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Bank of America reports $1.6 billion charge due to LIBOR end

EditorRachael Rajan
Published 09/01/2024, 03:22 am
© Reuters.
BAC
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NEW YORK - Bank of America Corp (NYSE:BAC). has announced a significant financial impact in its fourth-quarter earnings due to the discontinuation of the LIBOR benchmark interest rate and the BSBY index. The bank disclosed a $1.6 billion pretax non-cash charge, which is expected to be recouped as interest income over the next two years, by 2026.

The cessation of LIBOR and the BSBY index has had a marked effect on the bank's operations, particularly in its market making activities and interest-rate swaps. This transition necessitated a reclassification that has altered projected cash flows and affected cash flow hedges. As a result, the bank noted several key financial metrics being impacted:

  • A decrease in accumulated other comprehensive income
  • A reduction in shareholders' equity
  • An eight basis point drop in the common equity tier 1 ratio

These adjustments reflect the ongoing challenges financial institutions face as they navigate away from LIBOR, a foundational element of global finance for decades, towards alternative reference rates. The transition is part of a broader regulatory push to adopt more reliable and transparent benchmarks for lending and financial contracts.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

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