Accessible Version
Figure 1. Aggregate common equity tier 1 (CET1) capital ratio
Percent
Make Full ScreenDate | 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.
Figure 3. Bank profitability
Percent, annual rate
Make Full ScreenDate | 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.
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.
Figure 6. Loans by type
Trillions of Dollars
Make Full ScreenDate | 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."
Figure 7. C&I loans and unused commitments
Trillions of Dollars
Make Full ScreenDate | 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.
Figure 8: Net interest income and noninterest income
Billions of dollars
Make Full ScreenDate | 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.
Figure 9. Loan delinquency rates
Percent
Make Full ScreenDate | 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.
Figure 10. Section 4013 loan balances
Billions of dollars
Make Full ScreenDate | 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.
Figure A. CRE delinquencies and net charge-off rates
Percent
Make Full ScreenDate | 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.
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.
Figure A. Return on equity
Percent, annual rate
Make Full ScreenDate | 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.
Figure B. Loan loss reserves as a percent of average loans
Percent
Make Full ScreenDate | 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.
Figure C. CET1 ratio
Percent
Make Full ScreenDate | 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