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  4. Supervision and Regulation Report - May 2019

Supervision and Regulation Report - May 2019

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Figure 1: Bank Profitability

Annual Rate

Percent

Date ROAA ROE
3/31/2014 0.93 8.70
6/30/2014 0.90 8.37
9/30/2014 0.89 8.20
12/31/2014 0.78 7.24
3/31/2015 1.06 9.78
6/30/2015 1.07 9.71
9/30/2015 1.04 9.32
12/31/2015 0.88 7.81
3/31/2016 0.91 8.10
6/30/2016 1.02 9.08
9/30/2016 1.07 9.50
12/31/2016 0.95 8.52
3/31/2017 1.03 9.29
6/30/2017 1.07 9.59
9/30/2017 1.08 9.67
12/31/2017 0.22 2.02
3/31/2018 1.25 11.61
6/30/2018 1.27 11.71
9/30/2018 1.31 12.06
12/31/2018 1.22 11.35

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

Source: FR Y-9C, Call Report.

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Figure 2: Net Interest Margin

Annual Rate

Percent

Date Net Interest Margin
3/31/2014 2.58
6/30/2014 2.57
9/30/2014 2.61
12/31/2014 2.57
3/31/2015 2.50
6/30/2015 2.57
9/30/2015 2.57
12/31/2015 2.64
3/31/2016 2.64
6/30/2016 2.62
9/30/2016 2.72
12/31/2016 2.68
3/31/2017 2.69
6/30/2017 2.73
9/30/2017 2.77
12/31/2017 2.78
3/31/2018 2.77
6/30/2018 2.82
9/30/2018 2.88
12/31/2018 2.91

Note: Data are annualized

Source: FR Y-9C, Call Report.

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Figure 3: Loan Growth by Sector

Percent

Date Total Loans Residential Real Estate Nonresidential Real Estate Commercial & Industrial Consumer
3/31/2014 100 100 100 100 100
6/30/2014 102.32 100.65 101.76 103.35 102.42
9/30/2014 102.74 100.08 103.00 103.90 103.08
12/31/2014 104.25 99.96 104.73 106.50 105.30
3/31/2015 104.25 99.79 105.86 107.48 102.58
6/30/2015 106.81 100.71 108.60 110.70 105.28
9/30/2015 107.78 100.63 111.12 111.27 106.87
12/31/2015 111.74 102.25 115.06 114.86 115.66
3/31/2016 112.83 102.51 117.28 119.41 113.69
6/30/2016 115.07 104.15 119.97 120.94 116.41
9/30/2016 116.83 104.87 122.41 123.89 119.89
12/31/2016 117.81 104.63 124.84 123.69 123.44
3/31/2017 118.05 104.00 127.19 126.04 120.27
6/30/2017 119.69 104.42 128.81 127.20 122.36
9/30/2017 120.90 104.87 130.24 128.14 124.25
12/31/2017 123.09 105.50 131.81 129.35 128.63
3/31/2018 123.70 105.31 133.66 132.09 125.03
6/30/2018 124.71 105.39 135.10 133.86 126.82
9/30/2018 125.37 105.56 135.84 134.42 128.97
12/31/2018 127.74 105.85 137.28 139.13 132.74

Note: Data are nominal and indexed to 2014:Q1.

Source: FR Y-9C, Call Report.

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Figure 4: Nonperforming Loan Ratio

Percent

Date Total Residential Real Estate Nonresidential Real Estate Consumer C&I
3/31/2014 2.61 6.6 1.84 1.1 0.68
6/30/2014 2.38 6.15 1.65 0.99 0.66
9/30/2014 2.25 5.79 1.55 1.01 0.62
12/31/2014 2.09 5.54 1.35 0.97 0.55
3/31/2015 1.96 5.16 1.23 0.89 0.6
6/30/2015 1.81 4.79 1.09 0.81 0.67
9/30/2015 1.72 4.48 0.99 0.84 0.76
12/31/2015 1.67 4.3 0.91 0.94 0.85
3/31/2016 1.68 3.99 0.87 0.9 1.34
6/30/2016 1.59 3.69 0.79 0.86 1.41
9/30/2016 1.54 3.53 0.76 0.93 1.39
12/31/2016 1.53 3.47 0.76 0.99 1.34
3/31/2017 1.45 3.28 0.73 0.98 1.25
6/30/2017 1.3 2.87 0.71 0.92 1.14
9/30/2017 1.27 2.8 0.69 1 1.06
12/31/2017 1.25 2.91 0.61 1.03 0.93
3/31/2018 1.2 2.74 0.63 1.02 0.88
6/30/2018 1.11 2.5 0.61 0.94 0.83
9/30/2018 1.06 2.34 0.58 1 0.78
12/31/2018 1.03 2.24 0.59 1.09 0.71

Note: The nonperforming loan ratio is the ratio of loans 90 days or more delinquent and nonaccrual loans to total loans.

Source: FR Y-9C, Call Report.

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Figure 5: Sectors with Increasing Nonperforming Loan Ratios

Percent

Date Auto Credit Card Farmland Agricultural Production
3/31/2014 0.33 1.22 1.42 0.62
6/30/2014 0.33 1.08 1.18 0.58
9/30/2014 0.35 1.10 1.15 0.48
12/31/2014 0.37 1.11 1.05 0.36
3/31/2015 0.31 1.10 1.08 0.47
6/30/2015 0.32 0.99 1.08 0.53
9/30/2015 0.35 1.04 0.95 0.38
12/31/2015 0.37 1.18 0.91 0.38
3/31/2016 0.33 1.17 1.04 0.67
6/30/2016 0.34 1.09 1.13 0.67
9/30/2016 0.37 1.19 1.19 0.71
12/31/2016 0.40 1.29 1.18 0.74
3/31/2017 0.36 1.33 1.37 0.85
6/30/2017 0.38 1.23 1.38 0.89
9/30/2017 0.45 1.36 1.43 0.94
12/31/2017 0.47 1.40 1.34 0.82
3/31/2018 0.43 1.42 1.46 0.95
6/30/2018 0.44 1.29 1.53 1.04
9/30/2018 0.48 1.35 1.51 0.94
12/31/2018 0.52 1.46 1.42 0.96

Note: The nonperforming loan ratio is the ratio of loans 90 days or more delinquent and nonaccrual loans to total loans. Farmland and agricultural production loans are seasonally adjusted.

Source: FR Y-9C, Call Report.

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Figure 6: Common Equity Tier 1 Ratio by Portfolio

Percent

DT CBO RBO LBO U.S. LISCC
3/31/06 11.98 8.89 7.40 7.27
6/30/06 11.98 8.97 7.36 7.22
9/30/06 11.91 9.12 7.56 7.30
12/31/06 11.98 9.01 7.14 7.33
3/31/07 12.04 8.95 6.70 7.15
6/30/07 11.85 8.79 6.50 6.91
9/30/07 11.68 8.92 6.44 6.61
12/31/07 11.46 8.46 6.11 5.77
3/31/08 11.48 8.43 6.01 5.47
6/30/08 11.34 8.57 5.93 5.54
9/30/08 11.12 8.89 6.15 5.20
12/31/08 10.91 8.06 6.11 4.63
3/31/09 10.85 7.69 6.37 4.99
6/30/09 10.91 7.73 7.13 6.40
9/30/09 11.24 8.23 7.29 7.87
12/31/09 11.20 8.51 7.74 8.28
3/31/10 11.63 9.19 7.92 8.66
6/30/10 11.62 11.31 8.33 9.16
9/30/10 12.06 11.80 8.76 9.53
12/31/10 12.16 12.03 9.12 9.83
3/31/11 12.59 11.87 9.61 9.98
6/30/11 12.86 12.20 9.82 10.20
9/30/11 13.09 12.66 9.89 10.21
12/31/11 13.02 12.82 9.82 10.59
3/31/12 13.31 13.20 10.09 11.02
6/30/12 13.44 12.90 9.91 11.21
9/30/12 13.47 12.98 10.06 11.44
12/31/12 13.34 12.51 10.05 11.67
3/31/13 13.54 12.67 10.43 10.91
6/30/13 13.51 12.60 10.56 11.19
9/30/13 13.60 12.85 10.76 11.44
12/31/13 13.53 12.83 10.77 11.60
3/31/14 13.66 13.20 11.08 12.46
6/30/14 13.58 13.32 11.04 11.58
9/30/14 13.64 12.38 11.13 11.70
12/31/14 13.49 12.23 11.02 11.71
3/31/15 13.65 11.93 10.94 11.46
6/30/15 13.52 11.98 10.83 11.83
9/30/15 13.47 11.68 10.77 12.10
12/31/15 13.26 11.75 10.71 12.01
3/31/16 13.22 11.60 10.73 11.89
6/30/16 13.17 11.54 10.73 12.07
9/30/16 13.24 11.59 10.62 12.21
12/31/16 13.19 11.74 10.51 12.40
3/31/17 13.29 11.87 10.66 12.40
6/30/17 13.34 11.87 10.63 12.62
9/30/17 13.41 11.83 10.61 12.68
12/31/17 13.39 11.72 10.36 12.34
3/31/18 13.54 11.81 10.27 11.87
6/30/18 13.60 11.84 10.33 12.03
9/30/18 13.78 11.98 10.18 12.10
12/30/18 13.80 11.84 10.08 12.17

Note: Data do not include SLHCs.

Source: FR Y-9C, Call Report.

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Figure 7: Average credit default swap (CDS) spread and market leverage ratio
Date Credit Default Swaps (Basis Points) Market Leverage (Percent)
4/30/2014 61.40 7.71
5/31/2014 59.39 7.71
6/30/2014 58.53 7.71
7/31/2014 65.13 7.77
8/31/2014 57.00 7.94
9/30/2014 66.44 8.06
10/31/2014 62.24 8.15
11/30/2014 58.15 8.18
12/31/2014 63.17 8.35
1/31/2015 67.14 7.56
2/28/2015 59.35 8.10
3/31/2015 62.85 8.01
4/30/2015 64.62 8.23
5/31/2015 67.41 8.43
6/30/2015 76.10 8.64
7/31/2015 69.37 8.94
8/31/2015 77.85 8.21
9/30/2015 84.97 7.90
10/31/2015 71.10 8.29
11/30/2015 71.66 8.43
12/31/2015 72.28 8.23
1/31/2016 87.22 7.19
2/29/2016 110.85 6.72
3/31/2016 102.10 6.83
4/30/2016 93.41 7.27
5/31/2016 90.28 7.32
6/30/2016 104.11 6.51
7/31/2016 93.48 6.90
8/31/2016 88.91 7.32
9/30/2016 104.38 7.04
10/31/2016 97.55 7.40
11/30/2016 97.32 8.41
12/31/2016 87.57 8.94
1/31/2017 83.78 8.82
2/28/2017 77.23 9.19
3/31/2017 75.76 8.88
4/30/2017 68.29 8.96
5/31/2017 63.57 8.65
6/30/2017 56.15 9.21
7/31/2017 51.52 9.31
8/31/2017 58.45 9.12
9/30/2017 55.19 9.49
10/31/2017 51.86 9.56
11/30/2017 49.06 9.79
12/31/2017 46.68 9.96
1/31/2018 44.40 10.52
2/28/2018 54.00 10.21
3/31/2018 64.68 9.37
4/30/2018 60.44 9.33
5/31/2018 74.65 9.08
6/30/2018 73.13 9.06
7/31/2018 61.98 9.45
8/31/2018 66.16 9.25
9/30/2018 62.19 9.04
10/31/2018 70.17 8.48
11/30/2018 85.60 8.46
12/31/2018 94.954 7.44
1/31/2019 75.56 8.11
2/28/2019 70.65 8.12
3/31/2019 72.61 7.81

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 8: Average Supervision Hours per Institution
Assets Ave. Hours
Community Banking Organizations Without State Member Bank < $3B 40.40
Community Banking Organizations Without State Member Bank $3B-$10B 525.19
Community Banking Organizations With State Member Bank < $500M 1062.92
Community Banking Organizations With State Member Bank $500M-$1B 1954.50
Community Banking Organizations With State Member Bank $1B - $10B 3586.33
Regional Banking Organizations Without State Member Bank $10B - $50B 2260.70
Regional Banking Organizations Without State Member Bank $50B - $100B 4805.46
Regional Banking Organizations Without State Member Bank $10B - $50B 11033.86
Regional Banking Organizations Without State Member Bank $50B - $100B 17135.71

Note: Data are for 2018.

Source: Federal Reserve

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Figure 9: Average Supervision Hours Per Institution

Larger domestic and Foreign Banking Organizations

  Ave. Hours
LFBO - Without State Member Bank 20402.83
LFBO - With State Member Bank 30747.61
LISCC 56450.65

Note: Data are for 2018.

Source: Federal Reserve.

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Box 3, Figure A: Exam Type by Supervisory Portfolio

Percent

Portfolio Firm-specific Horizontal
CBO 100 0
RBO 100 0
LFBO 79 21
LISCC 57 43

Source: Federal Reserve.

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Figure 10: HQLA by portfolio

Share of Assets

Date LBO U.S.LISCC
3/31/2006 2.33 3.70
6/30/2006 2.24 3.45
9/30/2006 2.06 3.34
12/31/2006 1.92 3.25
3/31/2007 1.76 3.27
6/30/2007 1.86 2.93
9/30/2007 1.63 2.65
12/31/2007 1.61 2.86
3/31/2008 1.43 2.46
6/30/2008 1.43 3.05
9/30/2008 1.65 8.27
12/31/2008 6.33 9.34
3/31/2009 5.54 8.85
6/30/2009 5.60 9.59
9/30/2009 7.23 10.12
12/31/2009 9.12 11.16
3/31/2010 8.78 11.70
6/30/2010 7.76 11.17
9/30/2010 8.15 11.02
12/31/2010 8.99 11.08
3/31/2011 10.06 11.99
6/30/2011 10.72 12.46
9/30/2011 10.82 11.46
12/31/2011 9.82 11.79
3/31/2012 11.55 12.04
6/30/2012 9.38 12.39
9/30/2012 9.59 11.88
12/31/2012 9.09 12.60
3/31/2013 9.53 14.44
6/30/2013 9.09 16.12
9/30/2013 9.83 17.05
12/31/2013 12.16 18.60
3/31/2014 13.24 18.66
6/30/2014 13.83 19.73
9/30/2014 15.73 20.50
12/31/2014 16.78 21.81
3/31/2015 17.12 20.17
6/30/2015 17.12 19.34
9/30/2015 17.05 19.62
12/31/2015 17.30 19.65
3/31/2016 17.45 19.70
6/30/2016 16.84 19.14
9/30/2016 17.69 19.38
12/31/2016 17.25 19.42
3/31/2017 18.52 20.36
6/30/2017 16.80 19.46
9/30/2017 18.01 19.54
12/31/2017 18.00 19.55
3/31/2018 18.37 18.87
6/30/2018 17.40 17.93
9/30/2018 17.89 18.10
12/31/2018 16.99 17.45

Note: High-quality liquid assets (HQLA) are estimated by adding excess reserves to an estimate of securities that qualify for HQLA. Data only include firms that were designated as LBO or LISCC as of 2018:Q4. Data do not include SLHCs.

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

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Figure 11: Percent of Time Spent Off-site

Percent

Date CBO RBO
1/1/2014 54.33 44.26
1/1/2015 50.53 41.23
1/1/2016 53.66 42.88
1/1/2017 56.02 45.47
1/1/2018 58.28 47.20

Note: Data exclude small shell holding companies with assets of less than $1 billion.

Source: Federal Reserve.

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Figure 12: Median Exam Hours by Risk Metric

Indexed to High Risk Takers

Percent

  Exam hours (high tier = 100%)
Capital Low 0.53
Capital Medium 0.66
Capital High 1.00
Credit Low 0.45
Credit Moderate 0.56
Credit High 1.00
Earnings Low 0.67
Earnings Moderate 0.74
Earnings High 1.00
Investment securities Low 0.55
Investment securities Moderate 0.82
Investment securities High 1.00
Liquidity Low 0.54
Liquidity Moderate 0.71
Liquidity High 1.00
Sensitivity-to-market Low 0.72
Sensitivity-to-market Moderate 0.83
Sensitivity-to-market High 1.00

Note: Includes Federal Reserve exams closed in 2018

Source: Federal Reserve.

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Box 6, Figure A: Number of items per Call Report form
Date 041 051
9/30/2006 1081  
9/30/2007 1144  
9/30/2008 1233  
9/30/2009 1490  
9/30/2010 1596  
9/30/2011 1853  
9/30/2012 1871  
9/30/2013 2065  
9/30/2014 2132  
9/30/2015 2305  
9/30/2016 2284  
9/30/2017 2284 1356
9/30/2018 1999 1293

Note: Values based on third-quarter Call Report forms.

Source: FFFIEC.

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Last Update: May 15, 2019