Fitch: Investment Bank Drives Strong First Quarter Results at JPMorgan
CIB earnings were up 19% in 1Q'15 driven by strong market activity and market share gains. Advisory fees and debt underwriting revenue benefited from the firm's involvement in several large transactions during the quarter, while a variety of macroeconomic events supported an 8.9% increase in total markets revenue. Excluding business simplification initiatives in 2014, markets revenue would have been up closer to 20% in the quarter. Investment banking fees are likely to be lower in 2Q'15, according to management, given the absence of several larger engagements. CIB reported average VaR of \$43 million for the quarter, which was up slightly from \$40 million in 4Q'14. Fitch expects segment VaR to rise with increased market volatility. Overall, Fitch believes CIB segment performance continues to benefit from the firm's global reach and scale and market share gains, at least on the margin, are likely to continue.
Net income in the Consumer and Community Banking (CCB) segment, was up 12% from 1Q'14, as a decline in MSR risk management losses and noninterest expenses, were partially offset by an increase in provision expenses. The segment overhead ratio was 58% for the quarter compared to 61% a year ago. The business is committed to reducing expenses by \$2 billion by the end of 2017 and meaningful progress toward that goal is expected in 2015.
Mortgage production was generally in-line with market trends and JPM maintained its market share in the space, with origination volume up 7% sequentially. The firm added about \$15 billion of high-quality loans to the balance sheet in the quarter. Mortgage servicing revenue continued to decline, given a reduction in the servicing book, but servicing expenses ticked-up modestly in the quarter. Fitch expects segment expenses to improve in 2015 as the firm progresses toward its target of \$400 million per quarter by year-end. Credit trends in the real estate portfolio remained strong, with non-PCI losses of 0.30% in the quarter; down 3 basis points (bps) sequentially. JPM released about \$100 million of reserves in the non-credit impaired portfolio.
The card segment was relatively stable as higher non-interest revenue was offset by higher credit costs and modestly higher non-interest expenses. Average card loans were up about 1% year-over-year, but were modestly impacted by the movement of about \$1.3 billion of commercial card loans to the CIB segment. Card purchase volume was up 8% from 1Q'14, which represents a slower growth rate than in prior quarters, but management indicated that higher gas prices impacted sales volume by about 200 bps in the quarter. Fitch believes JPM's sales volume is likely to continue to be at the high-end of the peer group. Credit performance remained pristine, with card net charge-offs and early stage delinquencies declining sequentially. Provision expense was up 13.5% year-over-year, but \$25 million of reserve releases, related to student loans, were recorded. Despite the fact that Fitch believes credit metrics to be at unsustainable lows, management expects further improvements in 2015.
Commercial Banking (CB) remains a very steady contributor to JPM earnings. Segment performance was relatively flat from 1Q'14, but included higher revenue, higher expenses, and higher credit costs. Revenues benefited from record investment banking revenue, while non-interest costs grew due to continued investment in controls. Credit costs were up \$56 million year-over-year due largely to reserve builds related to oil & gas exposures, given internal downgrades of exploration and production companies. Management believes further reserve builds are possible if oil prices remain under pressure, but portfolio performance remains in-line with expectations overall. In total, JPM added about \$100 million to firm-wide reserves related to oil & gas, with the majority booked in CB.
Asset Management (AM) earnings remained solid, but were impacted by higher expenses associated with investments in infrastructure and controls. Assets under management (AUM) were a record \$1.8 trillion at quarter-end and net inflows continued.
From a liquidity perspective, JPM's HQLA continued to tick-up, reaching \$614 billion in the quarter and the bank made progress toward its goal of reducing non-operating deposits by \$100 billion by year-end 2015. Ending deposits grew \$5 billion quarter-over-quarter, but did include a mix shift, with \$28 billion of growth in retail deposits (in CCB) and a \$24 billion decline in CCB deposits. Fitch views this shift favorably, given the relative stability of retail deposits and favorable treatment in liquidity ratios.
JPM's Basel III Tier 1 Common equity (CET1) ratio rose 40 bps sequentially, to 10.6%, which compares to a year-end target of 11%. Fitch believes this target is achievable given the earnings power of the firm. The supplementary leverage ratio (SLR) grew 10 bps at the firm level and 20 bps at the bank level, to reach 5.7% and 6%, respectively, at year-end. Fitch regards JPM's capital levels to be consistent with its current ratings and would expect the bank to achieve full compliance with all regulatory requirements, well ahead of required implementation.
In March, the firm received a non-objection from the Federal Reserve to its revised capital plan as a result of the annual CCAR process. The board intends to increase the common dividend by \$0.04 per share, to \$0.44, beginning in 2Q'15, which equates to a 30.3% payout based on 1Q'15 diluted earnings per share. JPM also has the authority to repurchase \$6.4 billion of equity from 2Q'15 to 2Q16. JPM repurchased about \$1.9 billion of common equity during the quarter, which compared to about \$2 billion of remaining authorization based on the prior year's CCAR process.
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