Board of Governors of the Federal Reserve System

Percent

Note: CET1 capital ratio is the ratio of common equity tier 1 capital to risk-weighted assets. See the data appendix for further information.

Source: Call Report and FR Y-9C.

Percent

Note: Liquid assets are cash plus estimates of securities that qualify as high-quality liquid assets (HQLA) as defined by the liquidity coverage ratio requirement. See the data appendix for further information.

Source: FR Y-9C.

Percent, annual rate

Note: ROE is net income/average equity capital, and ROAA is net income/average assets.

Source: Call Report and FR Y-9C.

Percent, annual rate

Source: Call Report and FR Y-9C.

Market Leverage Ratio (percent, right axis)

Note: The market leverage ratio is the ratio of a firm's market capitalization to the sum of market capitalization and the book value of liabilities. Averages are calculated from available observations for the eight LISCC firms (Bank of America Corporation; The Bank of New York Mellon Corporation; Citigroup Inc.; The Goldman Sachs Group; JPMorgan Chase & Co.; Morgan Stanley; State Street Corporation; and Wells Fargo & Company) .

Source: Bloomberg.

Trillions of dollars

Note: Data are for all commercial banks.

Source: H.8, "Assets and Liabilities of Commercial Banks in the United States."

Percent, annual rate

Source: Call Report and FR Y-9C.

Percent

Note: Delinquent loans are those 90+ days past due or in nonaccrual status.

Source: Call Report and FR Y-9C.

Billions of dollars

Source: Call Report and FR Y-9C.

Percent

Note: The PPP-adjusted leverage ratio was computed by subtracting PPP covered loans outstanding from the ratio's denominator, and then adding back to the denominator the quarterly average amount of PPP covered loans pledged to the PPPLF that were excluded from total assets for the leverage ratio.

Source: Call Report and FR Y-9C.