Silicon Valley Bank Results Presentation Deck slide image

Silicon Valley Bank Results Presentation Deck

Strong balance sheet growth drives NII above guided range despite low rate environment Expect FY'21 NII % growth in the low 20s¹ and FY'21 NIM between 2.20-2.30% Q4'20 activity NET INTEREST INCOME¹ $ Millions 531.7 Q3'20 NII 2.53% NET INTEREST MARGIN Q3'20 NIM 61.7 svb> Balance Sheet Growth (0.14%) Balance Sheet Growth 4.6 SBA PPP² (0.01%) (1.5) Lower Fixed Income Yields³ Lower Fixed Income Yields 3 Surge in deposits drove significant securities purchases and high cash balances, pressuring NIM 0.02% 596.5 SBA PPP² Q4'20 NII 2.40% Q4'20 NIM • NII and NIM expected to be impacted by: + + + FY'21 outlook key drivers + Balance sheet growth (positive for NII, negative for NIM) Driven by strong client liquidity Rate protections $22B active loan floors as of 12/31/20 Swaps expected to offer~5 bps of NIM protection in 2021¹ SBA PPP program Q1'21 NII includes ~$16-18M of estimated SBA PPP loan interest and fees, net of deferred loan origination costs (+4 bps impact to NIM) Reduction in average cash balances To $7-9B target by end of 2021 (actual balances depend on timing of fund flows) Low new purchase yields While previous efforts to extend duration mitigate rolloffs, still expect $2.5B-$3.OB paydowns per quarter through 2021 Shifting loan mix Towards lower yielding Global Fund Banking capital call lines Spread compression Increasing competition as economy recovers 1. NII is presented on a fully taxable equivalent basis, while NII guidance excludes fully taxable equivalent adjustments. 2. SBA PPP contributed $14.3M to net interest income, including $9.9M of loan fees 3. Includes $12.7M acceleration of discount accretion due to an increase in expected prepayments for fixedate commercial mortgage- backed securities in our held-to-maturity portfolio, benefiting fixed income portfolio yields by 12 bps and NIM by 5 bps. 4. Unwound $5B swaps in Q1'20 resulting in $227M pretax fair value gains in OCI to be reclassified to loan interest income over 5 years based on the timing of cash flows from hedged variablerate loans. $179M locked-in gains remain as of December 31, 2020. 5. Based on SBA PPP forgiveness expectations. Estimate only, subject to SBA PPP terms; amounts actually forgiven and timing of forgiveness may differ. Excludes impact of PPP 2.0. Q4 2020 Financial Highlights 22
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