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US G-SIBs Boost AFS Securities Holdings to Record $74 Billion

Created at 8 Sep · 3:41 AM1 source↑ Market-relevant
IN SHORT

US global systemically important banks (G-SIBs) increased their available-for-sale (AFS) securities holdings to a record high in the second quarter, with Citi, Goldman Sachs, and Wells Fargo adding a combined $74 billion to their portfolios. Citi reported the largest increase, driven by residential mortgage-backed securities.

Key Numbers

$74 billionCombined AFS securities increase by Citi, Goldman, Wells Fargo
$28.2 billionCiti's AFS securities increase
12thConsecutive quarters of AFS securities growth for US G-SIBs

Who's Involved

Citi
Increased AFS securities holdings by $28.2 billion
Goldman Sachs
Increased AFS securities holdings
Wells Fargo
Increased AFS securities holdings
US global systemically important banks (G-SIBs)
Pushed AFS securities holdings to a record high

↳ Why This Matters

The sustained increase in AFS securities, particularly mortgage-backed securities, by major US banks indicates a shift in their balance sheet strategies, potentially reflecting a response to market conditions or regulatory guidance.

Key facts

  • US global systemically important banks (G-SIBs) increased their available-for-sale (AFS) securities holdings to a record high in Q2.
  • Citi, Goldman Sachs, and Wells Fargo added a combined $74 billion to their AFS portfolios.
  • Citi saw the largest increase, adding $28.2 billion, with significant growth in residential mortgage-backed securities.
  • This marks the 12th consecutive quarter of growth in AFS securities for US G-SIBs.
  • US global systemically important banks (G-SIBs) expanded their holdings of available-for-sale (AFS) securities to a record high in the second quarter. This marks the twelfth consecutive quarter of growth for these portfolios. Citi, Goldman Sachs, and Wells Fargo were key drivers of this increase, collectively adding $74 billion to their AFS securities. Citi reported the most significant rise, with an increase of $28.2 billion, largely attributed to growth in pass-through residential mortgage-backed securities.

    Frequently asked questions

    Available-for-sale (AFS) securities are investments that a financial institution can sell before maturity if needed, but they are not intended to be held until maturity like held-to-maturity securities.

    US G-SIBs are large financial institutions whose failure could pose a significant risk to the global financial system, subject to enhanced regulatory oversight.

    Pass-through RMBS are securities backed by a pool of residential mortgages, where the principal and interest payments from homeowners are passed through to the security holders.
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    How It Developed

    US global systemically important banks (G-SIBs) increased their available-for-sale (AFS) securities holdings.
    The total AFS securities holdings reached a record high in the second quarter.
    Citi, Goldman Sachs, and Wells Fargo collectively increased their portfolios by $74 billion.
    Citi reported the largest increase, adding $28.2 billion, primarily in pass-through residential mortgage-backed securities.

    Sources

    T1
    Citi, Goldman and Wells Fargo drive $74bn AFS securities surgeRisk.net

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