Duration Trend
We have added a new report to the Executive Summary of the BancPath report. Many of our customers have requested and we have delivered a duration trend report of the investment and loan portfolio. You will see this new page immediately after the Repricing Drift page at the end of the Executive Summary. The goal of this page is to point to the changing risk profile of the bank based on the duration of the investment and loan portfolios. If you have questions about this page, please let us know.
DURATION Trend Analysis
|
| |
24 mos ago |
12 mos ago |
9 mos ago |
6 mos ago |
3 mos ago |
1 mos ago |
Current |
| Treasuries |
5.690 |
4.649 |
4.429 |
4.241 |
4.145 |
4.362 |
4.285 |
| Agcy NC |
6.459 |
4.218 |
4.034 |
3.806 |
3.569 |
3.540 |
3.463 |
| Agcy Call |
7.856 |
7.008 |
7.347 |
7.116 |
6.900 |
6.767 |
6.701 |
| Agencies |
7.763 |
6.244 |
5.946 |
5.717 |
5.492 |
5.430 |
5.359 |
| Muni GO |
5.456 |
3.262 |
4.619 |
4.055 |
3.125 |
2.839 |
2.568 |
| Muni REV |
5.098 |
3.465 |
4.197 |
3.506 |
2.833 |
2.690 |
2.653 |
| Municipals |
5.318 |
3.372 |
4.375 |
3.738 |
2.956 |
2.753 |
2.570 |
| CMO Fix |
2.050 |
1.385 |
1.402 |
1.414 |
1.355 |
1.325 |
1.396 |
| CMO Flt |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| MBS Fix |
2.411 |
2.719 |
2.945 |
2.769 |
2.738 |
2.771 |
3.288 |
| MBS ARM |
0.883 |
4.644 |
0.964 |
0.149 |
0.128 |
0.106 |
0.169 |
| MBS/CMO |
2.026 |
2.948 |
2.619 |
2.374 |
2.335 |
2.349 |
3.180 |
| Corp/Other |
0.000 |
8.043 |
7.852 |
7.664 |
7.455 |
7.374 |
7.302 |
| Total Invest |
6.496 |
4.964 |
5.098 |
4.768 |
4.418 |
4.386 |
4.318 |
| |
| Total Comm'l |
3.320 |
2.762 |
2.699 |
2.599 |
2.261 |
2.267 |
2.238 |
| Total Comm'l RE |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
0.000 |
| Total RE |
3.943 |
3.749 |
3.731 |
3.697 |
4.060 |
4.176 |
4.357 |
| Total AG |
2.170 |
1.866 |
1.897 |
1.811 |
1.764 |
1.790 |
1.955 |
| Total Cons |
2.663 |
2.734 |
2.744 |
2.790 |
2.460 |
2.407 |
2.368 |
| Gross Loans |
3.119 |
2.667 |
2.602 |
2.552 |
2.389 |
2.423 |
2.473 |
| |
| Earning Assets |
4.436 |
3.448 |
3.612 |
3.304 |
3.171 |
3.185 |
2.978 |