Supervisors Symposium - December 2023

Internal Use Only

In response to the Spring Bank failures due to liquidity, on balance sheet liquidity is declining rapidly . . .

On Balance Sheet Liquidity

40.00

Industry

35.00

Mid ‐ Atlantic

30.00

25.00

Mid ‐ West

20.00

North ‐ East

15.00

South ‐ East

10.00

South ‐ West

5.00

0.00

West

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

On Balance Sheet Liquidity

Change QoQ

Change YoY

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 29.85 29.62 25.82 22.99 20.76 20.06 17.96 17.03 24.11 23.56 20.23 17.65 15.96 16.13 13.42 12.78 29.52 29.82 25.86 22.90 20.85 20.65 18.14 16.75 23.36 22.35 18.99 16.48 15.38 14.50 13.56 12.29 31.26 30.11 26.24 22.79 20.61 19.84 18.40 17.69 31.82 31.18 28.02 25.66 23.02 21.74 19.44 19.01 35.36 34.14 29.20 28.31 25.52 21.94 19.79 19.59

Industry

‐ 0.93 ‐ 0.64 ‐ 1.40 ‐ 1.27 ‐ 0.71 ‐ 0.43 ‐ 0.20

‐ 5.96 ‐ 4.87 ‐ 6.15 ‐ 4.18 ‐ 5.10 ‐ 6.65 ‐ 8.72

Mid ‐ Atlantic Mid ‐ West North ‐ East South ‐ East South ‐ West

West

57

Source: Call Report Data

© 2023 –FinPro, Inc.

57

Internal Use Only

The shift to time sequenced liquidity has resulted in more pledging of securities . . .

Pledged Securities / Total Securities

10.00 15.00 20.00 25.00 30.00 35.00 40.00 45.00 50.00

Industry

Mid ‐ Atlantic

Mid ‐ West

North ‐ East

South ‐ East

South ‐ West

0.00 5.00

West

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

Pledged Securities / Total Securities

Change QoQ

Change YoY

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 26.85 25.66 26.28 26.76 29.63 34.56 39.29 41.52 26.78 25.25 25.63 27.39 27.63 36.65 42.72 47.29 27.88 25.87 26.84 27.92 30.44 34.56 39.06 41.23 4.74 4.20 4.42 5.15 6.20 15.77 25.07 26.93 30.53 28.53 29.19 29.53 32.73 37.05 39.63 43.40 31.32 30.87 30.96 29.58 32.35 37.97 42.60 44.76 12.73 12.89 14.79 14.43 15.21 23.50 32.08 34.18

Industry

2.24 14.77 4.57 19.90 2.17 13.31 1.86 21.78 3.77 13.87 2.16 15.18 2.10 19.75

Mid ‐ Atlantic Mid ‐ West North ‐ East South ‐ East South ‐ West

West

58

Source: Call Report Data

© 2023 –FinPro, Inc.

58