Silicon Valley Bank Results Presentation Deck
Strong levels of reserves to withstand changing market conditions
Reserve release driven by improved economic scenarios and continued strong Private Bank performance
Tech & LS / HC
Moody's December forecasts
(40% baseline, 30% downside,
30% upside)
Economic scenarios improved
(Baseline: Peak unemployment of
~7% in Q2'21 and 1 year GDP growth
of 4.1%)
Loss modeling does not include
impact of fiscal stimulus or relief
programs
In thousands
Early-Stage Investor Dependent
Mid-Stage Investor Dependent
Later-Stage Investor Dependent
Balance Sheet Dependent
Cash Flow Dep: Sponsor Led Buyout
Cash Flow Dep: Other
Private Bank
Global Fund Banking
Premium Wine
Other
ACL for loans
ACL for unfunded credit commitments
ACL for loans and unfunded credit
commitments
svb >
ALLOWANCE FOR CREDIT LOSSES FOR LOANS AND UNFUNDED CREDIT COMMITMENTS
$ Millions
614
6.97%
3.84%
4.85%
1.71%
2.51%
1.55%
1.73%
0.20%
0.96%
0.18%
1.34%
0.33%
0.90%*
513
101
ACL 9/30/20 (%) ACL 9/30/20
102,559
62,418
97,711
29,069
51,661
40,321
76,479
38,989
10,405
3,346
$512,958
$101,515
$614,473
23
13
10
Changes in loan
composition/growth
Changing credit quality
Charge-offs/recoveries
Portfolio Changes
(538)
(10,744)
(9,714)
7,722
6,535
3,772
5,417
10,700
(718)
248
$12,680
$9,831
$22,511
* Weighted average ACL ratio for loans outstanding and unfunded credit commitments.
(68)
(78)
10
Improved Moody's
economic scenarios
Additional qualitative
adjustment for Private
Bank reserves given
strong performance
Model Assumptions
(15,347)
(3,510)
(9,478)
(1,140)
(9,098)
(4,593)
(28,267)
(4,105)
(940)
(1,395)
569
448
121
ACL 12/31/20 ACL 12/31/20 (%)
86,674
48,164
78,519
35,651
49,098
39,500
53,629
45,584
8,747
2,199
$(77,873) $447,765
$9,450 $120,796
$(68,423) $568,561
5.83%
3.08%
4.09%
1.63%
2.47%
1.34%
1.09%
0.18%
0.83%
0.14%
0.99%
0.38%
0.74%*
~6%
average
Early-Stage
NCOS over
2008-2010
VS.
ā -67%
of internal
9-quarter
stress losses
Q4 2020 Financial Highlights
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