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U.S. Banks’ Unrealized Losses on Securities
Unrealized gains (losses) on investment securities at all FDIC-insured institutions, quarterly, $ billions
Plays the chart through its history. Pauses are where the data set a record or moved most.
Fair value minus amortized cost, summed over every bank’s Call Report (FDIC BankFind, public domain), the same measure as the Quarterly Banking Profile. Held-to-maturity losses do not reduce reported capital. From the first quarter of 2012, when savings institutions joined the Call Report.
When interest rates jumped in 2022, the bonds banks bought in the low-rate years lost value, opening a hole that peaked near the 2023 bank failures. It has narrowed as bonds mature, but it stays large, and most of it sits in held-to-maturity books that capital ratios never see.
What this chart reads
- U.S. Banks · Unrealized Gains (Losses) on Available-for-Sale Securitiesas “Available for sale”behindlatest 2026-04-01
- U.S. Banks · Unrealized Gains (Losses) on Held-to-Maturity Securitiesas “Held to maturity”behindlatest 2026-04-01
Sources
U.S. Banks · Unrealized Gains (Losses) on Available-for-Sale Securities. Source: Federal Deposit Insurance Corporation, BankFind Suite financial data (Call Reports): the sum over all institutions of SCAF (AFS fair value) minus SCAA (AFS amortized cost). Public domain. From 2012 Q1, when savings institutions moved onto the Call Report; earlier BankFind sums mix two reporting forms and are not comparable. Palanor re-reads every quarter weekly, because banks amend recent reports.
U.S. Banks · Unrealized Gains (Losses) on Held-to-Maturity Securities. Source: Federal Deposit Insurance Corporation, BankFind Suite financial data (Call Reports): the sum over all institutions of SCHF (HTM fair value) minus SCHA (HTM amortized cost). Public domain. From 2012 Q1, when savings institutions moved onto the Call Report. Palanor re-reads every quarter weekly, because banks amend recent reports.
Charts are drawn from Palanor's signal library and recomputed from source data on every view. Transformations (changes, indexing, year-on-year rates) are Palanor's.