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Examined: Sat, 25 Apr 2026 19:42:14 GMT

Morgan Stanley Private Bank, National Association

RSSD 2489805 · NY · Total assets $254,706M
Composite CAMELS
2
2 — Satisfactory
C
Capital
2
0 findings
A
Asset Quality
2
1 finding
M
Management
2
0 findings
E
Earnings
3
1 finding
L
Liquidity
2
1 finding
S
Sensitivity
2
0 findings
0
Critical
1
High
2
Moderate
0
Low
24
Procedures run

Findings

HIGH · Earnings Procedure E-02

Net interest margin materially compressed

Citation
FFIEC UBPR User's Guide §IV — Earnings Analysis; OCC Comptroller's Handbook, "Interest Rate Risk"
Evidence
Year-to-date net interest margin is 1.66%. Compressed margin can reduce core earnings capacity and may indicate asset-yield pressure, funding-cost pressure, interest-rate-risk exposure, or adverse balance-sheet mix.
Recommended action
Provide management's margin analysis, including earning-asset yields, funding costs, repricing gaps, deposit betas, and modeled sensitivity to parallel and nonparallel rate shocks. Document board-approved actions to restore sustainable margin without assuming excessive credit, liquidity, or interest-rate risk.
MODERATE · Asset Quality Procedure A-05

Allowance to loans is below de minimis review threshold

Citation
Interagency Policy Statement on Allowances for Credit Losses (June 2020; revised April 2023) - https://www.federalreserve.gov/frrs/guidance/interagency-policy-statement-on-allowances-for-credit-losses.htm
Evidence
Allowance for credit losses $327M is measured against total loans and leases $146,778M. A very low allowance-to-loans ratio requires support that expected credit losses are appropriately estimated under CECL.
Recommended action
Provide the CECL model documentation, historical loss support, qualitative-factor framework, segmentation analysis, back-testing results, and board materials supporting the allowance level relative to the size, composition, and risk profile of the loan portfolio.
MODERATE · Liquidity Procedure L-02

Brokered deposit concentration elevated

Citation
12 CFR § 337.6 — Brokered deposits; FDIC Brokered Deposit Rule
Evidence
Brokered deposits $38,111M against total deposits $199,211M. Elevated brokered-deposit reliance can increase liquidity sensitivity, funding-cost volatility, and supervisory restrictions if capital condition weakens.
Recommended action
Provide a brokered-deposit funding plan with board-approved concentration limits, maturity distribution, rate-sensitivity analysis, and contingency actions if brokered channels become unavailable or restricted. Demonstrate compliance monitoring for 12 CFR § 337.6.

Key ratios computed

Tier 1 ratio
26.10%
↑ rank 2 of 16 · global
Tier 1 leverage
7.72%
↑ rank 13 of 16 · global
Total capital
26.62%
↑ rank 2 of 16 · global
NPL ratio
0.33%
ACL coverage
67.98%
CRE concentration
9.86%
Construction conc.
0.00%
ROA (annualized)
0.98%
↑ rank 10 of 16 · global
NIM
1.66%
↑ rank 13 of 16 · global
Efficiency ratio
26.28%
↓ rank 2 of 16 · global
Loans / Deposits
73.68%
Brokered / Deposits
19.13%
Uninsured / Deposits
24.48%
Liquid asset ratio
10.99%
HTM loss / Tier 1
—
Asset growth YoY
—

Trend — last 8 quarters

Total assets ($M)
$221,306M
23Q03$195,667M 23Q06$197,215M 23Q09$198,523M 23Q12$203,313M 24Q03$202,824M 24Q06$207,569M 24Q09$210,223M 24Q12$221,306M
Tier 1 leverage
7.72%
23Q038.08% 23Q067.75% 23Q097.98% 23Q127.48% 24Q037.75% 24Q068.08% 24Q098.26% 24Q127.72%
Tier 1 RBC ratio
26.10%
23Q0328.29% 23Q0626.44% 23Q0926.87% 23Q1225.82% 24Q0326.38% 24Q0626.91% 24Q0927.30% 24Q1226.10%
ROA (YTD ann.)
0.98%
23Q031.34% 23Q061.27% 23Q091.20% 23Q121.09% 24Q031.01% 24Q061.01% 24Q090.99% 24Q120.98%
NIM (YTD ann.)
1.66%
23Q032.01% 23Q061.93% 23Q091.99% 23Q121.92% 24Q031.68% 24Q061.68% 24Q091.65% 24Q121.66%
Efficiency ratio
26.3%
23Q0320.5% 23Q0621.2% 23Q0922.0% 23Q1226.1% 24Q0328.2% 24Q0627.0% 24Q0926.5% 24Q1226.3%

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