KBRA Affirms Ratings for The Bank of N.T. Butterfield & Son Limited

12 Jul 2024   |   New York

Contacts

KBRA affirms the senior unsecured debt and deposit ratings of A+, the subordinated debt rating of A, and the short-term debt and deposit ratings of K1 for Hamilton, Bermuda-based The Bank of N.T. Butterfield & Son Limited (NYSE: NTB or “the bank”). The Outlook for all long-term ratings is Stable. NTB has operations in four key jurisdictions, Bermuda, Cayman, United Kingdom, and the Channel Islands.

The ratings remain underpinned by NTB's strong financial profile, which is characterized by a liquid balance sheet (low RWA density), historically modest cost of funds, diversified mix of noninterest revenues, and solid risk-adjusted equity capitalization.

Cash, short-term investments, and investment securities that are backed by the U.S. government and its enterprises represented approximately 60% of total assets at 1Q24. Residential loans constituted another 24% of total assets.

The deposit base, while somewhat lumpy, continues to exhibit relatively stability; notably, since 4Q22, about the time when U.S. deposits costs began to rise from very low levels, total deposits have declined by a modest 8% (virtually all of the decline occurred in 4Q23), while the mix of noninterest-bearing deposits remains essentially unchanged at 22% of total deposits.

Earnings performance, propelled by substantial noninterest income contribution, has been solid for an extended period, especially measured on a risk-adjusted basis. Relative to similarly rated banks at KBRA, NTB has outperformed on NIM and bottom line earnings performance metrics since YE2022, roughly when the Federal Reserve changed its monetary posture.

While risk-adjusted regulatory capitals remain robust (CET1 ratio of 22.6% at 1Q24) and are expected to remain in current ranges, KBRA notes that the combined investment portfolio currently exhibits unrealized MTM losses of $731 million (about 5% of total assets).

NTB’s policy is to maintain cash and short-term investments equivalent to at least 20% of total deposits, especially given the limited deposit insurance scheme in Bermuda and the absence of central bank support in its three deposit gathering locations, Bermuda, Cayman, and Channel Islands. The level in 1Q24 was 27%.

To access rating and relevant documents, click here.

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Methodologies

Disclosures

Further information on key credit considerations, sensitivity analyses that consider what factors can affect these credit ratings and how they could lead to an upgrade or a downgrade, and ESG factors (where they are a key driver behind the change to the credit rating or rating outlook) can be found in the full rating report referenced above.

A description of all substantially material sources that were used to prepare the credit rating and information on the methodology(ies) (inclusive of any material models and sensitivity analyses of the relevant key rating assumptions, as applicable) used in determining the credit rating is available in the Information Disclosure Form(s) located here.

Information on the meaning of each rating category can be located here.

Further disclosures relating to this rating action are available in the Information Disclosure Form(s) referenced above. Additional information regarding KBRA policies, methodologies, rating scales and disclosures are available at www.kbra.com.

About KBRA

Kroll Bond Rating Agency, LLC (KBRA) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider.

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