What are the trends in the average amount of HTM and AFS investments held during the sample period? What are the trends in the composition
What are the trends in the average amount of HTM and AFS investments held during the sample period?
What are the trends in the composition of banks investment portfolios during the sample period? In particular, how did the average HTM percentage change during the sample period?
What are the trends at the individual bank level in the change in the HTM percentage of investments held for large banks from 2013 to 2018 (the period after which the change in regulation took place)?
Q1 Ave HTM and AFS - ALL 01 Ave HTM and AFS - BANKS LARGE BANKS Q1 Ave HTM and AFS - SMALL BANKS Date Date Date 200K 100M 400K 80M 150K 300K 60M Average of AFS Average of AFS Average of AFS 100K 200K 40M 50K 100K 20M OM OK 200K OK 80K 40M 150K 60K 30M Average of HTM 100K Average of HTM Average of HTM 40K 20M 50K 20K 10M OK OM OK 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 NN Q2 - HTM% ALL BANKS Q2-HTM% by Bank Type ALL BANKS Date Date 15.0% 28.096 14.0% 26.096 13.0% 24.0% 12.09 22.0% 11.0% 20.096 10.0% 18.096 9.0% 16.09 8.0% Average in HTM PERC Average in HTM PERC 14.0% 7.0% 12.09 6.0% 10.096 5.0% 8.096 4.096 6.0% 3.0% Bank Type Large bank Small bank 2.09 4.096 1.096 2.096 0.096 0.096 RSSDID 23-HTM% LINE GRAPH RSSDID / Date 35301 112837 210434 413208 Wells Fa. 476810 480228 541101 817824 852218 1394676 1456501 2182786 50.096 497404 US, Ban, 47.7% 47.296 44.896 45.0% TI 35301 112837 210434 413208 Wells Farg 476810 480228 497404 U.S. Bank A 541101 817824 852218 | 1394676 1456501 2182786 41.096 40.0% 41.2% 36.396 35.0% 32.296 32.4% 30.49 30.0% 28.696 25.6% 25.0% 24.3% average of HTM PERC == 20.0% 16.9% 18.5% 18.2% 15.09 16.69 15.8% 12.99 13.796 13.6% 10.0% 5.0% 4.296 4.496 2.6% 0.096 1.49 2.196 1.1% 0.0%0.0% 0.0% 1 null 201320182013201820132018201320182013201820132018201320182013201820132018201320182013201820132018201320182013201820132018 Q3- HTM% BAR GRAPH RSSDID / Date Wells F.. 35301 14565.. 112837 413208 210434 480228 476810 541101 852218 497404 817824 21827. 13946. U.S. Ba.. 34.9% 35.0% 33.69 32.4% RSSDID Wells Farg. 35301 1456501 112837 413208 210434 480228 476810 541101 852218 497404 817824 2182786 1394676 U.S. Bank A. 31.29% 29.69 30.0% 25.0% 24.2% 22.59 20.0% 15.7% 15.0% Difference in Aveg. HTM PER 13.8% 10.7% 9.8% 10.0% 6.1% 5.0% 4.2% 0.0% 0.0% -5.0% -6.5% -10.0% 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 Q1 Ave HTM and AFS - ALL 01 Ave HTM and AFS - BANKS LARGE BANKS Q1 Ave HTM and AFS - SMALL BANKS Date Date Date 200K 100M 400K 80M 150K 300K 60M Average of AFS Average of AFS Average of AFS 100K 200K 40M 50K 100K 20M OM OK 200K OK 80K 40M 150K 60K 30M Average of HTM 100K Average of HTM Average of HTM 40K 20M 50K 20K 10M OK OM OK 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 NN Q2 - HTM% ALL BANKS Q2-HTM% by Bank Type ALL BANKS Date Date 15.0% 28.096 14.0% 26.096 13.0% 24.0% 12.09 22.0% 11.0% 20.096 10.0% 18.096 9.0% 16.09 8.0% Average in HTM PERC Average in HTM PERC 14.0% 7.0% 12.09 6.0% 10.096 5.0% 8.096 4.096 6.0% 3.0% Bank Type Large bank Small bank 2.09 4.096 1.096 2.096 0.096 0.096 RSSDID 23-HTM% LINE GRAPH RSSDID / Date 35301 112837 210434 413208 Wells Fa. 476810 480228 541101 817824 852218 1394676 1456501 2182786 50.096 497404 US, Ban, 47.7% 47.296 44.896 45.0% TI 35301 112837 210434 413208 Wells Farg 476810 480228 497404 U.S. Bank A 541101 817824 852218 | 1394676 1456501 2182786 41.096 40.0% 41.2% 36.396 35.0% 32.296 32.4% 30.49 30.0% 28.696 25.6% 25.0% 24.3% average of HTM PERC == 20.0% 16.9% 18.5% 18.2% 15.09 16.69 15.8% 12.99 13.796 13.6% 10.0% 5.0% 4.296 4.496 2.6% 0.096 1.49 2.196 1.1% 0.0%0.0% 0.0% 1 null 201320182013201820132018201320182013201820132018201320182013201820132018201320182013201820132018201320182013201820132018 Q3- HTM% BAR GRAPH RSSDID / Date Wells F.. 35301 14565.. 112837 413208 210434 480228 476810 541101 852218 497404 817824 21827. 13946. U.S. Ba.. 34.9% 35.0% 33.69 32.4% RSSDID Wells Farg. 35301 1456501 112837 413208 210434 480228 476810 541101 852218 497404 817824 2182786 1394676 U.S. Bank A. 31.29% 29.69 30.0% 25.0% 24.2% 22.59 20.0% 15.7% 15.0% Difference in Aveg. HTM PER 13.8% 10.7% 9.8% 10.0% 6.1% 5.0% 4.2% 0.0% 0.0% -5.0% -6.5% -10.0% 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018 2018
