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by riskneutral 1194 days ago
> They were flying blind. While the Fed raised interest rates, the bank seemingly moved forward without any risk assessments.

Not having a CRO was unacceptable, without question. However, I don't know if having a CRO would have saved them. Lack of an officially appointed CRO does not imply lack of a functioning risk department, so it's not completely the same as "flying blind." Also, the CRO in a bank has a limited role. Decisions ultimately made by the CEO, after consulting the CRO as well as others such as the CFO and the Head of the Treasury department. Given the way the corporate politics and bank politics work, the CRO may have quite limited influence on decisions like how and when to raise new funding, and how much risk appetite to have for things like liquidity risk.

> But that wasn't the issue. The issue was all the "dry powder" that the bank accumulated over the past year.

Not really. The CEO really did inadvertently trigger an avoidable bank run. It wasn't simply the email, but also the decision to sell the HTM securities at a loss and raise equity publicly. The "dry powder" that had accumulated over the past year could have been handled in many different ways, they didn't have to buy 10 year Treasuries at a time when the risk was clearly that rates could rise due to persistent inflation and as the VC investment climate was cooling. The lowest risk option would have been to take the customer cash and deploy it in the secured overnight repo market while waiting a little bit to see what happens with inflation, the VC market, commercial real estate post-pandemic, etc., and dollar cost averaging any plans to purchase vast quantities of securities over years.

1 comments

they never sold any htm securities
Oh right, I forget, they merely announced that they had liquidated their entire AFS book at a $2 billion realized loss? That makes more sense, the accountants wouldn't have allowed to sell the HTM securities. That doesn't make it better, it makes it worse. Banks don't normally sell securities at a loss in their AFS book, nor do they normally liquidate their entire AFS book to raise cash. These were recklessly alarming moves for SVB to be signaling to the market.
You didn't do your research. They sold their AFS securities because Moody's was threatening to downgrade them, and they were forced to act. That's why everything happened so quickly, Moody's was going to downgrade them, which forced SVB to make a bunch of deals in order to not only short up their finances but try to get investors to inject liquidity. They didn't have enough time to seal the deal before announcing it, and all the investors pulled out after the reaction to the announcement.
> Moody's was threatening to downgrade them, and they were forced to ac

Ah I was missing that part of the story. It turns out that SVB hired Goldman Sachs to advise them on this crazy plan and all to turn a 2 notch downgrade by Moody's into a 1 notch downgrade. Supposedly they were so rushed by Moody's that they couldn't even close the equity raise before announcing it (which is batshit crazy for a company with a public stock price to do while trying to avoid a credit downgrade). I'm not sure why SVB was surprised and caught off guard by Moody's - shouldn't they have been in communication with Moody's all along the way? Not sure what to think about Goldman's involvement, are they incompetent too?

But of all this just makes me agree even more with the employee quoted in the article. If you are facing these kinds of problems as a bank CEO, get on a plane to the Middle East and get a Sovereign Wealth Fund to close your funding gap, instead of publicly announcing that you'll raise equity just to satisfy a Moody's rating analyst. Because, as we now know, your stock will crater, your new equity investor will walk away, and your customers will start a run on your bank, and by Monday you will have lost your shirt.

> turns out that SVB hired Goldman Sachs to advise them on this crazy plan

It’s interesting seeing New York Finance pinning the proximate blame on Goldman, while the Bay Area is largely angry at large depositors, e.g. VCs.

So... just pretend everything's fine and it would have been? Security through obscurity?
for non finance people, what are you meaning by AFS? Available for sale?
Available for sale, essentially the liquid portion of their holdings that can be sold immediately. They are treated differently for accounting and risk/asset ratios.
that's my understanding, yes