SVB Solvency Simulator

Visualize how rising interest rates eat into a bank's equity buffer.
Scenario: $80B in Held-to-Maturity bonds vs. ~$16.3B in Total Equity.

Bank Parameters

$
B
$
B
%
10 Yrs
0% 8.0% (Stress)

Accounting Treatment

Equity Erosion Monitor

Unrealized P&L

-$0.00 B

Equity Consumed

0%

Equity Buffer
Safe ($0 Loss) Insolvency Point ($16.3B Loss)

The "25 Basis Point" Pain Scale

Impact on Equity for every 0.25% rate hike.

Rate Unrealized P&L Equity Remaining % Wiped Out