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Profits and balance sheet developments at U.S. commercial banks in 2002

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Author Info
Mark Carlson
Roberto Perli

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Abstract

Despite the lackluster performance of the U.S. economy, the profitability of the U.S. commercial banking industry was again high in 2002, and the return on bank assets reached its highest level in more than three decades. Profitability was spurred in considerable part by declines in market interest rates to extraordinarily low levels. Short-term interest rates were low throughout 2002 as a result of the Federal Reserve's aggressive easing the year before in response to economic weakness, and longer-term rates fell to multidecade lows by year-end. Nevertheless, the yield curve steepened on average, benefiting net interest margins. The decline in longer-term interest rates also boosted realized gains on securities. The low interest rates strengthened the ability of households and businesses to service their debt, which also supported bank profitability. Finally, a change in accounting rules that largely eliminated the requirement to amortize goodwill caused a one-time drop in expenses. Despite the largest decline in commercial and industrial loans since the 1990-91 recession, the expansion of bank balance sheets quickened last year, driven primarily by real estate lending and substantial acquisitions of securities. Equity capital rose slightly faster than assets, and regulatory capital ratios also improved a bit, benefiting from an increased share of assets with low regulatory risk weights.

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Article provided by Board of Governors of the Federal Reserve System (U.S.) in its journal Federal Reserve Bulletin.

Volume (Year): (2003)
Issue (Month): Jun ()
Pages: 243-270
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Handle: RePEc:fip:fedgrb:y:2003:i:jun:p:243-270:n:v.89no.6

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Keywords: Banks and banking ; Bank profits ; Bank assets;

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  1. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2005. "Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II," Working Papers 05-29, Federal Reserve Bank of Philadelphia. [Downloadable!]
  2. J. Christina Wang & Susanto Basu & John G. Fernald, 2008. "A General-Equilibrium Asset-Pricing Approach to the Measurement of Nominal and Real Bank Output," NBER Working Papers 14616, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2007. "Competitive effects of Basel II on U.S. bank credit card lending," Working Papers 07-9, Federal Reserve Bank of Philadelphia. [Downloadable!]
    Other versions:
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