Silicon Valley Bank Results Presentation Deck
Significant potential revenue upside if rates continue
to increase
Estimated increase in annualized
pre-tax NII for each 25 bp increase
in rates
NII increase
assuming static
balance sheet
Additional NII benefit
assuming FY'22
growth outlook
Total
NII benefit
+~$90-110M¹
svb>
-~$10-20M²
~$100-130M
Estimated increase in annualized
pre-tax client investment fees and
fee margin³:
March 25 bp
increase annualized
Each subsequent
25 bp increase in
short-term rates
+~$220M
+10-11 bps
+~$20-50M
+1-2 bps
1. Equivalent to +10.2% NII sensitivity for the expected 12-month impact of a +100 bp rate shock on net interest income. Management's sensitivity analysis is
based on a static balance sheet, in size and composition, as of March 31, 2022 and is subject to assumptions, including a 60% beta on interest-bearing
deposits and an instantaneous and sustained parallel shift in rates. Actual results may differ.
2. Assumes growth in average loans and average deposits consistent with our FY'22 outlook (see page 7) and that securities paydowns
(-$2-3B/quarter) and excess balance sheet growth is reinvested in securities until Fed cash target is met (4-6% of total deposits).
3. Based on Q1'22 off-balance sheet client investment fund average balances.
Q1 2022 FINANCIAL HIGHLIGHTS
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