Community Savings Bank
Capital-at-Risk Securities View
Mark-to-market exposure relative to Tier 1 — the single most informative measure of securities-portfolio risk. Data as of 2026-03-31.
What this page shows
RSSD 520777 holds $144.8M of investment securities — $144.8M available-for-sale (AFS, marked to market) and $0 held-to-maturity (HTM, carried at amortized cost). Combined unrealized losses sit at $13.5M, representing 23.90% of $56.6M Tier 1 Capital — in the watch zone.
The portfolio leans toward Agency MBS (100.0% of combined book value). Long-dated maturities — five years and beyond — typically drive the bulk of mark-to-market sensitivity to interest-rate moves.
Banks become "capital-at-risk" when the gap between book value and fair value approaches Tier 1 Capital. Silicon Valley Bank crossed roughly 110% of Tier 1 in March 2023 before failing. Visbanking treats anything above 50% as severely elevated, 30-50% as elevated, and 15-30% as a watch zone — these thresholds are visualizations, not regulatory scores. See the methodology footnote below for provenance.
MtM Loss to Tier 1 Capital
MtM-to-Tier-1 trend
Securities Maturity Ladder
Sourced from RC-B Memorandum 2 (remaining maturity / repricing). Long-dated buckets carry the bulk of MtM risk when rates rise.
Securities Composition
| Category | AFS Fair Value | HTM Amortized Cost | Combined | % of Total |
|---|---|---|---|---|
| US Treasuries | — | $0 | $0 | 0.00% |
| Agency MBS | $204.0K | — | $204.0K | 100.00% |
| Non-Agency MBS | $0 | — | $0 | 0.00% |
| Munis (state & local) | — | — | — | — |
| Asset-Backed | $0 | — | $0 | 0.00% |
| Other Debt | — | — | — | — |
| Total | (sum of categories) | $204.0K | 100% | |
AFS securities are reported at fair value; HTM at amortized cost. Per-category unrealized gain/loss splits require RC-B memo items not yet validated against an actual filer — aggregate AFS+HTM unrealized losses appear in the headline tile.
Yield on Securities
Methodology + sources
- MtM Loss to Tier 1 Capital
- = (AFS unrealized loss + HTM unrealized loss) ÷ Tier 1 Capital. AFS loss = max(0, AFS amortized cost − AFS fair value); HTM loss = max(0, HTM amortized cost − HTM fair value). Both losses are positive numbers in this presentation.
- Threshold bands
- Visualization-only; not a regulatory score. 0-15% within typical range, 15-30% watch zone, 30-50% elevated, >50% severely elevated. Thresholds are Visbanking's own. SVB crossed roughly 110% of Tier 1 in March 2023 before failing.
- Source data
- FFIEC Schedule RC-B (securities), RC-B Memorandum item 2 (maturity ladder), RC-R (Tier 1), and the RI Schedule (interest income on securities). Tier 1 and FDIC pre-computed ratios (yield on earning assets, securities composition aggregates) come from the FDIC dataset; line-item detail comes from the FFIEC Call Report. FDIC values reported in $K are promoted to raw $ before display.
- Per-category unrealized G/L
- Aggregate AFS+HTM unrealized losses are surfaced in the headline tile. Per-category gain/loss splits require RC-B memo items not yet validated in our codebase — those cells are intentionally absent in the Composition table and clearly noted in the table footer.
MtM-to-Tier-1 framing follows industry-standard bank-securities analytical conventions. Threshold guidance is Visbanking's own.
Generated: 2026-05-14 04:18:51 UTC