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  4. Supervision and Regulation Report - November 2021

Federal Reserve Supervision and Regulation Report

Accessible Version

Figure 1. Aggregate common equity tier 1 (CET1) capital ratio

Percent

Date Tier 1 Common Equity Capital Ratio
31-Mar-2016 12.19
30-Jun-2016 12.30
30-Sep-2016 12.37
31-Dec-2016 12.50
31-Mar-2017 12.58
30-Jun-2017 12.70
30-Sep-2017 12.74
31-Dec-2017 12.52
31-Mar-2018 12.25
30-Jun-2018 12.38
30-Sep-2018 12.44
31-Dec-2018 12.43
31-Mar-2019 12.53
30-Jun-2019 12.57
30-Sep-2019 12.48
31-Dec-2019 12.41
31-Mar-2020 11.82
30-Jun-2020 12.26
30-Sep-2020 12.66
31-Dec-2020 12.84
31-Mar-2021 12.99
30-Jun-2021 12.97

Note: CET1 capital ratio is the ratio of common equity tier 1 capital to risk-weighted assets. See the data appendix for further information. Community bank leverage ratio adopters (currently, about 38 percent of firms) are excluded.

Source: Call Report and FR Y-9C.

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Figure 2. Liquid assets as a share of total assets

Percent, annual rate

Date Liquid Assets
31-Mar-2016 19.99
30-Jun-2016 19.87
30-Sep-2016 19.58
31-Dec-2016 19.67
31-Mar-2017 20.13
30-Jun-2017 19.53
30-Sep-2017 19.78
31-Dec-2017 19.80
31-Mar-2018 19.73
30-Jun-2018 19.39
30-Sep-2018 19.41
31-Dec-2018 18.97
31-Mar-2019 18.53
30-Jun-2019 18.54
30-Sep-2019 19.03
31-Dec-2019 19.32
31-Mar-2020 21.39
30-Jun-2020 23.86
30-Sep-2020 24.45
31-Dec-2020 26.08
31-Mar-2021 27.58
30-Jun-2021 27.60

Note: Liquid assets are cash plus estimates of securities that qualify as high-quality liquid assets as defined by the liquidity coverage ratio requirement.

Source: FR Y-9C.

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Figure 3. Bank profitability

Percent, annual rate

Date ROE (left axis) ROAA (right axis)
31-Mar-2016 7.62 0.87
30-Jun-2016 8.56 0.98
30-Sep-2016 8.72 0.98
31-Dec-2016 7.23 0.80
31-Mar-2017 8.79 0.98
30-Jun-2017 8.94 1.00
30-Sep-2017 8.89 1.00
31-Dec-2017 0.38 0.04
31-Mar-2018 10.40 1.14
30-Jun-2018 10.94 1.20
30-Sep-2018 11.30 1.25
31-Dec-2018 10.80 1.19
31-Mar-2019 10.93 1.21
30-Jun-2019 10.94 1.22
30-Sep-2019 10.04 1.12
31-Dec-2019 9.54 1.05
31-Mar-2020 3.35 0.36
30-Jun-2020 5.01 0.50
30-Sep-2020 9.72 0.98
31-Dec-2020 11.27 1.14
31-Mar-2021 14.68 1.46
30-Jun-2021 13.60 1.33

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

Source: Call Report and FR Y-9C.

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Figure 4. Provisions as a share of average loans and leases

Percent, annual rate

Date Provisions
31-Mar-2016 0.62
30-Jun-2016 0.56
30-Sep-2016 0.57
31-Dec-2016 0.58
31-Mar-2017 0.56
30-Jun-2017 0.55
30-Sep-2017 0.61
31-Dec-2017 0.61
31-Mar-2018 0.52
30-Jun-2018 0.50
30-Sep-2018 0.52
31-Dec-2018 0.59
31-Mar-2019 0.57
30-Jun-2019 0.53
30-Sep-2019 0.57
31-Dec-2019 0.60
31-Mar-2020 1.99
30-Jun-2020 2.28
30-Sep-2020 0.55
31-Dec-2020 0.12
31-Mar-2021 -0.47
30-Jun-2021 -0.42

Source: Call Report and FR Y-9C.

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Figure 5. Average credit default swap (CDS) spread and market leverage ratio (daily)
Date CDS spreads (left, basis points) Market leverage ratio (right, percent)
2-Jan-2020 40.49 11.38
3-Jan-2020 42.06 11.22
4-Jan-2020 42.69 11.23
5-Jan-2020 43.31 11.24
6-Jan-2020 43.94 11.25
7-Jan-2020 44.54 11.23
8-Jan-2020 43.66 11.28
9-Jan-2020 42.35 11.36
10-Jan-2020 41.26 11.27
11-Jan-2020 41.23 11.29
12-Jan-2020 41.20 11.32
13-Jan-2020 41.17 11.34
14-Jan-2020 40.76 11.26
15-Jan-2020 40.79 11.14
16-Jan-2020 39.94 11.12
17-Jan-2020 38.55 11.16
18-Jan-2020 38.50 11.13
19-Jan-2020 38.44 11.11
20-Jan-2020 38.39 11.08
21-Jan-2020 38.33 11.05
22-Jan-2020 38.78 11.04
23-Jan-2020 39.58 11.01
24-Jan-2020 40.93 10.82
25-Jan-2020 41.79 10.75
26-Jan-2020 42.64 10.69
27-Jan-2020 43.50 10.63
28-Jan-2020 42.10 10.74
29-Jan-2020 41.27 10.68
30-Jan-2020 42.08 10.81
31-Jan-2020 42.13 10.58
1-Feb-2020 42.14 10.60
2-Feb-2020 42.15 10.62
3-Feb-2020 42.15 10.64
4-Feb-2020 40.19 10.79
5-Feb-2020 38.70 11.01
6-Feb-2020 37.10 11.01
7-Feb-2020 37.39 10.96
8-Feb-2020 37.35 10.95
9-Feb-2020 37.32 10.95
10-Feb-2020 37.29 10.95
11-Feb-2020 36.57 10.98
12-Feb-2020 36.19 11.01
13-Feb-2020 36.11 10.97
14-Feb-2020 35.79 10.94
15-Feb-2020 36.16 10.90
16-Feb-2020 36.54 10.86
17-Feb-2020 36.91 10.83
18-Feb-2020 37.29 10.79
19-Feb-2020 37.06 10.90
20-Feb-2020 38.17 10.83
21-Feb-2020 39.18 10.65
22-Feb-2020 40.95 10.51
23-Feb-2020 42.72 10.37
24-Feb-2020 44.49 10.23
25-Feb-2020 46.60 9.87
26-Feb-2020 49.95 9.74
27-Feb-2020 56.60 9.41
28-Feb-2020 64.59 9.19
29-Feb-2020 64.30 9.29
1-Mar-2020 64.02 9.38
2-Mar-2020 63.73 9.48
3-Mar-2020 60.11 9.11
4-Mar-2020 61.84 9.32
5-Mar-2020 65.64 8.87
6-Mar-2020 75.36 8.57
7-Mar-2020 84.96 8.25
8-Mar-2020 94.55 7.92
9-Mar-2020 104.15 7.60
10-Mar-2020 98.87 8.08
11-Mar-2020 99.33 7.64
12-Mar-2020 145.48 6.77
13-Mar-2020 129.87 7.88
14-Mar-2020 131.00 7.49
15-Mar-2020 132.13 7.11
16-Mar-2020 133.26 6.73
17-Mar-2020 142.44 7.06
18-Mar-2020 165.16 6.52
19-Mar-2020 172.48 6.71
20-Mar-2020 184.89 6.45
21-Mar-2020 182.73 6.34
22-Mar-2020 180.57 6.22
23-Mar-2020 178.42 6.10
24-Mar-2020 154.00 6.90
25-Mar-2020 139.17 7.02
26-Mar-2020 125.82 7.39
27-Mar-2020 124.48 7.12
28-Mar-2020 120.56 7.17
29-Mar-2020 116.65 7.22
30-Mar-2020 112.73 7.28
31-Mar-2020 109.10 7.12
1-Apr-2020 110.44 5.78
2-Apr-2020 111.98 5.99
3-Apr-2020 114.74 5.88
4-Apr-2020 114.00 6.02
5-Apr-2020 113.26 6.15
6-Apr-2020 112.52 6.28
7-Apr-2020 103.01 6.35
8-Apr-2020 100.58 6.65
9-Apr-2020 83.41 7.03
10-Apr-2020 81.78 6.97
11-Apr-2020 80.15 6.92
12-Apr-2020 78.52 6.86
13-Apr-2020 76.89 6.80
14-Apr-2020 69.03 6.74
15-Apr-2020 72.81 6.44
16-Apr-2020 71.59 6.35
17-Apr-2020 77.49 6.67
18-Apr-2020 78.95 6.62
19-Apr-2020 80.40 6.57
20-Apr-2020 81.86 6.52
21-Apr-2020 88.07 6.30
22-Apr-2020 86.59 6.36
23-Apr-2020 81.65 6.34
24-Apr-2020 83.87 6.42
25-Apr-2020 83.26 6.52
26-Apr-2020 82.66 6.62
27-Apr-2020 82.05 6.71
28-Apr-2020 76.80 6.81
29-Apr-2020 74.30 7.00
30-Apr-2020 73.81 6.82
1-May-2020 75.68 6.56
2-May-2020 76.04 6.54
3-May-2020 76.40 6.52
4-May-2020 76.76 6.50
5-May-2020 77.62 6.45
6-May-2020 78.30 6.33
7-May-2020 79.19 6.45
8-May-2020 80.04 6.59
9-May-2020 80.41 6.54
10-May-2020 80.78 6.49
11-May-2020 81.14 6.43
12-May-2020 80.02 6.22
13-May-2020 83.63 5.99
14-May-2020 96.10 6.16
15-May-2020 96.47 6.08
16-May-2020 94.38 6.21
17-May-2020 92.29 6.34
18-May-2020 90.20 6.47
19-May-2020 85.32 6.31
20-May-2020 80.81 6.49
21-May-2020 80.51 6.45
22-May-2020 81.99 6.37
23-May-2020 80.80 6.49
24-May-2020 79.61 6.61
25-May-2020 78.42 6.73
26-May-2020 77.23 6.85
27-May-2020 72.92 7.26
28-May-2020 72.49 7.02
29-May-2020 74.30 6.88
30-May-2020 74.26 6.92
31-May-2020 74.22 6.96
1-Jun-2020 74.18 7.00
2-Jun-2020 71.24 7.09
3-Jun-2020 64.04 7.37
4-Jun-2020 63.59 7.59
5-Jun-2020 57.50 7.86
6-Jun-2020 56.85 7.90
7-Jun-2020 56.20 7.94
8-Jun-2020 55.55 7.99
9-Jun-2020 66.23 7.88
10-Jun-2020 70.66 7.52
11-Jun-2020 77.78 6.90
12-Jun-2020 76.43 7.14
13-Jun-2020 76.87 7.17
14-Jun-2020 77.32 7.19
15-Jun-2020 77.76 7.22
16-Jun-2020 62.08 7.34
17-Jun-2020 65.13 7.19
18-Jun-2020 67.70 7.18
19-Jun-2020 66.34 7.19
20-Jun-2020 67.10 7.17
21-Jun-2020 67.86 7.14
22-Jun-2020 68.61 7.12
23-Jun-2020 66.72 7.18
24-Jun-2020 69.18 6.94
25-Jun-2020 71.98 7.18
26-Jun-2020 72.26 6.79
27-Jun-2020 72.19 6.82
28-Jun-2020 72.11 6.84
29-Jun-2020 72.04 6.87
30-Jun-2020 71.21 7.00
1-Jul-2020 68.79 7.04
2-Jul-2020 66.30 7.07
3-Jul-2020 65.75 7.11
4-Jul-2020 65.20 7.15
5-Jul-2020 64.66 7.19
6-Jul-2020 64.11 7.22
7-Jul-2020 65.25 7.03
8-Jul-2020 64.93 7.14
9-Jul-2020 63.76 6.95
10-Jul-2020 64.49 7.26
11-Jul-2020 64.45 7.28
12-Jul-2020 64.41 7.29
13-Jul-2020 64.36 7.31
14-Jul-2020 63.62 7.30
15-Jul-2020 62.65 7.35
16-Jul-2020 62.69 7.34
17-Jul-2020 62.42 7.19
18-Jul-2020 62.04 7.18
19-Jul-2020 61.67 7.17
20-Jul-2020 61.30 7.15
21-Jul-2020 56.82 7.32
22-Jul-2020 60.45 7.24
23-Jul-2020 61.70 7.26
24-Jul-2020 57.52 7.22
25-Jul-2020 57.69 7.21
26-Jul-2020 57.86 7.21
27-Jul-2020 58.04 7.20
28-Jul-2020 59.20 7.20
29-Jul-2020 59.00 7.31
30-Jul-2020 63.32 7.15
31-Jul-2020 63.42 7.13
1-Aug-2020 63.41 7.14
2-Aug-2020 63.40 7.15
3-Aug-2020 63.39 7.16
4-Aug-2020 63.22 7.16
5-Aug-2020 62.07 7.26
6-Aug-2020 62.51 7.24
7-Aug-2020 58.05 7.44
8-Aug-2020 57.85 7.46
9-Aug-2020 57.65 7.47
10-Aug-2020 57.45 7.49
11-Aug-2020 56.14 7.60
12-Aug-2020 56.10 7.60
13-Aug-2020 56.21 7.53
14-Aug-2020 56.55 7.55
15-Aug-2020 56.53 7.50
16-Aug-2020 56.52 7.44
17-Aug-2020 56.50 7.39
18-Aug-2020 56.80 7.33
19-Aug-2020 55.82 7.36
20-Aug-2020 55.55 7.24
21-Aug-2020 55.78 7.22
22-Aug-2020 55.55 7.28
23-Aug-2020 55.32 7.34
24-Aug-2020 55.10 7.40
25-Aug-2020 54.43 7.42
26-Aug-2020 59.21 7.35
27-Aug-2020 58.49 7.49
28-Aug-2020 53.43 7.53
29-Aug-2020 53.45 7.48
30-Aug-2020 53.47 7.43
31-Aug-2020 53.49 7.39
1-Sep-2020 52.84 7.40
2-Sep-2020 51.41 7.51
3-Sep-2020 51.63 7.41
4-Sep-2020 54.30 7.53
5-Sep-2020 54.23 7.46
6-Sep-2020 54.16 7.40
7-Sep-2020 54.08 7.33
8-Sep-2020 54.01 7.26
9-Sep-2020 53.69 7.29
10-Sep-2020 53.46 7.21
11-Sep-2020 53.64 7.27
12-Sep-2020 53.45 7.27
13-Sep-2020 53.25 7.28
14-Sep-2020 53.05 7.28
15-Sep-2020 51.61 7.12
16-Sep-2020 51.70 7.22
17-Sep-2020 54.11 7.12
18-Sep-2020 54.63 7.09
19-Sep-2020 56.00 7.03
20-Sep-2020 57.36 6.96
21-Sep-2020 58.73 6.90
22-Sep-2020 59.86 6.80
23-Sep-2020 59.50 6.65
24-Sep-2020 64.01 6.70
25-Sep-2020 63.27 6.75
26-Sep-2020 62.63 6.81
27-Sep-2020 62.00 6.86
28-Sep-2020 61.37 6.91
29-Sep-2020 60.80 6.82
30-Sep-2020 61.07 6.90
1-Oct-2020 60.75 6.97
2-Oct-2020 61.00 7.18
3-Oct-2020 60.71 7.22
4-Oct-2020 60.41 7.26
5-Oct-2020 60.12 7.30
6-Oct-2020 55.20 7.23
7-Oct-2020 54.70 7.39
8-Oct-2020 54.16 7.50
9-Oct-2020 53.82 7.53
10-Oct-2020 53.78 7.57
11-Oct-2020 53.74 7.61
12-Oct-2020 53.70 7.65
13-Oct-2020 56.76 7.50
14-Oct-2020 52.27 7.40
15-Oct-2020 54.54 7.47
16-Oct-2020 53.91 7.48
17-Oct-2020 53.84 7.43
18-Oct-2020 53.77 7.39
19-Oct-2020 53.71 7.35
20-Oct-2020 55.16 7.41
21-Oct-2020 54.58 7.33
22-Oct-2020 54.74 7.50
23-Oct-2020 53.80 7.51
24-Oct-2020 54.27 7.46
25-Oct-2020 54.75 7.41
26-Oct-2020 55.23 7.35
27-Oct-2020 53.79 7.15
28-Oct-2020 56.61 6.95
29-Oct-2020 61.68 6.99
30-Oct-2020 56.73 7.01
31-Oct-2020 56.50 7.05
1-Nov-2020 56.27 7.09
2-Nov-2020 56.04 7.13
3-Nov-2020 54.64 7.34
4-Nov-2020 50.98 7.19
5-Nov-2020 47.91 7.39
6-Nov-2020 47.96 7.30
7-Nov-2020 46.40 7.55
8-Nov-20 44.83 7.81
9-Nov-20 43.27 8.06
10-Nov-20 44.53 8.05
11-Nov-20 44.74 8.01
12-Nov-20 46.07 7.88
13-Nov-20 47.23 8.00
14-Nov-20 46.84 8.06
15-Nov-20 46.45 8.12
16-Nov-20 46.06 8.18
17-Nov-20 46.19 8.20
18-Nov-20 45.75 8.14
19-Nov-20 45.97 8.18
20-Nov-20 47.97 8.08
21-Nov-20 47.93 8.16
22-Nov-20 47.89 8.23
23-Nov-20 47.84 8.30
24-Nov-20 46.21 8.71
25-Nov-20 46.32 8.67
26-Nov-20 47.03 8.65
27-Nov-20 47.75 8.64
28-Nov-20 47.42 8.57
29-Nov-20 47.09 8.50
30-Nov-20 46.75 8.43
1-Dec-20 52.17 8.56
2-Dec-20 46.28 8.71
3-Dec-20 46.19 8.69
4-Dec-20 46.24 8.84
5-Dec-2020 46.34 8.82
6-Dec-2020 46.44 8.80
7-Dec-2020 46.53 8.78
8-Dec-2020 47.51 8.77
9-Dec-2020 48.04 8.75
10-Dec-2020 49.33 8.78
11-Dec-2020 50.01 8.68
12-Dec-2020 49.88 8.64
13-Dec-2020 49.74 8.60
14-Dec-2020 49.61 8.56
15-Dec-2020 54.80 8.72
16-Dec-2020 49.37 8.73
17-Dec-2020 49.38 8.73
18-Dec-2020 50.80 8.68
19-Dec-2020 51.82 8.77
20-Dec-2020 52.84 8.86
21-Dec-2020 53.86 8.94
22-Dec-2020 55.16 8.79
23-Dec-2020 54.59 9.00
24-Dec-2020 54.02 8.98
25-Dec-2020 53.41 8.99
26-Dec-2020 52.80 9.00
27-Dec-2020 52.18 9.01
28-Dec-2020 51.57 9.03
29-Dec-2020 50.96 9.00
30-Dec-2020 50.57 9.02
31-Dec-2020 51.13 9.12
1-Jan-2021 51.18 8.96
2-Jan-2021 51.22 8.79
3-Jan-2021 51.26 8.62
4-Jan-2021 51.30 8.46
5-Jan-2021 51.31 8.56
6-Jan-2021 49.96 9.03
7-Jan-2021 48.05 9.17
8-Jan-2021 46.62 9.13
9-Jan-2021 46.75 9.17
10-Jan-2021 46.88 9.20
11-Jan-2021 47.01 9.24
12-Jan-2021 46.59 9.37
13-Jan-2021 46.66 9.34
14-Jan-2021 49.55 9.46
15-Jan-2021 46.87 9.19
16-Jan-2021 47.06 9.18
17-Jan-2021 47.25 9.18
18-Jan-2021 47.45 9.18
19-Jan-2021 47.64 9.18
20-Jan-2021 46.92 9.02
21-Jan-2021 47.00 8.93
22-Jan-2021 46.96 8.88
23-Jan-2021 47.10 8.84
24-Jan-2021 47.24 8.80
25-Jan-2021 47.38 8.76
26-Jan-2021 47.04 8.71
27-Jan-2021 49.63 8.44
28-Jan-2021 49.64 8.57
29-Jan-2021 49.60 8.38
30-Jan-2021 49.74 8.41
31-Jan-2021 49.88 8.43
1-Feb-2021 50.02 8.45
2-Feb-2021 48.71 8.68
3-Feb-2021 48.55 8.77
4-Feb-2021 47.31 8.97
5-Feb-2021 46.89 8.99
6-Feb-2021 46.84 9.03
7-Feb-2021 46.78 9.08
8-Feb-2021 46.72 9.12
9-Feb-2021 46.79 9.10
10-Feb-2021 46.95 9.09
11-Feb-2021 47.13 9.04
12-Feb-2021 46.91 9.14
13-Feb-2021 46.89 9.18
14-Feb-2021 46.87 9.23
15-Feb-2021 46.85 9.28
16-Feb-2021 46.82 9.32
17-Feb-2021 47.10 9.38
18-Feb-2021 47.40 9.33
19-Feb-2021 47.63 9.41
20-Feb-2021 47.86 9.45
21-Feb-2021 48.10 9.48
22-Feb-2021 48.34 9.52
23-Feb-2021 50.29 9.57
24-Feb-2021 49.95 9.79
25-Feb-2021 50.37 9.63
26-Feb-2021 51.93 9.40
27-Feb-2021 51.50 9.52
28-Feb-2021 51.07 9.63
1-Mar-2021 50.64 9.75
2-Mar-2021 50.16 9.76
3-Mar-2021 50.31 9.93
4-Mar-2021 51.17 9.85
5-Mar-2021 52.37 9.89
6-Mar-2021 52.28 9.93
7-Mar-2021 52.19 9.97
8-Mar-2021 52.10 10.02
9-Mar-2021 52.16 9.94
10-Mar-2021 52.01 10.19
11-Mar-2021 51.37 10.16
12-Mar-2021 51.15 10.31
13-Mar-2021 51.16 10.29
14-Mar-2021 51.16 10.28
15-Mar-2021 51.17 10.26
16-Mar-2021 51.17 10.17
17-Mar-2021 51.69 10.27
18-Mar-2021 50.89 10.37
19-Mar-2021 50.92 10.24
20-Mar-2021 51.98 10.17
21-Mar-2021 53.04 10.11
22-Mar-2021 54.10 10.05
23-Mar-2021 54.81 9.86
24-Mar-2021 54.73 9.88
25-Mar-2021 54.19 10.04
26-Mar-2021 54.89 10.18
27-Mar-2021 55.35 10.14
28-Mar-2021 55.81 10.09
29-Mar-2021 56.27 10.05
30-Mar-2021 57.11 10.19
31-Mar-2021 56.70 10.07
1-Apr-2021 55.22 9.75
2-Apr-2021 54.86 9.75
3-Apr-2021 54.49 9.75
4-Apr-2021 54.12 9.75
5-Apr-2021 53.76 9.74
6-Apr-2021 53.26 9.75
7-Apr-2021 53.14 9.77
8-Apr-2021 53.33 9.79
9-Apr-2021 51.45 9.87
10-Apr-2021 51.45 9.88
11-Apr-2021 51.44 9.88
12-Apr-2021 51.44 9.89
13-Apr-2021 50.88 9.76
14-Apr-2021 49.81 9.88
15-Apr-2021 48.46 9.85
16-Apr-2021 48.42 9.76
17-Apr-2021 48.63 9.77
18-Apr-2021 48.85 9.79
19-Apr-2021 49.07 9.80
20-Apr-2021 50.72 9.57
21-Apr-2021 50.90 9.70
22-Apr-2021 50.89 9.58
23-Apr-2021 50.89 9.80
24-Apr-2021 50.86 9.82
25-Apr-2021 50.82 9.84
26-Apr-2021 50.79 9.86
27-Apr-2021 50.29 9.95
28-Apr-2021 50.15 10.00
29-Apr-2021 49.07 10.15
30-Apr-2021 49.09 10.03
1-May-2021 49.03 10.04
2-May-2021 48.97 10.05
3-May-2021 48.91 10.06
4-May-2021 48.92 10.10
5-May-2021 48.93 10.24
6-May-2021 48.64 10.39
7-May-2021 48.59 10.43
8-May-2021 48.48 10.43
9-May-2021 48.36 10.42
10-May-2021 48.25 10.42
11-May-2021 49.69 10.27
12-May-2021 50.97 10.17
13-May-2021 51.48 10.32
14-May-2021 50.29 10.47
15-May-2021 50.26 10.49
16-May-2021 50.22 10.51
17-May-2021 50.19 10.53
18-May-2021 50.61 10.38
19-May-2021 52.16 10.31
20-May-2021 51.82 10.29
21-May-2021 52.07 10.44
22-May-2021 52.00 10.46
23-May-2021 51.93 10.48
24-May-2021 51.86 10.50
25-May-2021 51.64 10.41
26-May-2021 51.67 10.45
27-May-2021 51.55 10.56
28-May-2021 51.46 10.56
29-May-2021 51.40 10.60
30-May-2021 51.33 10.63
31-May-2021 51.26 10.66
1-Jun-2021 50.74 10.69
2-Jun-2021 50.63 10.68
3-Jun-2021 50.86 10.70
4-Jun-2021 51.09 10.73
5-Jun-2021 51.09 10.72
6-Jun-2021 51.08 10.70
7-Jun-2021 51.08 10.69
8-Jun-2021 50.59 10.63
9-Jun-2021 50.55 10.53
10-Jun-2021 49.98 10.38
11-Jun-2021 49.85 10.43
12-Jun-2021 49.70 10.39
13-Jun-2021 49.55 10.36
14-Jun-2021 49.40 10.32
15-Jun-2021 48.95 10.32
16-Jun-2021 49.06 10.35
17-Jun-2021 49.09 9.99
18-Jun-2021 49.60 9.71
19-Jun-2021 49.63 9.78
20-Jun-2021 49.65 9.86
21-Jun-2021 49.67 9.93
22-Jun-2021 49.39 9.93
23-Jun-2021 49.55 9.97
24-Jun-2021 49.12 10.13
25-Jun-2021 48.93 10.25
26-Jun-2021 48.84 10.23
27-Jun-2021 48.75 10.22
28-Jun-2021 48.66 10.21
29-Jun-2021 48.17 10.21
30-Jun-2021 47.48 10.29
1-Jul-2021 47.55 10.21
2-Jul-2021 47.39 10.17
3-Jul-2021 47.36 10.12
4-Jul-2021 47.33 10.06
5-Jul-2021 47.30 10.01
6-Jul-2021 47.27 9.95
7-Jul-2021 47.27 9.92
8-Jul-2021 48.95 9.72
9-Jul-2021 48.49 10.02
10-Jul-2021 48.45 10.07
11-Jul-2021 48.41 10.11
12-Jul-2021 48.38 10.15
13-Jul-2021 48.29 10.05
14-Jul-2021 48.39 10.01
15-Jul-2021 48.95 9.98
16-Jul-2021 48.85 9.89
17-Jul-2021 49.29 9.80
18-Jul-2021 49.72 9.70
19-Jul-2021 50.16 9.61
20-Jul-2021 51.84 9.87
21-Jul-2021 51.44 10.08
22-Jul-2021 51.08 10.01
23-Jul-2021 50.79 9.97
24-Jul-2021 50.67 10.00
25-Jul-2021 50.54 10.03
26-Jul-2021 50.42 10.06
27-Jul-2021 51.05 10.05
28-Jul-2021 51.14 10.07
29-Jul-2021 50.75 10.18
30-Jul-2021 50.60 10.09
31-Jul-2021 50.60 10.07
1-Aug-2021 50.60 10.06
2-Aug-2021 50.60 10.04
3-Aug-2021 50.88 10.15
4-Aug-2021 50.50 10.04
5-Aug-2021 48.96 10.17
6-Aug-2021 48.91 10.42
7-Aug-2021 49.52 10.44
8-Aug-2021 50.13 10.45
9-Aug-2021 50.74 10.47
10-Aug-2021 50.41 10.61
11-Aug-2021 50.21 10.75
12-Aug-2021 49.86 10.78
13-Aug-2021 49.57 10.67
14-Aug-2021 49.60 10.65
15-Aug-2021 49.62 10.63
16-Aug-2021 49.64 10.61
17-Aug-2021 50.10 10.51
18-Aug-2021 50.19 10.41
19-Aug-2021 50.83 10.27
20-Aug-2021 50.95 10.33
21-Aug-2021 50.79 10.37
22-Aug-2021 50.64 10.41
23-Aug-2021 50.49 10.45
24-Aug-2021 49.76 10.57
25-Aug-2021 48.97 10.73
26-Aug-2021 48.57 10.72
27-Aug-2021 47.94 10.85
28-Aug-2021 47.65 10.79
29-Aug-2021 47.37 10.73
30-Aug-2021 47.08 10.67
31-Aug-2021 46.71 10.62
1-Sep-2021 46.07 10.51
2-Sep-2021 46.12 10.56
3-Sep-2021 44.59 10.51
4-Sep-2021 44.92 10.50
5-Sep-2021 45.26 10.49
6-Sep-2021 45.59 10.47
7-Sep-2021 45.93 10.46
8-Sep-2021 45.46 10.36
9-Sep-2021 45.54 10.40
10-Sep-2021 45.13 10.39

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.

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Figure 6. Loans by type

Trillions of Dollars

Date C&I CRE RRE Consumer
1-Jan-20 2,349 2,325 2,292 1,592
8-Jan-20 2,355 2,325 2,291 1,594
15-Jan-20 2,355 2,329 2,287 1,595
22-Jan-20 2,356 2,330 2,293 1,598
29-Jan-20 2,351 2,333 2,296 1,600
5-Feb-20 2,347 2,338 2,294 1,600
12-Feb-20 2,344 2,340 2,287 1,601
19-Feb-20 2,349 2,341 2,297 1,604
26-Feb-20 2,353 2,344 2,296 1,606
4-Mar-20 2,362 2,347 2,297 1,613
11-Mar-20 2,388 2,349 2,303 1,613
18-Mar-20 2,541 2,355 2,303 1,613
25-Mar-20 2,700 2,364 2,304 1,603
1-Apr-20 2,797 2,367 2,305 1,591
8-Apr-20 2,838 2,371 2,310 1,576
15-Apr-20 2,888 2,374 2,309 1,560
22-Apr-20 2,983 2,377 2,306 1,543
29-Apr-20 3,014 2,377 2,306 1,536
6-May-20 3,062 2,379 2,298 1,528
13-May-20 3,070 2,379 2,299 1,523
20-May-20 3,043 2,382 2,298 1,518
27-May-20 3,019 2,383 2,295 1,513
3-Jun-20 2,984 2,385 2,288 1,514
10-Jun-20 2,969 2,383 2,285 1,514
17-Jun-20 2,930 2,382 2,288 1,514
24-Jun-20 2,903 2,382 2,289 1,515
1-Jul-20 2,878 2,385 2,293 1,515
8-Jul-20 2,868 2,386 2,300 1,517
15-Jul-20 2,864 2,387 2,297 1,518
22-Jul-20 2,862 2,389 2,298 1,518
29-Jul-20 2,846 2,390 2,293 1,517
5-Aug-20 2,837 2,393 2,291 1,516
12-Aug-20 2,825 2,394 2,298 1,514
19-Aug-20 2,807 2,395 2,286 1,514
26-Aug-20 2,800 2,397 2,286 1,514
2-Sep-20 2,783 2,397 2,276 1,513
9-Sep-20 2,774 2,399 2,273 1,514
16-Sep-20 2,753 2,400 2,276 1,514
23-Sep-20 2,738 2,398 2,277 1,514
30-Sep-20 2,712 2,399 2,284 1,517
7-Oct-20 2,700 2,400 2,279 1,514
14-Oct-20 2,687 2,399 2,271 1,517
21-Oct-20 2,687 2,401 2,270 1,518
28-Oct-20 2,675 2,401 2,263 1,518
4-Nov-20 2,655 2,403 2,260 1,518
11-Nov-20 2,645 2,403 2,263 1,518
18-Nov-20 2,631 2,404 2,253 1,517
25-Nov-20 2,624 2,405 2,243 1,519
2-Dec-20 2,620 2,405 2,237 1,518
9-Dec-20 2,611 2,405 2,235 1,520
16-Dec-20 2,603 2,405 2,238 1,521
23-Dec-20 2,594 2,408 2,239 1,523
30-Dec-20 2,590 2,407 2,239 1,521
6-Jan-21 2,584 2,411 2,246 1,523
13-Jan-21 2,573 2,412 2,255 1,520
20-Jan-21 2,565 2,414 2,245 1,523
27-Jan-21 2,565 2,416 2,241 1,521
3-Feb-21 2,572 2,415 2,238 1,520
10-Feb-21 2,576 2,417 2,244 1,522
17-Feb-21 2,587 2,417 2,233 1,522
24-Feb-21 2,601 2,418 2,228 1,523
3-Mar-21 2,611 2,419 2,229 1,526
10-Mar-21 2,630 2,420 2,230 1,528
17-Mar-21 2,603 2,419 2,222 1,528
24-Mar-21 2,580 2,419 2,224 1,526
31-Mar-21 2,564 2,422 2,220 1,532
7-Apr-21 2,570 2,423 2,227 1,530
14-Apr-2021 2,574 2,424 2,223 1,530
21-Apr-2021 2,558 2,425 2,216 1,533
28-Apr-2021 2,559 2,426 2,213 1,538
5-May-2021 2,554 2,427 2,210 1,537
12-May-2021 2,553 2,428 2,216 1,543
19-May-2021 2,551 2,430 2,209 1,547
26-May-2021 2,546 2,432 2,206 1,552
2-Jun-2021 2,538 2,434 2,200 1,553
9-Jun-2021 2,526 2,438 2,201 1,558
16-Jun-2021 2,477 2,442 2,201 1,560
23-Jun-2021 2,460 2,446 2,202 1,569
30-Jun-2021 2,463 2,445 2,204 1,578
7-Jul-2021 2,465 2,446 2,200 1,576
14-Jul-2021 2,460 2,448 2,199 1,577
21-Jul-2021 2,456 2,450 2,212 1,582
28-Jul-2021 2,461 2,454 2,219 1,585
4-Aug-2021 2,454 2,458 2,220 1,587
11-Aug-2021 2,440 2,459 2,229 1,591
18-Aug-2021 2,426 2,462 2,226 1,594
25-Aug-2021 2,422 2,465 2,232 1,595
1-Sep-2021 2,426 2,473 2,229 1,598

Note: Data are for all commercial banks.

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

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Figure 7. C&I loans and unused commitments

Trillions of Dollars

Date C&I loans minus PPP loans PPP loans outstanding C&I unused commitments
3/31/2016 1,931,508,124 - 1,903,147,543
6/30/2016 1,952,870,785 - 1,859,786,509
9/30/2016 2,001,939,008 - 1,903,946,277
12/31/2016 1,994,750,993 - 1,939,284,906
3/31/2017 2,022,596,466 - 1,944,427,080
6/30/2017 2,043,515,469 - 1,955,358,699
9/30/2017 2,053,577,101 - 1,960,395,340
12/31/2017 2,070,271,680 - 2,003,405,469
3/31/2018 2,110,641,082 - 2,077,911,574
6/30/2018 2,136,052,461 - 2,122,337,134
9/30/2018 2,141,628,848 - 2,114,977,536
12/31/2018 2,221,351,066 - 2,093,388,535
3/31/2019 2,263,157,621 - 2,085,807,174
6/30/2019 2,276,774,480 - 2,131,068,354
9/30/2019 2,277,193,475 - 2,149,294,706
12/31/2019 2,270,195,828 - 2,202,005,134
3/31/2020 2,614,488,422 - 1,908,963,401
6/30/2020 2,264,294,620 483,207,775 2,126,256,503
9/30/2020 2,107,286,793 489,517,404 2,250,152,370
12/31/2020 2,086,690,774 406,638,319 2,337,968,546
3/31/2021 2,042,008,864 468,973,141 2,450,295,735
6/30/2021 2,065,766,421 322,940,808 2,554,234,267

Note: Assumes all PPP loans are C&I loans. Key identifies bars in order from top to bottom.

Source: Call Report and FR Y-9C.

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Figure 8: Net interest income and noninterest income

Billions of dollars

Date Net Interest Income Noninterest Income
31-Mar-2016 115,381,083 92,776,034
30-Jun-2016 116,014,569 101,005,981
30-Sep-2016 123,368,629 108,663,093
31-Dec-2016 122,927,414 101,247,558
31-Mar-2017 123,586,817 109,287,450
30-Jun-2017 126,700,850 108,699,478
30-Sep-2017 129,618,817 107,694,610
31-Dec-2017 131,076,896 104,802,148
31-Mar-2018 131,809,078 116,858,396
30-Jun-2018 135,259,788 115,179,688
30-Sep-2018 138,483,311 112,196,260
31-Dec-2018 140,740,722 104,589,729
31-Mar-2019 139,291,352 112,577,439
30-Jun-2019 140,171,722 115,882,204
30-Sep-2019 139,202,378 117,205,081
31-Dec-2019 137,811,616 115,422,988
31-Mar-2020 139,026,102 111,736,690
30-Jun-2020 133,189,868 129,393,072
30-Sep-2020 130,564,245 124,638,911
31-Dec-2020 134,336,636 129,474,347
31-Mar-2021 132,336,098 148,776,076
30-Jun-2021 132,520,106 142,132,777

Note: Key identifies bars in order from top to bottom.

Source: Call Report and FR Y-9C.

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Figure 9. Loan delinquency rates

Percent

Date Total C&I CRE RRE Consumer
31-Mar-2016 1.66 1.33 0.77 3.83 0.93
30-Jun-2016 1.58 1.43 0.70 3.54 0.91
30-Sep-2016 1.52 1.41 0.65 3.37 0.97
31-Dec-2016 1.51 1.35 0.62 3.33 1.04
31-Mar-2017 1.44 1.26 0.58 3.13 1.06
30-Jun-2017 1.30 1.16 0.56 2.75 0.99
30-Sep-2017 1.27 1.07 0.54 2.67 1.08
31-Dec-2017 1.25 0.95 0.51 2.76 1.13
31-Mar-2018 1.20 0.90 0.51 2.61 1.11
30-Jun-2018 1.11 0.84 0.50 2.38 1.04
30-Sep-2018 1.06 0.78 0.47 2.23 1.05
31-Dec-2018 1.03 0.73 0.47 2.14 1.14
31-Mar-2019 1.03 0.86 0.48 2.03 1.11
30-Jun-2019 0.97 0.84 0.46 1.87 1.03
30-Sep-2019 0.96 0.89 0.45 1.80 1.07
31-Dec-2019 0.94 0.89 0.42 1.76 1.12
31-Mar-2020 0.97 0.92 0.51 1.73 1.16
30-Jun-2020 1.11 1.12 0.63 2.02 0.99
30-Sep-2020 1.17 1.14 0.71 2.36 0.82
31-Dec-2020 1.18 1.10 0.81 2.40 0.95
31-Mar-2021 1.128 0.997 0.803 2.387 0.88
30-Jun-2021 1.013 0.897 0.737 2.146 0.69

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

Source: Call Report and FR Y-9C.

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Figure 10. Section 4013 loan balances

Billions of dollars

Date Seciton 4013 loans
30-Jun-2020 620
30-Sep-2020 401
31-Dec-2020 286
31-Mar-2021 248
30-Jun-2021 199

Source: Call Report and FR Y-9C.

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Figure A. CRE delinquencies and net charge-off rates

Percent

Date Deliquency rate Net charge-off rate
31-Mar-2016 0.77 -0.01
30-Jun-2016 0.70 0.01
30-Sep-2016 0.65 0.01
31-Dec-2016 0.62 0.04
31-Mar-2017 0.58 0.01
30-Jun-2017 0.56 0.02
30-Sep-2017 0.54 0.02
31-Dec-2017 0.51 0.05
31-Mar-2018 0.51 0.00
30-Jun-2018 0.50 0.02
30-Sep-2018 0.47 0.03
31-Dec-2018 0.47 0.04
31-Mar-2019 0.48 0.03
30-Jun-2019 0.46 0.02
30-Sep-2019 0.45 0.03
31-Dec-2019 0.42 0.04
31-Mar-2020 0.51 0.02
30-Jun-2020 0.63 0.07
30-Sep-2020 0.71 0.12
31-Dec-2020 0.81 0.15
31-Mar-2021 0.80 0.06
30-Jun-2021 0.74 0.05

Note: Delinquent loans are those 90+ days past due or in non-accrual status.

Source: Call Report and FR Y-9C.

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Figure B. Holders of U.S. CRE mortgage loans, 2021:Q2
Category Percentage
GSEs & Agencies 17.6%
Insurance 12.6%
ABS Issuers 8.8%
REITs 4.5%
Others 6.5%
Depository Institutions: 50.1%
LISCC 7.7%
LFBO 9.3%
RBO 14.9%
CBO 18.1%

Source: Financial Accounts of the United States, Call Report, and Y9-C.

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Figure A. Return on equity

Percent, annual rate

Date Return on equity
19-Mar 12.2%
19-Jun 12.5%
19-Sep 10.8%
19-Dec 10.8%
20-Mar 4.8%
20-Jun 2.8%
20-Sep 10.0%
20-Dec 11.8%
21-Mar 16.4%
21-Jun 15.4%
21-Sep 13.5%

Source: S&P Global Market Intelligence and earnings releases.

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Figure B. Loan loss reserves as a percent of average loans

Percent

Date Loan loss reserves
19-Mar 1.2%
19-Jun 1.2%
19-Sep 1.2%
19-Dec 1.2%
20-Mar 1.8%
20-Jun 2.5%
20-Sep 2.6%
20-Dec 2.5%
21-Mar 2.2%
21-Jun 1.9%
21-Sep 1.7%

Note: See the data appendix for additional information.

Source: S&P Global Market Intelligence and earnings releases.

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Figure C. CET1 ratio

Percent

Date CET1 ratio
19-Mar 11.8%
19-Jun 11.9%
19-Sep 11.7%
19-Dec 11.6%
20-Mar 11.0%
20-Jun 11.6%
20-Sep 12.1%
20-Dec 12.2%
21-Mar 12.1%
21-Jun 12.1%
21-Sep 11.9%

Source: S&P Global Market Intelligence and earnings releases

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Last Update: November 30, 2021