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Figure 1: Aggregate Bank Capital and Liquidity
30%
15%
20%
10%
10%
5%
TCE/Assets (%) (RHS)
TCE/RWA (%) (RHS)
Net Liquid Assets/Assets (%) (LHS)
3Q16
3Q15
3Q14
3Q13
3Q12
3Q11
3Q10
3Q09
3Q08
3Q07
3Q06
3Q05
3Q04
3Q03
0%
3Q02
0%
Source: FR Y-9C.
Notes: TCE (tangible common equity), RWA (risk-weighted assets). Data are weighted averages of U.S. owned BHCs >$50bn as of 3Q16,
unadjusted for mergers. Net Liquid Assets include Cash, Fed Funds Sold, Netted Reverse Repo, Treasuries, Agency Debt, Agency MBS held to
maturity and available for sale, less related pledged securities.
Figure 5: Revenue Trends for U.S. BHC Sample
Standard Deviation of Net-Interest Income (LHS)
Standard Deviation of Non-Interest Income (LHS)
Net-Interest Income % Total Net-Revenue (RHS)
0.4
60%
3Q16
3Q15
3Q14
3Q13
3Q12
3Q11
3Q10
3Q09
40%
3Q08
0
3Q07
45%
3Q06
0.1
3Q05
50%
3Q04
0.2
3Q03
55%
3Q02
0.3
Source: Company Filings.
Notes: 4-quarter rolling standard deviation calculated on the year-over-year percent change per revenue source, and represents the median firm
per period. Net II % of Net-Revenue is the median ratio per period on a 4-quarter rolling basis. BHC Sample is a cohort of U.S. owned BHCs with
>$50bn in assets as of 3Q16, merger adjusted since 2000 to include major banking and non-banking operations.
Figure 7: Lending and Net-Interest Income Trend
60%
3.5%
Loans/GDP (%) (LHS)
Net-Interest Income/GDP (%) (RHS)
Source: All Insured FDIC Institutions, Haver
Notes: Quarterly net-interest income annualized
3Q16
3Q14
3Q12
3Q10
3Q08
3Q06
3Q04
3Q02
3Q00
3Q98
3Q96
3Q94
2.0%
3Q92
30%
3Q90
2.5%
3Q88
40%
3Q86
3.0%
3Q84
50%