Line
Unrealized Losses on Bank Securities
Fair value minus amortized cost of HTM and AFS securities, % of tier 1 capital, by bank size
5 of 5 series are above their level a year earlier
Plays the chart through its history. Pauses are where the data set a record or moved most.
FFIEC Call Reports, every insured U.S. bank charter, by total assets in each quarter (nominal dollars). Bank charters, not holding companies. Below zero is an unrealized loss. Losses count against regulatory capital only for some banks and only when securities are sold.
Bonds bought when rates were low lost value when rates rose. These paper losses limit how banks can meet deposit outflows, which is what broke Silicon Valley Bank in 2023.
What this chart reads
- U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) (All Banks)as “All banks”latest 2026-06-30
- U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) (Under $1B Assets)as “Under $1B”latest 2026-06-30
- U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) ($1B-$10B Assets)as “$1B to $10B”latest 2026-06-30
- U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) ($10B-$100B Assets)as “$10B to $100B”latest 2026-06-30
- U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) ($100B+ Assets)as “$100B and over”latest 2026-06-30
Sources
U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) (All Banks). Source: Federal Financial Institutions Examination Council, Central Data Repository, Call Reports bulk data ("Call Reports -- Single Period", cdr.ffiec.gov), every insured U.S. commercial bank and savings institution that files a Call Report; U.S. government work. Refreshed, which checks weekly for a new quarter (banks file 30 days after quarter end; the full set is usually complete about 45 days after).
U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) (Under $1B Assets). Source: Federal Financial Institutions Examination Council, Central Data Repository, Call Reports bulk data ("Call Reports -- Single Period", cdr.ffiec.gov), every insured U.S. commercial bank and savings institution that files a Call Report; U.S. government work. Refreshed, which checks weekly for a new quarter (banks file 30 days after quarter end; the full set is usually complete about 45 days after).
U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) ($1B-$10B Assets). Source: Federal Financial Institutions Examination Council, Central Data Repository, Call Reports bulk data ("Call Reports -- Single Period", cdr.ffiec.gov), every insured U.S. commercial bank and savings institution that files a Call Report; U.S. government work. Refreshed, which checks weekly for a new quarter (banks file 30 days after quarter end; the full set is usually complete about 45 days after).
U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) ($10B-$100B Assets). Source: Federal Financial Institutions Examination Council, Central Data Repository, Call Reports bulk data ("Call Reports -- Single Period", cdr.ffiec.gov), every insured U.S. commercial bank and savings institution that files a Call Report; U.S. government work. Refreshed, which checks weekly for a new quarter (banks file 30 days after quarter end; the full set is usually complete about 45 days after).
U.S. Banks Unrealized Securities Gains or Losses (% of Tier 1 Capital) ($100B+ Assets). Source: Federal Financial Institutions Examination Council, Central Data Repository, Call Reports bulk data ("Call Reports -- Single Period", cdr.ffiec.gov), every insured U.S. commercial bank and savings institution that files a Call Report; U.S. government work. Refreshed, which checks weekly for a new quarter (banks file 30 days after quarter end; the full set is usually complete about 45 days after).
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.