002
2017 706 635 435 905
2018 723 602 361 825

Note: Values prior to 2018 are as of year-end. The 2018 value is as of the end of 2018:Q2.

Source: Internal Federal Reserve supervisory databases.

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Figure 14: Holding company ratings for firms > $50 billion

Percent

Year Satisfactory (1 or 2 rated) Less-than-satisfactory (3, 4, or 5 rated)
2005 100 0
2006 100 0
2007 96.77419 3.225806
2008 83.87097 16.12903
2009 55.88235 44.11765
2010 48.57143 51.42857
2011 66.66667 33.33333
2012 63.15789 36.84211
2013 64.86486 35.13514
2014 56.75676 43.24324
2015 58.33333 41.66667
2016 51.35135 48.64865
2017 60 40
2018 57.5 42.5

Source: Internal Federal Reserve supervisory databases.

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Figure 15. Outstanding supervisory findings by category, LISCC firms

Percent

Type LISCC
Governance and Controls 59.3939
Capital 28.0000
Liquidity 10.9091
Recovery and Resolution Planning 1.6970

Note: As of 2018:Q2, there were 825 total outstanding supervisory findings for LISCC firms.

Source: Internal Federal Reserve supervisory databases.

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Figure 16. Outstanding supervisory findings by category, LBO and non-LISCC FBO firms

Percent

Area of Focus FBO < $50B FBO > $50B LBO
Capital 0.1383 7.1429 20.2216
Liquidity 3.7344 9.8007 6.3712
Governance and Control 96.1272 83.0565 73.4072

Note: As of 2018:Q2, total supervisory findings, by portfolio, were: LBO - 361; FBO > $50B - 602; FBO < $50B - 723. Chart key shows bars in order from bottom to top.

Source: Internal Federal Reserve supervisory databases.

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Figure 17. Common equity tier 1 ratio for RBO and CBO firms

Percent

Date RBO CBO
3/31/2006 8.889475807 11.97216787
6/30/2006 8.967873276 11.96903354
9/30/2006 9.118836349 11.90152032
12/31/2006 9.0148226 11.96900598
3/31/2007 8.950441517 12.03036577
6/30/2007 8.788581277 11.84088051
9/30/2007 8.923737527 11.67706077
12/31/2007 8.45841261 11.45717216
3/31/2008 8.434820349 11.47216645
6/30/2008 8.574961609 11.33114223
9/30/2008 8.894558133 11.11431757
12/31/2008 8.057470226 10.91918757
3/31/2009 7.693205235 10.85606962
6/30/2009 7.731207099 10.91311317
9/30/2009 8.231969971 11.24676595
12/31/2009 8.506102067 11.20649358
3/31/2010 9.19477496 11.63316563
6/30/2010 11.31298821 11.62366813
9/30/2010 11.80230733 12.06270586
12/31/2010 12.02564709 12.15753999
3/31/2011 11.86841743 12.59026872
6/30/2011 12.19989406 12.85940395
9/30/2011 12.65556263 13.09262744
12/31/2011 12.82126104 13.02230577
3/31/2012 13.19872757 13.31020826
6/30/2012 12.89912643 13.44118364
9/30/2012 12.98034553 13.47440324
12/31/2012 12.50640257 13.32918574
3/31/2013 12.67202497 13.53485085
6/30/2013 12.60162471 13.50248738
9/30/2013 12.85124365 13.59574883
12/31/2013 12.83358557 13.52677077
3/31/2014 13.20033305 13.66099241
6/30/2014 13.32436133 13.59054116
9/30/2014 12.38230042 13.63552088
12/31/2014 12.23287586 13.49202012
3/31/2015 11.92781705 13.63908562
6/30/2015 11.97864564 13.5133728
9/30/2015 11.68486896 13.47250562
12/31/2015 11.75129104 13.26439509
3/31/2016 11.6022497 13.21824553
6/30/2016 11.5375065 13.16699766
9/30/2016 11.5925513 13.2322545
12/31/2016 11.73724769 13.19006571
3/31/2017 11.86533874 13.28875716
6/30/2017 11.87022789 13.34262497
9/30/2017 11.83194781 13.40846481
12/31/2017 11.72583286 13.38846626
3/31/2018 11.80905033 13.53972296
6/30/2018 11.84175606 13.59444521

Note: Common equity tier 1 is the ratio of tier 1 common equity to risk-weighted assets.

Source: Call Report and FR Y-9C.

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Figure 18. Outstanding supervisory findings for smaller institutions

Counts

Date CBO RBO
12/31/2013 4652 544
12/31/2014 3653 574
12/31/2015 3297 333
12/31/2016 3069 288
12/31/2017 2606 297
12/31/2018 2460 294

Note: Values prior to 2018 are as of year-end. The 2018 value is as of the end of 2018:Q2.

Source: Internal Federal Reserve supervisory databases.

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Figure 19. Holding company ratings for firms < $50 billion

Percent

Year Satisfactory (1 or 2 rated) Less-than-satisfactory (3, 4, or 5 rated)
2005 95.60329 4.396707
2006 95.81141 4.188588
2007 94.27222 5.727777
2008 86.894 13.106
2009 75.4346 24.5654
2010 68.34639 31.65361
2011 70.8585 29.1415
2012 77.03447 22.96553
2013 83.32629 16.67371
2014 88.13153 11.86847
2015 91.95741 8.042592
2016 93.21161 6.78839
2017 94.21167 5.788326
2018 94.92361 5.076392

Source: Internal Federal Reserve supervisory databases.

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Figure 20. Outstanding supervisory findings by category, RBO firms

Percent

Type RBO
Risk management, internal controls 46.875
BSA/AML issues 16.31944
IT and operational risk 14.93056
Credit risk 10.41667
Market/liquidity 5.902778
Asset & wealth management 3.472222
Parent company-nonbank 2.083333

Note: As of 2018:Q2, there were 294 total outstanding supervisory findings for RBO firms.

Source: Internal Federal Reserve supervisory databases.

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Figure A. Risk tiering trends for community and regional banks based on BETR - Credit

Percent

Date Low Moderate High
12/31/2007 38.04468 50.08274 11.87259
12/31/2008 34.0332 49.18428 16.78252
12/31/2009 32.62307 45.87803 21.4989
12/31/2010 35.31948 43.75674 20.92379
12/31/2011 39.90093 43.64014 16.45893
12/31/2012 45.10807 42.79822 12.09371
12/31/2013 48.75877 43.70827 7.532957
12/31/2014 51.20428 43.7645 5.031222
12/31/2015 52.45502 44.07796 3.467016
12/31/2016 50.1468 46.76062 3.092582
12/31/2017 49.43043 47.94548 2.624085
6/30/2018 48.62347 48.83047 2.546057

Source: Call Report and staff calculations

Figure A. Risk tiering trends for community and regional banks based on BETR - Liquidity

Percent

Date Low Moderate High
12/31/2007 37.74131 54.17816 8.08053
12/31/2008 31.84849 51.32643 16.82508
12/31/2009 36.54666 48.86113 14.59221
12/31/2010 41.09315 47.75982 11.14704
12/31/2011 58.34132 34.27613 7.38255
12/31/2012 63.33938 31.66144 4.999175
12/31/2013 62.4037 33.76134 3.83496
12/31/2014 61.26673 35.75379 2.979483
12/31/2015 58.9018 38.38081 2.717391
12/31/2016 55.84263 41.43668 2.720689
12/31/2017 53.3157 44.1009 2.583401
6/30/2018 53.42579 44.33865 2.235562

Source: Call Report and staff calculations

Figure A. Risk tiering trends for community and regional banks based on BETR - Interest rate risk

Percent

Date Low Moderate High
12/31/2007 66.29384 29.12179 4.584369
12/31/2008 55.35816 39.09892 5.542922
12/31/2009 53.24599 40.5859 6.168114
12/31/2010 56.7718 37.01299 6.215213
12/31/2011 57.55637 36.68639 5.757237
12/31/2012 60.0726 35.02722 4.900181
12/31/2013 55.16179 39.20562 5.632597
12/31/2014 54.18376 40.19625 5.619982
12/31/2015 56.91529 38.6994 4.385307
12/31/2016 59.75729 36.42592 3.816794
12/31/2017 63.32384 33.29943 3.376729
6/30/2018 64.21031 32.66404 3.125647

Source: Call Report and staff calculations

Figure A. Risk tiering trends for community and regional banks based on BETR - Earnings

Percent

Date Low Moderate High
12/31/2007 19.0706 38.4032 42.5262
12/31/2008 12.92382 32.64293 54.43325
12/31/2009 33.51947 31.99118 34.48935
12/31/2010 36.61278 33.64126 29.74596
12/31/2011 38.07926 36.73698 25.18376
12/31/2012 45.45455 35.93466 18.61079
12/31/2013 43.00633 42.01335 14.98031
12/31/2014 43.35415 44.71008 11.93577
12/31/2015 44.80885 45.67091 9.52024
12/31/2016 47.62184 44.74457 7.633588
12/31/2017 58.82832 35.29292 5.878763
6/30/2018 56.71704 37.09377 6.189195

Source: Call Report and staff calculations

Figure A. Risk tiering trends for community and regional banks based on BETR - Capital

Percent

Date Low Moderate High
12/31/2007 53.11638 36.52785 10.35576
12/31/2008 48.34728 36.92722 14.72549
12/31/2009 49.61058 35.16532 15.2241
12/31/2010 56.33564 30.74673 12.91763
12/31/2011 64.6852 25.13583 10.17897
12/31/2012 70.31843 21.5476 8.133971
12/31/2013 73.1724 20.57867 6.24893
12/31/2014 73.89831 21.64139 4.460303
12/31/2015 72.13268 24.88756 2.97976
12/31/2016 71.93188 25.6606 2.407516
12/31/2017 72.55899 25.54923 1.891782
6/30/2018 74.53943 23.86669 1.593873

Source: Call Report and staff calculations.

Figure A. Risk tiering trends for community and regional banks based on BETR - Investment securities

Percent

Date Low Moderate High
12/31/2007 69.88135 27.00055 3.118102
12/31/2008 61.90206 34.15188 3.946061
12/31/2009 59.2854 35.65652 5.05808
12/31/2010 55.97038 38.16723 5.862388
12/31/2011 51.20665 42.43248 6.360876
12/31/2012 50.15674 42.43524 7.408018
12/31/2013 50.31673 42.74953 6.933744
12/31/2014 55.45049 38.91169 5.637823
12/31/2015 60.17616 35.30735 4.516492
12/31/2016 63.51537 32.70699 3.777647
12/31/2017 65.62246 31.06184 3.315704
6/30/2018 67.46015 29.497 3.042848

Source: Call Report and staff calculations

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Figure 21. Outstanding supervisory findings by category, CBO firms

Percent

Type CBO
IT and Operational Risk 27.13527
Credit Risk 24.84675
Risk Management, Internal Controls 21.04618
Market/Liquidity 10.46179
BSA/AML Issues 9.889661
Asset & Wealth Management 3.964038
Parent Company-Nonbank 2.656314

Note: As of 2018:Q2, there were 2,460 total outstanding supervisory findings for CBO firms.

Source: Internal Federal Reserve supervisory databases.
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Figure 22: Percent of time spent offsite

Percent

Year CBO RBO
2013 51.06181 38.1849
2014 54.27606 44.37601
2015 50.41133 41.78467
2016 53.65522 42.87846
2017 56.1807 45.27371
2018 57.03059 48.92763

Note: Values prior to 2018 are as of year-end. The 2018 value is as of the end of 2018:Q2.

Source: Internal Federal Reserve supervisory databases.

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Last Update: November 26, 2019