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East West Bancorp
EWBC
#1339
Rank
ยฃ12.55 B
Marketcap
๐Ÿ‡บ๐Ÿ‡ธ United States
Country
ยฃ91.66
Share price
0.10%
Change (1 day)
37.25%
Change (1 year)
๐Ÿฆ Banks๐Ÿ’ณ Financial services
Categories
  1. East West Bancorp
  2. Quarterly Reports (10-Q)
  3. Submitted on 2026-05-08

East West Bancorp - 10-Q quarterly report FY


Text size:
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM 10-Q

☒ QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF
THE SECURITIES EXCHANGE ACT OF 1934

For the quarterly period ended March 31, 2026

or

☐ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF
THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from to

Commission file number 000-24939

EAST WEST BANCORP, INC.
(Exact name of registrant as specified in its charter)

Delaware
(State or other jurisdiction of incorporation or organization)

95-4703316
(I.R.S. Employer Identification No.)

135 North Los Robles Ave., 7th Floor, Pasadena, California 91101
(Address of principal executive offices) (Zip Code)

Registrant’s telephone number, including area code:
(626) 768-6000

Securities registered pursuant to Section 12(b) of the Act: 
Title of each classTrading
Symbol(s)		Name of each exchange
 on which registered
Common Stock, par value $0.001 per shareEWBCThe Nasdaq Global Select Market

    Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.
Yes ☒ No ☐

    Indicate by check mark whether the registrant has submitted electronically every Interactive Data File required to be submitted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit such files).
Yes ☒ No ☐

    Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, a smaller reporting company, or an emerging growth company. See the definitions of “large accelerated filer,” “accelerated filer,” “smaller reporting company,” and “emerging growth company” in Rule 12b-2 of the Exchange Act.
Large accelerated filer☒Accelerated filer
☐
Non-accelerated filer☐Smaller reporting company
☐
Emerging growth company
☐

    If an emerging growth company, indicate by check mark if the registrant has elected not to use the extended transition period for complying with any new or revised financial accounting standards provided pursuant to Section 13(a) of the Exchange Act. ☐

    Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).
Yes ☐ No ☒
    Number of shares outstanding of the issuer’s common stock on the latest practicable date: 136,996,262 shares as of April 30, 2026.


TABLE OF CONTENTS
Page
3
4
4
Consolidated Balance Sheet (Unaudited)
4
Consolidated Statement of Income (Unaudited)
5
Consolidated Statement of Comprehensive Income (Unaudited)
6
Consolidated Statement of Changes in Stockholders’ Equity (Unaudited)
7
Consolidated Statement of Cash Flows (Unaudited)
8
10
  1 — Basis of Presentation and Current Accounting Developments
10
  2 — Fair Value Measurement and Fair Value of Financial Instruments
11
  3 — Securities Purchased under Resale Agreements and Sold under Repurchase Agreements
18
  4 — Securities
20
  5 — Derivatives
27
  6 — Loans Receivable and Allowance for Credit Losses
33
  7 — Affordable Housing Partnership, Tax Credit and Community Reinvestment Act Investments, Net
48
8 — Federal Home Loan Bank Advances and Long-Term Debt
49
9 — Commitments and Contingencies
50
10 — Stock Compensation Plans
51
11 — Stockholders’ Equity and Earnings Per Share
53
12 — Accumulated Other Comprehensive Income (Loss)
53
13 — Business Segments
54
57
93
93
94
94
94
94
94
95
96
97
2

Forward-Looking Statements

Certain matters discussed in this Quarterly Report on Form 10-Q contain “forward-looking statements” intended to be covered by the safe harbor for such statements provided by the Private Securities Litigation Reform Act of 1995. East West Bancorp, Inc. (referred to herein on an unconsolidated basis as “East West” and on a consolidated basis as the “Company,” “we,” “our” or “EWBC”) may make forward-looking statements in other documents that it files with, or furnishes to, the United States (“U.S.”) Securities and Exchange Commission (“SEC”), and management may make forward-looking statements to analysts, investors, media members and others. Forward-looking statements are those that do not relate to historical facts and that are based on current assumptions, beliefs, estimates, expectations and projections, many of which, by their nature, are inherently uncertain and beyond the Company’s control. Forward-looking statements may relate to various matters, including the Company’s financial condition, results of operations, plans, objectives, future performance, business or industry, and usually can be identified by the use of forward-looking words such as “anticipates,” “assumes,” “believes,” “can,” “continues,” “could,” “estimates,” “expects,” “forecasts,” “goal,” “intends,” “likely,” “may,” “might,” “objective,” “plans,” “potential,” “projects,” “remains,” “should,” “target,” “trend,” “will,” “would” or similar expressions or variations thereof, and the negative thereof, although these terms are not the exclusive means of identifying such statements. You should not place undue reliance on forward-looking statements, as they are subject to known and unknown risks and uncertainties.

Factors that might cause future results to differ materially from historical performance and any forward-looking statements include, but are not limited to:

•changes in local, regional and global business, economic and political conditions, and natural or geopolitical events;
•the soundness of other financial institutions and the impacts related to or resulting from bank failures and other industry volatility, including potential increased regulatory requirements, Federal Deposit Insurance Corporation insurance premiums and assessments, and deposit withdrawals;
•changes in trade, tariff, tax, monetary and fiscal policies;
•changes in immigration laws and enforcement practices, or travel and visa related policies;
•current or potential disputes between the U.S., the People’s Republic of China and other countries;
•armed conflict involving Iran or heightened geopolitical tensions in other regions, including resulting oil price volatility and energy and other supply disruptions;
•changes in the commercial and consumer real estate markets;
•changes in consumer or commercial spending, savings and borrowing habits, patterns and behaviors;
•the Company’s ability to compete effectively against financial institutions and other entities, including as a result of emerging technologies;
•the success and timing of the Company’s business strategies;
•the Company’s ability to retain key officers and employees;
•changes in market interest rates, competition, regulatory requirements and product mix;
•changes in the Company’s costs of operation, compliance and expansion;
•disruption, failure in, or breach of, the Company’s operational or security systems or infrastructure, or those of third-party vendors with which the Company does business, including as a result of cyber-attacks, and the disclosure or misuse of confidential information;
•the adequacy of the Company’s risk management framework;
•future credit quality and performance, including expectations regarding future credit losses and allowance levels;
•adverse changes to the Company’s credit ratings;
•legal proceedings, regulatory investigations and their resolution;
•the Company’s capital requirements and its ability to generate capital internally or raise capital on favorable terms;
•the impact on the Company’s liquidity due to changes in its ability to receive dividends from subsidiaries;
•any strategic acquisitions or divestitures; and
•the introduction of new or expanded products and services or other events that may directly or indirectly result in a negative impact on the financial performance of the Company and its customers.

For a more detailed discussion of some of the factors that might cause future results to differ materially from historical performance and any forward-looking statements, see the Company’s Annual Report on Form 10-K for the year ended December 31, 2025, filed with the SEC on February 27, 2026 under the heading Item 1A. Risk Factors and the Company’s subsequent filings with the SEC. Forward-looking statements speak only as of the date they are made and are based solely on information then actually known to the Company. The Company does not undertake, and expressly disclaims, any obligation to update or revise any forward-looking statements to reflect events or circumstances after the date of such statements, except as required by law.
3

PART I — FINANCIAL INFORMATION
ITEM 1. CONSOLIDATED FINANCIAL STATEMENTS

EAST WEST BANCORP, INC. AND SUBSIDIARIES
CONSOLIDATED BALANCE SHEET
($ in thousands, except shares)
(Unaudited)
March 31,
2026		December 31,
2025
ASSETS
Cash and due from banks$657,076 $656,125 
Interest-bearing cash with banks3,781,794 3,532,014 
Cash and cash equivalents4,438,870 4,188,139 
Interest-bearing deposits with banks10,498 16,189 
Securities purchased under resale agreements (“resale agreements”)425,000 425,000 
Debt securities:
Available-for-sale (“AFS”), at fair value (amortized cost of $14,546,038 and $13,619,781)
14,093,483 13,212,220 
Held-to-maturity (“HTM”), at amortized cost (fair value of $2,453,003 and $2,479,746)
2,858,978 2,870,058 
Loans held-for-sale27,585 20,976 
Loans held-for-investment (net of allowance for loan and lease losses (“ALLL”) of $835,874 and $809,773)
57,264,875 56,068,399 
Affordable housing partnership, tax credit and Community Reinvestment Act (“CRA”) investments, net983,976 969,492 
Premises and equipment (net of accumulated depreciation of $178,189 and $175,297)
177,813 82,310 
Operating lease right-of-use assets134,129 125,407 
Goodwill465,697 465,697 
Other assets2,005,248 1,991,110 
TOTAL$82,886,152 $80,434,997 
LIABILITIES
Deposits:
Noninterest-bearing$17,480,959 $16,697,099 
Interest-bearing51,438,596 50,385,602 
Total deposits68,919,555 67,082,701 
Federal Home Loan Bank (“FHLB”) advances3,000,000 3,000,000 
Securities sold under repurchase agreements (“repurchase agreements”)
494,027 — 
Long-term debt and finance lease liabilities35,545 35,645 
Operating lease liabilities148,731 138,206 
Accrued expenses and other liabilities1,288,859 1,279,243 
Total liabilities73,886,717 71,535,795 
COMMITMENTS AND CONTINGENCIES (Note 9)
STOCKHOLDERS’ EQUITY
Common stock, $0.001 par value, 200,000,000 shares authorized; 171,054,988 and 170,487,574 shares issued
171 170 
Additional paid-in capital2,131,219 2,111,316 
Retained earnings8,547,820 8,301,522 
Treasury stock, at cost 34,075,876 and 32,908,712 shares
(1,291,555)(1,168,196)
Accumulated other comprehensive loss (“AOCI”), net of tax(388,220)(345,610)
Total stockholders’ equity8,999,435 8,899,202 
TOTAL$82,886,152 $80,434,997 
See accompanying Notes to Consolidated Financial Statements.

4

EAST WEST BANCORP, INC. AND SUBSIDIARIES
CONSOLIDATED STATEMENT OF INCOME
($ and shares in thousands, except per share data)
(Unaudited)
Three Months Ended March 31,
20262025
INTEREST AND DIVIDEND INCOME
Loans receivable, including fees$858,878 $840,412 
Debt securities160,178 147,784 
Resale agreements
1,625 1,610 
Restricted equity securities4,978 2,859 
Interest-bearing cash and deposits with banks29,851 39,137 
Total interest and dividend income1,055,510 1,031,802 
INTEREST EXPENSE
Deposits355,412 391,981 
Federal funds purchased and other short-term borrowings4 6 
FHLB advances25,004 38,866 
Repurchase agreements3,290 77 
Long-term debt and finance lease liabilities607 671 
Total interest expense384,317 431,601 
Net interest income before provision for credit losses671,193 600,201 
Provision for credit losses36,000 49,000 
Net interest income after provision for credit losses635,193 551,201 
NONINTEREST INCOME
Commercial and consumer deposit-related fees
30,619 27,075 
Lending and loan servicing fees
26,070 26,230 
Foreign exchange income15,447 15,837 
Wealth management fees22,260 13,679 
Customer derivative income and derivative mark-to-market adjustments
5,529 4,069 
Net gains on AFS debt securities616 131 
Other investment income2,956 2,262 
Other (loss) income (941)2,819 
Total noninterest income102,556 92,102 
NONINTEREST EXPENSE
Compensation and employee benefits172,665 146,435 
Occupancy and equipment expense18,248 15,689 
Computer and software related expenses14,747 13,314 
Deposit insurance premiums and regulatory assessments8,859 10,385 
Deposit account expense7,533 9,042 
Other real estate owned (“OREO”) (income) expense
(264)4,166 
Other operating expense36,542 37,375 
Amortization of tax credit and CRA investments21,984 15,742 
Total noninterest expense280,314 252,148 
INCOME BEFORE INCOME TAXES457,435 391,155 
Income tax expense
99,639 100,885 
NET INCOME$357,796 $290,270 
Earnings per share (“EPS”)
- Basic$2.59 $2.10 
- Diluted$2.57 $2.08 
Weighted-average number of shares outstanding
- Basic138,054 138,201 
- Diluted138,919 139,291 
See accompanying Notes to Consolidated Financial Statements.

5

EAST WEST BANCORP, INC. AND SUBSIDIARIES
CONSOLIDATED STATEMENT OF COMPREHENSIVE INCOME
($ in thousands)
(Unaudited)
Three Months Ended March 31,
20262025
Net income$357,796 $290,270 
Other comprehensive (loss) income, net of tax:
Net changes in unrealized (losses) gains on AFS debt securities(33,041)57,285 
Amortization of unrealized losses on debt securities transferred from AFS to HTM2,521 2,692 
Net changes in unrealized (losses) gains on cash flow hedges(16,176)31,280 
Foreign currency translation adjustments4,086 (1,012)
Other comprehensive (loss) income(42,610)90,245 
COMPREHENSIVE INCOME$315,186 $380,515 
See accompanying Notes to Consolidated Financial Statements.

6

EAST WEST BANCORP, INC. AND SUBSIDIARIES
CONSOLIDATED STATEMENT OF CHANGES IN STOCKHOLDERS’ EQUITY
($ in thousands, except shares and per share data)
(Unaudited)
Common Stock and Additional Paid-in Capital
SharesAmountRetained EarningsTreasury StockAOCI, Net of TaxTotal Stockholders’ Equity
BALANCE, JANUARY 1, 2025138,437,299 $2,030,882 $7,311,542 $(1,034,110)$(585,260)$7,723,054 
Net income— — 290,270 — — 290,270 
Other comprehensive income— — — — 90,245 90,245 
Issuance of common stock pursuant to various stock compensation plans and agreements476,708 13,186 — — — 13,186 
Repurchase of common stock pursuant to various stock compensation plans and agreements(193,569)— — (17,747)— (17,747)
Repurchase of common stock pursuant to the stock repurchase program(918,349)— — (85,442)— (85,442)
Cash dividends on common stock ($0.60 per share)
— — (84,101)— — (84,101)
BALANCE, MARCH 31, 2025137,802,089 $2,044,068 $7,517,711 $(1,137,299)$(495,015)$7,929,465 
BALANCE, JANUARY 1, 2026137,578,862 $2,111,486 $8,301,522 $(1,168,196)$(345,610)$8,899,202 
Net income— — 357,796 — — 357,796 
Other comprehensive loss— — — — (42,610)(42,610)
Issuance of common stock pursuant to various stock compensation plans and agreements567,414 19,904 — — — 19,904 
Repurchase of common stock pursuant to various stock compensation plans and agreements(229,454)— — (24,539)— (24,539)
Repurchase of common stock pursuant to the stock repurchase program(937,710)— — (98,820)— (98,820)
Cash dividends on common stock ($0.80 per share)
— — (111,498)— — (111,498)
BALANCE, MARCH 31, 2026136,979,112 $2,131,390 $8,547,820 $(1,291,555)$(388,220)$8,999,435 

See accompanying Notes to Consolidated Financial Statements.

7

EAST WEST BANCORP, INC. AND SUBSIDIARIES
CONSOLIDATED STATEMENT OF CASH FLOWS
($ in thousands)
(Unaudited)
Three Months Ended March 31,
20262025
CASH FLOWS FROM OPERATING ACTIVITIES
Net income $357,796 $290,270 
Adjustments to reconcile net income to net cash provided by operating activities:
  
Provision for credit losses36,000 49,000 
Depreciation, amortization and accretion, net
62,393 49,440 
Stock compensation costs19,837 13,186 
Deferred income tax benefit
(299)(22,453)
Net gains on AFS debt securities(616)(131)
Net (gains) losses on OREO write-downs and sales
(2,005)4,221 
Loans held-for-sale:
Originations
(701)— 
Proceeds from sales and paydowns/payoffs of loans originally classified as held-for-sale361 — 
Net change in accrued interest receivable and other assets (19,815)11,999 
Net change in accrued expenses and other liabilities(28,051)(117,443)
Other operating activities, net3,728 (203)
Total adjustments 70,832 (12,384)
Net cash provided by operating activities428,628 277,886 
CASH FLOWS FROM INVESTING ACTIVITIES  
Net (increase) decrease in:  
Affordable housing partnership, tax credit and CRA investments(46,870)(75,519)
Interest-bearing deposits with banks6,479 15,458 
AFS debt securities:
Proceeds from sales276,114 108,232 
Proceeds from repayments, maturities and redemptions620,362 663,906 
Purchases(1,822,755)(2,236,267)
Loans held-for-investment:
Proceeds from sales of loans originally classified as held-for-investment106,087 36,206 
Purchases(250,646)(224,459)
Other changes in loans held-for-investment, net(1,078,413)(346,052)
Purchases of premises and equipment, net
(99,046)(2,506)
Proceeds from sales of OREO16,034 8,695 
Proceeds from repayments and redemptions of HTM debt securities14,743 15,952 
Redemption of FHLB stock, net
195 — 
Other investing activities, net2,663 884 
Net cash used in investing activities(2,255,053)(2,035,470)
See accompanying Notes to Consolidated Financial Statements.

8

EAST WEST BANCORP, INC. AND SUBSIDIARIES
CONSOLIDATED STATEMENT OF CASH FLOWS
($ in thousands)
(Unaudited)
(Continued)

Three Months Ended March 31,
20262025
CASH FLOWS FROM FINANCING ACTIVITIES  
Net change in deposits
1,815,576 (126,497)
FHLB advances:
Borrowings
200,000 1,000,000 
Repayments(300,000)(1,000,000)
Net change in short-term FHLB advances
100,000 — 
Net change in repurchase agreements494,027 270,111 
Repayment of lease liabilities
(210)(209)
Common stock:
Stock tendered for payment of withholding taxes(25,162)(17,747)
Repurchase of common stock pursuant to the stock repurchase program(97,842)(85,442)
Cash dividends paid(113,956)(85,893)
Net cash provided by (used in) financing activities
2,072,433 (45,677)
Effect of exchange rate changes on cash and cash equivalents4,723 803 
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS 250,731 (1,802,458)
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD4,188,139 5,250,742 
CASH AND CASH EQUIVALENTS, END OF PERIOD$4,438,870 $3,448,284 
SUPPLEMENTAL CASH FLOW INFORMATION:
Cash paid during the period for:
Interest$390,354 $434,683 
Income taxes, net$15,383 $19,340 
Noncash investing and financing activities:
Loans transferred from held-for-investment to held-for-sale$117,081 $36,194 
Loans transferred to OREO$8,004 $6,598 

See accompanying Notes to Consolidated Financial Statements.

9

EAST WEST BANCORP, INC. AND SUBSIDIARIES
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS
(Unaudited)

Note 1 — Basis of Presentation and Current Accounting Developments

East West Bancorp, Inc. (referred to herein on an unconsolidated basis as “East West” and on a consolidated basis as the “Company,” “we,” “our” or “EWBC”) is a registered bank holding company that offers a full range of banking services to individuals and businesses through its subsidiary bank, East West Bank and its subsidiaries (“East West Bank” or the “Bank”). The unaudited interim Consolidated Financial Statements in this Quarterly Report on Form 10-Q (this “Form 10-Q”) include the accounts of East West, East West Bank and East West’s subsidiaries. All intercompany balances and transactions have been eliminated in consolidation.

The unaudited interim Consolidated Financial Statements are presented in accordance with United States (“U.S.”) Generally Accepted Accounting Principles (“GAAP”), applicable guidelines prescribed by regulatory authorities and general practices in the banking industry. While the unaudited interim Consolidated Financial Statements reflect all adjustments that, in the opinion of management, are necessary for fair presentation, they primarily serve to update the Company’s Annual Report on Form 10-K for the year ended December 31, 2025, filed with the U.S. SEC on February 27, 2026 (the “Company’s 2025 Form 10-K”), and may not include all the information and notes necessary to constitute a complete set of financial statements. Accordingly, they should be read in conjunction with the audited Consolidated Financial Statements and notes thereto included in the Company’s 2025 Form 10-K.

The preparation of the Consolidated Financial Statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities as of the date of the Consolidated Financial Statements, income and expenses during the reporting periods, and the related disclosures. Although our estimates consider current conditions and how we expect them to change in the future, it is reasonably possible that actual results could be materially different from those estimates. Hence, the current period’s results of operations are not necessarily indicative of results that may be expected for any future interim period or for the year as a whole. Certain items on the Consolidated Financial Statements and notes for the prior periods have been reclassified to conform to the current presentation. Events subsequent to the Consolidated Balance Sheet date have been evaluated through the date the Consolidated Financial Statements are issued for inclusion in the accompanying Consolidated Financial Statements.

Recent Accounting Pronouncements Yet to be Adopted
StandardRequired Date of AdoptionDescriptionEffect on Financial Statements
Accounting Standards Update (“ASU”) No. 2025-09, Derivatives and Hedging (Topic 815): Hedge Accounting Improvements
January 1, 2027

Early adoption is permitted.
ASU 2025-09 addresses five specific matters:

1.Broadens the set of hedged risk that may be combined within a group of individual forecasted transactions in a cash flow hedge.
2.Enables entities to apply cash flow hedge accounting on “choose-your-rate” debt.
3.Broadens situations where hedge accounting can be applied to forecasted purchases and sales of nonfinancial assets.
4.Removes the requirement to perform net written option assessment for a compound derivative when it is designated as a hedging instrument.
5.In the case of a dual hedge where a foreign-currency-denominated debt instrument is designated as the hedging instrument in a net investment hedge and a hedged item in a fair value of interest rate risk, the ASU requires the debt instruments’ fair value-hedge basis adjustment be excluded when performing the net investment hedge effectiveness assessment.

This guidance must be applied prospectively for all hedging relationships.
The Company does not expect adoption to have a material impact on the Company’s Consolidated Financial Statements.

10

Recent Accounting Pronouncements Yet to be Adopted (Continued)
StandardRequired Date of AdoptionDescriptionEffect on Financial Statements
ASU No. 2025-08, Financial Instruments—Credit Losses (Topic 326)
January 1, 2027

Early adoption is permitted.
ASU 2025-08 broadens the population of financial assets that are within scope of the gross up approach under Accounting Standards Codification (“ASC”) 326 to include purchased seasoned loans which are defined as:

•Non-Purchased Credit Deteriorated (“PCD”) loans that are obtained in a business combination.
•Non-PCD loans that are (1) obtained in an asset acquisition or upon consolidation of a VIE that is not a business and (2) are acquired more than 90 days after their origination date by a transferee that was not involved in their origination.

The guidance also introduces an accounting policy election to use the amortized cost basis of the asset rather than the discounted cash flow analysis to subsequently measure the credit losses on purchased seasoned loans.

The new guidance is not applicable to credit card loans, ASC 606 receivables, or debt securities. The guidance must be applied prospectively.
The Company does not expect adoption to have a material impact on the Company’s Consolidated Financial Statements.
ASU No. 2024-03, Income Statement — Reporting Comprehensive Income — Expense Disaggregation Disclosures (Subtopic 220-40): Disaggregation of Income Statement Expenses
December 31, 2027

Early adoption is permitted.
ASU 2024-03 requires public companies to disclose, in interim and annual reporting periods, additional information about certain expenses in the notes to financial statements. Disclosures of disaggregated expenses include the following:

•The amounts of (a) purchases of inventory; (b) employee compensation; (c) depreciation; (d) intangible asset amortization; and (e) depreciation, depletion and amortization of capitalized costs related to oil- and gas-producing activities in each relevant expense caption.
•A qualitative description of the amounts remaining in relevant expense captions that are not separately disaggregated quantitatively.
The Company does not expect adoption to have a material impact on the Company’s Consolidated Financial Statements.

Note 2 — Fair Value Measurement and Fair Value of Financial Instruments

Under applicable accounting standards, the Company measures a portion of its assets and liabilities at fair value. These assets and liabilities are predominantly recorded at fair value on a recurring basis. At times, certain assets and liabilities are measured at fair value on a nonrecurring basis; that is, they are subject to fair value adjustments only as required through the application of an accounting method such as lower of cost or fair value or write-down of individual assets. The Company categorizes its assets and liabilities into three levels based on the established fair value hierarchy and conducts a review of fair value hierarchy classifications on a quarterly basis. For more information regarding the fair value hierarchy and how the Company measures fair value, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Fair Value to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

Assets and Liabilities Measured at Fair Value on a Recurring Basis

For additional information regarding the valuation methodologies used for the Company’s assets and liabilities measured at fair value on a recurring basis, as well as their general classification within the fair value hierarchy, see Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

11

The following tables present financial assets and liabilities that are measured at fair value on a recurring basis as of March 31, 2026 and December 31, 2025:
Assets and Liabilities Measured at Fair Value on a Recurring Basis
as of March 31, 2026
($ in thousands)Level 1Level 2Level 3Total
Fair Value
AFS debt securities:
U.S. Treasury securities$1,237,787 $— $— $1,237,787 
U.S. government agency and U.S. government-sponsored enterprise debt securities— 255,863 — 255,863 
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (1):
Commercial mortgage-backed securities— 250,662 — 250,662 
Residential mortgage-backed securities— 10,844,437 — 10,844,437 
Municipal securities— 237,959 — 237,959 
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities— 174,870 — 174,870 
Residential mortgage-backed securities— 373,497 — 373,497 
Corporate debt securities— 447,583 — 447,583 
Foreign government bonds— 240,395 — 240,395 
Asset-backed securities— 30,430 — 30,430 
Total AFS debt securities$1,237,787 $12,855,696 $— $14,093,483 
Affordable housing partnership, tax credit and CRA investments, net:
Equity securities$22,112 $4,294 $— $26,406 
Total affordable housing partnership, tax credit and CRA investments, net$22,112 $4,294 $— $26,406 
Other assets:
Equity securities
$543 $— $— $543 
Total other assets$543 $— $— $543 
Derivative assets:
Interest rate contracts$— $267,748 $— $267,748 
Foreign exchange contracts— 55,603 — 55,603 
Credit contracts— 16 — 16 
Equity contracts— — 583 583 
Commodity contracts— 146,385 — 146,385 
Gross derivative assets$— $469,752 $583 $470,335 
Netting adjustments (2)
$— $(281,893)$— $(281,893)
Net derivative assets$— $187,859 $583 $188,442 
Derivative liabilities:
Interest rate contracts$— $248,497 $— $248,497 
Foreign exchange contracts— 49,991 — 49,991 
Credit contracts— 129 — 129 
Equity contracts (3)
— — 13,046 13,046 
Commodity contracts— 122,088 — 122,088 
Gross derivative liabilities$— $420,705 $13,046 $433,751 
Netting adjustments (2)
$— $(129,385)$— $(129,385)
Net derivative liabilities$— $291,320 $13,046 $304,366 
Refer to table footnotes on the following page.

12

Assets and Liabilities Measured at Fair Value on a Recurring Basis
as of December 31, 2025
($ in thousands)Level 1Level 2Level 3Total
Fair Value
AFS debt securities:
U.S. Treasury securities$993,913 $— $— $993,913 
U.S. government agency and U.S. government-sponsored enterprise debt securities— 257,654 — 257,654 
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (1):
Commercial mortgage-backed securities— 265,338 — 265,338 
Residential mortgage-backed securities— 10,132,653 — 10,132,653 
Municipal securities— 243,102 — 243,102 
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities— 190,948 — 190,948 
Residential mortgage-backed securities— 393,787 — 393,787 
Corporate debt securities— 464,981 — 464,981 
Foreign government bonds— 238,455 — 238,455 
Asset-backed securities— 31,389 — 31,389 
Total AFS debt securities $993,913 $12,218,307 $— $13,212,220 
Affordable housing partnership, tax credit and CRA investments, net:
Equity securities$22,098 $4,298 $— $26,396 
Total affordable housing partnership, tax credit and CRA investments, net
$22,098 $4,298 $— $26,396 
Other assets:
Equity securities
$630 $— $— $630 
Total other assets$630 $— $— $630 
Derivative assets:
Interest rate contracts$— $298,558 $— $298,558 
Foreign exchange contracts— 44,340 — 44,340 
Credit contracts— 25 — 25 
Equity contracts— — 522 522 
Commodity contracts— 66,022 — 66,022 
Gross derivative assets$— $408,945 $522 $409,467 
Netting adjustments (2)
$— $(257,525)$— $(257,525)
Net derivative assets$— $151,420 $522 $151,942 
Derivative liabilities:
Interest rate contracts$— $256,870 $— $256,870 
Foreign exchange contracts— 43,160 — 43,160 
Equity contracts (3)
— — 13,734 13,734 
Credit contracts— 51 — 51 
Commodity contracts— 72,158 — 72,158 
Gross derivative liabilities$— $372,239 $13,734 $385,973 
Netting adjustments (2)
$— $(101,640)$— $(101,640)
Net derivative liabilities$— $270,599 $13,734 $284,333 
(1)Includes Government National Mortgage Association (“GNMA”) AFS debt securities totaling $10.3 billion and $9.6 billion of fair value as of March 31, 2026 and December 31, 2025, respectively.
(2)Represents the balance sheet netting of derivative assets and liabilities and related cash collateral under master netting agreements or similar agreements. See Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q for additional information.
(3)Equity contracts classified as derivative liabilities consist of performance-based restricted stock units (“RSUs”) granted as part of EWBC’s consideration in an investment.
13

For the three months ended March 31, 2026 and 2025, Level 3 fair value measurements that were measured on a recurring basis consisted of warrant equity contracts issued by private companies and liability-classified contingently issuable shares of the Company. The following table provides a reconciliation of the beginning and ending balances of these equity contracts for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Derivative assets:
Equity contracts
Beginning balance$522 $239 
Total gains (losses) included in earnings (1)
61 (77)
Issuances (1)
— 256 
Ending balance$583 $418 
Derivative liabilities:
Equity contracts (2)
Beginning balance$13,734 $15,119 
Total gains included in earnings (3)
(688)— 
Ending balance$13,046 $15,119 
(1)Included in Lending and loan servicing fees on the Consolidated Statement of Income.
(2)Equity contracts classified as derivative liabilities consist of performance-based RSUs granted as part of EWBC’s consideration in an investment.
(3)Included in Other investment income on the Consolidated Statement of Income.

The following table presents quantitative information about the significant unobservable inputs used in the valuation of Level 3 fair value measurements as of March 31, 2026 and December 31, 2025. The significant unobservable inputs presented in the table below are those that the Company considers significant to the fair value of the Level 3 assets. The Company considers unobservable inputs to be significant if, by their exclusion, the fair value of the Level 3 assets would be impacted by a predetermined percentage change.
($ in thousands)Fair Value Measurements (Level 3)Valuation TechniqueUnobservable InputsRange of InputsWeighted-Average of Inputs
March 31, 2026
Derivative assets:
Equity contracts$583 Black-Scholes option pricing modelEquity volatility
41% — 62%
49%
 (1)
Liquidity discount47%47%
Derivative liabilities:
Equity contracts (2)
$13,046 Internal model
Payout % based on operating revenue and measure of operating profit of investee
35%35%
December 31, 2025
Derivative assets:
Equity contracts$522 Black-Scholes option pricing modelEquity volatility
34% — 53%
40%
 (1)
Liquidity discount47%47%
Derivative liabilities:
Equity contracts (2)
$13,734 Internal modelPayout % based on operating revenue and measure of operating profit of investee35%35%
(1)Weighted-average of inputs is calculated based on the fair value of equity contracts as of March 31, 2026 and December 31, 2025.
(2)Equity contracts classified as derivative liabilities consist of performance-based RSUs granted as part of EWBC’s consideration in an investment.

14

Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis

Assets measured at fair value on a nonrecurring basis may include certain individually evaluated loans held-for-investment, loans held-for-sale, affordable housing partnership, tax credit and CRA investments, OREO, and other nonperforming assets. Nonrecurring fair value adjustments may result from the impairment on certain individually evaluated loans held-for-investment and affordable housing partnership, tax credit and CRA investments, from the write-downs of OREO and other nonperforming assets, or from the application of lower of cost or fair value on loans held-for-sale.

Loans Held-for-Sale — Loans held-for-investment subsequently transferred to held-for-sale are recorded at the lower of cost or fair value upon transfer. Loans held-for-sale may be measured at fair value on a nonrecurring basis when fair value is less than cost. Fair value is generally determined based on available market data for similar loans and therefore, loans held-for-sale are classified as Level 2.

For additional information regarding the valuation methodologies used for the Company’s assets and liabilities measured at fair value on a nonrecurring basis, as well as their general classification within the fair value hierarchy, see Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The following tables present the carrying amounts of assets that were still held and had fair value adjustments measured on a nonrecurring basis as of March 31, 2026 and December 31, 2025:
Assets Measured at Fair Value on a Nonrecurring Basis
as of March 31, 2026
($ in thousands)Level 1Level 2Level 3Fair Value Measurements
Loans held-for-investment:
Commercial:
Commercial and industrial (“C&I”)
$— $— $24,411 $24,411 
Commercial real estate (“CRE”):
CRE— — 3,539 3,539 
Total loans held-for-investment$— $— $27,950 $27,950 
Loans held-for-sale
$— $7,209 $— $7,209 
OREO (1)
$— $— $2,668 $2,668 
Assets Measured at Fair Value on a Nonrecurring Basis
as of December 31, 2025
($ in thousands)Level 1Level 2Level 3Fair Value Measurements
Loans held-for-investment:
Commercial:
C&I$— $— $5,916 $5,916 
CRE:
CRE— — 13,335 13,335 
Total loans held-for-investment$— $— $19,251 $19,251 
Affordable housing partnership, tax credit and CRA investments, net$— $— $953 $953 
OREO (1)
$— $— $13,035 $13,035 
(1)Represents the carrying value of OREO property that was written down subsequent to its initial classification as OREO and included in Other assets on the Consolidated Balance Sheet.

15

The following table presents the change in the fair value of certain assets held at the end of the respective reporting periods, for which a nonrecurring fair value adjustment was recognized for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Loans held-for-investment:
Commercial:
C&I$(12,906)$(3,625)
CRE:
CRE(1,306)(13,839)
Multifamily residential— (1,181)
Total loans held-for-investment$(14,212)$(18,645)
Loans held-for-sale$(3,792)$— 
OREO(92)(4,221)
Total nonrecurring fair value losses
$(18,096)$(22,866)

The following table presents the quantitative information about the significant unobservable inputs used in the valuation of Level 3 fair value measurements that are measured on a nonrecurring basis as of March 31, 2026 and December 31, 2025:
($ in thousands)Fair Value Measurements (Level 3)Valuation TechniquesUnobservable InputsRange of Inputs
Weighted-average of Inputs
March 31, 2026
Loans held-for-investment$24,123 Fair value of collateralDiscount
55% — 75%
65%
(1)
$3,827 Fair value of propertySelling cost
8%
8%
OREO$2,668 Fair value of propertySelling cost8%8%
December 31, 2025
Loans held-for-investment$4,516 Fair value of collateralDiscount
75% — 100%
75%
(1)
$14,735 Fair value of propertySelling cost8%8%
Affordable housing partnership, tax credit and CRA investments, net$953 Individual analysis of each investmentExpected future tax benefits and distributionsNMNM
OREO$13,035 Fair value of propertySelling cost8%8%
NM — Not meaningful.
(1)Weighted-average of inputs is based on the relative fair value of the respective assets as of March 31, 2026 and December 31, 2025.

16

Disclosures about the Fair Value of Financial Instruments

The following tables present the fair value estimates for financial instruments as of March 31, 2026 and December 31, 2025, excluding financial instruments recorded at fair value on a recurring basis as they are included in the tables presented elsewhere in this Note. The carrying amounts in the following tables are recorded on the Consolidated Balance Sheet under the indicated captions, except for accrued interest receivable, restricted equity securities, at cost, and mortgage servicing rights that are included in Other assets, and accrued interest payable which is included in Accrued expenses and other liabilities. These financial instruments are measured on an amortized cost basis on the Company’s Consolidated Balance Sheet.
March 31, 2026
($ in thousands)Carrying AmountLevel 1Level 2Level 3Estimated Fair Value
Financial assets:
Cash and cash equivalents$4,438,870 $4,438,870 $— $— $4,438,870 
Interest-bearing deposits with banks$10,498 $— $10,498 $— $10,498 
Resale agreements$425,000 $— $351,104 $— $351,104 
HTM debt securities$2,858,978 $526,048 $1,926,955 $— $2,453,003 
Restricted equity securities, at cost$153,697 $— $153,697 $— $153,697 
Loans held-for-sale$27,585 $— $27,585 $— $27,585 
Loans held-for-investment, net$57,264,875 $— $— $55,875,553 $55,875,553 
Mortgage servicing rights$3,978 $— $— $6,981 $6,981 
Accrued interest receivable$316,124 $— $316,124 $— $316,124 
Financial liabilities:
Demand, checking, savings and money market deposits$43,508,071 $— $43,508,071 $— $43,508,071 
Time deposits$25,411,484 $— $25,384,802 $— $25,384,802 
FHLB advances$3,000,000 $— $2,995,604 $— $2,995,604 
Repurchase agreements$494,027 $— $494,004 $— $494,004 
Long-term debt$32,400 $— $30,690 $— $30,690 
Accrued interest payable$54,474 $— $54,009 $— $54,009 
December 31, 2025
($ in thousands)Carrying AmountLevel 1Level 2Level 3Estimated Fair Value
Financial assets:
Cash and cash equivalents$4,188,139 $4,188,139 $— $— $4,188,139 
Interest-bearing deposits with banks$16,189 $— $16,189 $— $16,189 
Resale agreements$425,000 $— $351,065 $— $351,065 
HTM debt securities$2,870,058 $524,887 $1,954,859 $— $2,479,746 
Restricted equity securities, at cost$153,484 $— $153,484 $— $153,484 
Loans held-for-sale$20,976 $— $20,976 $— $20,976 
Loans held-for-investment, net$56,068,399 $— $— $54,665,865 $54,665,865 
Mortgage servicing rights$4,119 $— $— $7,114 $7,114 
Accrued interest receivable$315,669 $— $315,669 $— $315,669 
Financial liabilities:
Demand, checking, savings and money market deposits$41,797,887 $— $41,797,887 $— $41,797,887 
Time deposits$25,284,814 $— $25,285,076 $— $25,285,076 
FHLB advances$3,000,000 $— $3,001,878 $— $3,001,878 
Long-term debt$32,320 $— $32,070 $— $32,070 
Accrued interest payable$60,513 $— $60,513 $— $60,513 
17


Note 3 — Securities Purchased under Resale Agreements and Sold Under Repurchase Agreements

The Company’s resale agreements expose it to credit risk from both the counterparties and the underlying collateral. The Company manages credit exposure from certain transactions by entering into master netting agreements and collateral arrangements with the counterparties. The relevant agreements allow for an efficient closeout of the transaction, liquidation and set-off of collateral against the net amount owed by the counterparty following a default. It is the Company’s policy to take possession, where possible, of the assets underlying resale agreements. As a result of the Company’s credit risk mitigation practices with respect to resale agreements as described above, the Company did not hold any reserves for credit impairment with respect to these agreements as of both March 31, 2026 and December 31, 2025. There were no repurchase agreements as of December 31, 2025.

Balance Sheet Offsetting

The Company’s resale and repurchase agreements are transacted under legally enforceable master netting agreements that, in the event of default by the counterparty, provide the Company with the right to liquidate securities held and to offset receivables and payables with the same counterparty. The Company nets resale and repurchase transactions with the same counterparty on the Consolidated Balance Sheet when it has a legally enforceable master netting agreement and the transactions are eligible for netting under ASC 210-20-45-11, Balance Sheet Offsetting Repurchase and Reverse Repurchase Agreements. Collateral received includes securities that are not recognized on the Consolidated Balance Sheet. Collateral pledged consists of securities that are not netted on the Consolidated Balance Sheet against the related collateralized liability. Securities received or pledged as collateral in resale and repurchase agreements with other financial institutions may also be sold or re-pledged by the secured party, and are usually delivered to and held by third-party trustees. For more information regarding the Company’s accounting policy related to resale and repurchase agreement, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Assets Purchased under Resale Agreements and Securities Sold under Repurchase Agreements to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The following tables present the resale and repurchase agreements included on the Consolidated Balance Sheet as of March 31, 2026 and December 31, 2025:
Gross Amounts Not Offset on the Consolidated Balance Sheet
($ in thousands)
Gross Amounts of Recognized AssetsGross Amounts Offset on the Consolidated Balance SheetNet Amounts of Assets Presented on the Consolidated Balance Sheet
Collateral Received (1)
Net Amount
March 31, 2026
Resale agreements$425,000 $— $425,000 $(425,000)$— 
Gross Amounts Not Offset on the Consolidated Balance Sheet
Gross Amounts of Recognized LiabilitiesGross Amounts Offset on the Consolidated Balance SheetNet Amounts of Liabilities Presented on the Consolidated Balance Sheet
Collateral Pledged (3)
Net Amount
Repurchase agreements (2)
$494,027 $— $494,027 $(493,573)$454 
18

Gross Amounts Not Offset on the Consolidated Balance Sheet
($ in thousands)
Gross Amounts of Recognized AssetsGross Amounts Offset on the Consolidated Balance Sheet
Net Amounts of Assets Presented on the Consolidated Balance Sheet
Collateral Received (1)
Net Amount
December 31, 2025
Resale agreements$425,000 $— $425,000 $(350,953)$74,047 
(1)Represents the fair value of assets the Company has received under resale agreements, limited for table presentation purposes to the amount of the recognized asset due from each counterparty. The application of collateral cannot reduce the net position below zero. Therefore, excess collateral, if any, is not reflected above.
(2)Matured on April 23, 2026.
(3)Represents the fair value of assets the Company has pledged under repurchase agreements, limited for table presentation purposes to the amount of the recognized liability due to each counterparty. The application of collateral cannot reduce the net position below zero. Therefore, excess collateral, if any, is not reflected above.

In addition to the amounts included in the table above, the Company also has balance sheet netting related to derivatives. Refer to Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q for additional information.

19

Note 4 — Securities

The following tables present the amortized cost, gross unrealized gains and losses, allowance for credit losses, and fair value by major categories of AFS and HTM debt securities as of March 31, 2026 and December 31, 2025:
March 31, 2026
($ in thousands)
Amortized Cost (1)
Gross Unrealized GainsGross Unrealized LossesFair Value
AFS debt securities:
U.S. Treasury securities$1,256,350 $495 $(19,058)$1,237,787 
U.S. government agency and U.S. government-sponsored enterprise debt securities287,503 — (31,640)255,863 
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2):
Commercial mortgage-backed securities277,947 74 (27,359)250,662 
Residential mortgage-backed securities11,004,372 53,571 (213,506)10,844,437 
Municipal securities275,348 5 (37,394)237,959 
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities197,286 — (22,416)174,870 
Residential mortgage-backed securities431,846 — (58,349)373,497 
Corporate debt securities535,158 — (87,575)447,583 
Foreign government bonds249,263 461 (9,329)240,395 
Asset-backed securities30,965 — (535)30,430 
Total AFS debt securities14,546,038 54,606 (507,161)14,093,483 
HTM debt securities:
U.S. Treasury securities542,059 — (16,011)526,048 
U.S. government agency and U.S. government-sponsored enterprise debt securities1,007,937 — (152,476)855,461 
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3):
Commercial mortgage-backed securities470,484 — (70,288)400,196 
Residential mortgage-backed securities653,648 — (125,740)527,908 
Municipal securities184,850 — (41,460)143,390 
Total HTM debt securities2,858,978 — (405,975)2,453,003 
Total debt securities$17,405,016 $54,606 $(913,136)$16,546,486 
Refer to table footnotes on the following page.
20

December 31, 2025
($ in thousands)
Amortized Cost (1)
Gross Unrealized GainsGross Unrealized Losses
Allowance for Credit Losses
Fair Value
AFS debt securities:
U.S. Treasury securities$1,010,053 $837 $(16,977)$— $993,913 
U.S. government agency and U.S. government-sponsored enterprise debt securities287,687 — (30,033)— 257,654 
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2):
Commercial mortgage-backed securities292,564 86 (27,312)— 265,338 
Residential mortgage-backed securities10,251,714 68,588 (187,649)— 10,132,653 
Municipal securities277,275 20 (34,193)— 243,102 
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities214,987 — (22,139)(1,900)190,948 
Residential mortgage-backed securities452,208 — (58,421)— 393,787 
Corporate debt securities554,158 6 (89,183)— 464,981 
Foreign government bonds247,249 437 (9,231)— 238,455 
Asset-backed securities31,886 — (497)— 31,389 
Total AFS debt securities 13,619,781 69,974 (475,635)(1,900)13,212,220 
HTM debt securities:
U.S. Treasury securities540,666 — (15,779)— 524,887 
U.S. government agency and U.S. government-sponsored enterprise debt securities1,007,055 — (146,921)— 860,134 
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3):
Commercial mortgage-backed securities474,747 — (69,471)— 405,276 
Residential mortgage-backed securities662,127 — (124,176)— 537,951 
Municipal securities185,463 — (33,965)— 151,498 
Total HTM debt securities2,870,058 — (390,312)— 2,479,746 
Total debt securities$16,489,839 $69,974 $(865,947)$(1,900)$15,691,966 
(1)Amortized cost excludes accrued interest receivables which are presented within Other assets on the Consolidated Balance Sheet. As of both March 31, 2026 and December 31, 2025, the accrued interest receivables were $54 million. For the Company’s accounting policy related to debt securities’ accrued interest receivables, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Allowance for Credit Losses on Available-for-Sale Debt Securities and Allowance for Credit Losses on Held-to-Maturity Debt Securities to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.
(2)Includes GNMA AFS debt securities with amortized cost and fair value both totaling $10.3 billion and $9.6 billion as of March 31, 2026 and December 31, 2025, respectively.
(3)Includes GNMA HTM debt securities totaling $77 million of amortized cost and $63 million of fair value as of March 31, 2026, and $79 million of amortized cost and $65 million of fair value as of December 31, 2025.

21

Unrealized Losses of Available-for-Sale Debt Securities

The following tables present the fair value and the associated gross unrealized losses of the Company’s AFS debt securities in a continuous unrealized loss position, aggregated by investment category and loss duration as of March 31, 2026 and December 31, 2025.
March 31, 2026
Less Than 12 Months12 Months or MoreTotal
($ in thousands)Fair ValueGross Unrealized LossesFair ValueGross Unrealized LossesFair ValueGross Unrealized Losses
AFS debt securities:
U.S. Treasury securities$510,306 $(5,956)$577,595 $(13,102)$1,087,901 

$(19,058)
U.S. government agency and U.S. government sponsored enterprise debt securities— — 255,863 (31,640)255,863 (31,640)
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities:
Commercial mortgage-backed securities3,512 (57)242,595 (27,302)246,107 (27,359)
Residential mortgage-backed securities2,834,504 (31,455)1,462,115 (182,051)4,296,619 (213,506)
Municipal securities1,950 (42)233,125 (37,352)235,075 (37,394)
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities— — 174,870 (22,416)174,870 (22,416)
Residential mortgage-backed securities— — 373,497 (58,349)373,497 (58,349)
Corporate debt securities— — 447,583 (87,575)447,583 (87,575)
Foreign government bonds— — 40,671 (9,329)40,671 (9,329)
Asset-backed securities— — 30,430 (535)30,430 (535)
Total AFS debt securities$3,350,272 $(37,510)$3,838,344 $(469,651)$7,188,616 $(507,161)
December 31, 2025
Less Than 12 Months12 Months or MoreTotal
($ in thousands)Fair ValueGross Unrealized LossesFair ValueGross Unrealized LossesFair ValueGross Unrealized Losses
AFS debt securities:
U.S. Treasury securities$323,019 $(1,627)$575,638 $(15,350)$898,657 $(16,977)
U.S. government agency and U.S. government-sponsored enterprise debt securities— — 257,654 (30,033)257,654 (30,033)
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities:
Commercial mortgage-backed securities— — 256,503 (27,312)256,503 (27,312)
Residential mortgage-backed securities1,052,833 (5,480)1,582,952 (182,169)2,635,785 (187,649)
Municipal securities— — 237,214 (34,193)237,214 (34,193)
Non-agency mortgage-backed securities:
Commercial mortgage-backed securities— — 190,948 (22,139)190,948 (22,139)
Residential mortgage-backed securities— — 393,787 (58,421)393,787 (58,421)
Corporate debt securities— — 454,975 (89,183)454,975 (89,183)
Foreign government bonds— — 90,769 (9,231)90,769 (9,231)
Asset-backed securities— — 31,389 (497)31,389 (497)
Total AFS debt securities$1,375,852 $(7,107)$4,071,829 $(468,528)$5,447,681 $(475,635)
22

As of March 31, 2026, the Company had 467 AFS debt securities in a gross unrealized loss position, primarily consisting of 261 U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities, 45 corporate debt securities and 61 non-agency mortgage-backed securities. In comparison, as of December 31, 2025, the Company had 429 AFS debt securities in a gross unrealized loss position, primarily consisting of 222 U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities, 47 corporate debt securities and 66 non-agency mortgage-backed securities.

Allowance for Credit Losses on Available-for-Sale Debt Securities

The Company evaluates each AFS debt security where the fair value declines below amortized cost. For a discussion of the factors and criteria the Company uses in analyzing securities for impairment related to credit losses, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Allowance for Credit Losses on Available-for-Sale Debt Securities to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The gross unrealized losses presented in the preceding tables were primarily attributable to interest rate movement and the widening of liquidity and/or credit spreads. U.S. Treasury, U.S. government agency, U.S. government-sponsored agency, and U.S. government-sponsored enterprise debt and mortgage-backed securities are issued, guaranteed, or otherwise supported by the U.S. government and have a zero credit loss assumption. The remaining securities that were in an unrealized loss position as of March 31, 2026 were mainly comprised of the following:

•Corporate debt securities — The market value movement as of March 31, 2026 was primarily due to interest rate movement and spread change. A portion of the corporate debt securities is comprised of subordinated debt securities issued by U.S. banks. These securities are nearly all rated investment grade by nationally recognized statistical rating organizations (“NRSROs”) and issued by well-capitalized financial institutions with strong profitability. The contractual payments from these corporate debt securities have been and are expected to be received on time. The Company will continue to monitor the market developments in the banking sector and the credit performance of these securities.
•Non-agency mortgage-backed securities — The market value movement for the majority of these securities as of March 31, 2026 was primarily due to interest rate movement and spread change. A substantial majority of the non-agency mortgage-backed securities are rated investment grade by NRSROs or have high priority in the cash flow waterfall within the securitization structure, and the contractual payments have historically been on time. Accordingly, the Company believes the risk of credit losses on these securities is low.

As of both March 31, 2026 and December 31, 2025, the Company intended to hold the AFS debt securities with unrealized losses through the anticipated recovery period and it was more-likely-than-not that the Company would not have to sell these securities before the recovery of their amortized cost. The issuers of these securities have not, to the Company’s knowledge, established any cause for default on these securities. As a result, the Company expects to recover the entire amortized cost basis of these securities.

There was no allowance for credit losses recorded against these securities as of March 31, 2026, compared with an allowance for credit losses of $2 million as of December 31, 2025, related to a non-agency commercial mortgage-backed security that experienced a deterioration in both its credit rating and expected cash flows, resulting in its fair value falling below amortized cost. A $192 thousand reversal of credit losses was recognized for the three months ended March 31, 2026, as a result of the sale of this security, compared with no provision for credit losses for the three months ended March 31, 2025

Allowance for Credit Losses on Held-to-Maturity Debt Securities

The Company separately evaluates its HTM debt securities for any credit losses using an expected loss model, similar to the methodology used for loans. For additional information on the Company’s credit loss methodology, refer to Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Allowance for Credit Losses on Held-to-Maturity Debt Securities to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.
23

The Company monitors the credit quality of the HTM debt securities using external credit ratings. As of March 31, 2026, all HTM securities were rated investment grade by NRSROs and issued, guaranteed, or supported by U.S. government entities and agencies. Accordingly, the Company applied a zero credit loss assumption and no allowance for credit losses was recorded as of both March 31, 2026 and December 31, 2025. Overall, the Company believes that the credit support levels of the debt securities are strong and based on current assessments and macroeconomic forecasts, expects that full contractual cash flows will be received.

Realized Gains and Reversal of Credit Losses

The following table presents the gross realized gains from the sales of AFS debt securities (pre-tax), the reversal of credit losses, and the related tax expense included in earnings for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Gross realized gains from sales$616 $131 
Reversal of credit losses
$192 $— 
Related tax expense
$239 $39 

Interest Income

The following table presents the composition of interest income on debt securities for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Taxable interest$156,567 $142,890 
Nontaxable interest3,611 4,894 
Total interest income on debt securities$160,178 $147,784 

24

Contractual Maturities of Available-for-Sale and Held-to-Maturity Debt Securities

The following tables present the contractual maturities, amortized cost, fair value and weighted-average yields of AFS and HTM debt securities as of March 31, 2026. Expected maturities will differ from contractual maturities on certain securities as the issuers and borrowers of the underlying collateral may have the right to call or prepay obligations with or without prepayment penalties.
($ in thousands)Within One Year
After One Year through Five Years
After Five Years through Ten Years After Ten Years Total
AFS debt securities:
U.S. Treasury securities
Amortized cost$490,798 $597,938 $167,614 $— $1,256,350 
Fair value482,999 589,040 165,748 — 1,237,787 
Weighted-average yield (1)
1.13%3.22%3.79%—%2.48%
U.S. government agency and U.S. government-sponsored enterprise debt securities
Amortized cost1,677 50,000 178,331 57,495 287,503 
Fair value1,656 47,873 157,707 48,627 255,863 
Weighted-average yield (1)
2.85%2.00%2.08%2.16%2.09%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities
Amortized cost— 48,534 90,730 11,143,055 11,282,319 
Fair value— 46,851 83,689 10,964,559 11,095,099 
Weighted-average yield (1) (2)
—%2.86%2.90%4.74%4.71%
Municipal securities
Amortized cost7,800 17,636 22,598 227,314 275,348 
Fair value7,720 17,155 19,344 193,740 237,959 
Weighted-average yield (1) (2)
1.21%2.58%2.40%2.26%2.26%
Non-agency mortgage-backed securities
Amortized cost— — — 629,132 629,132 
Fair value— — — 548,367 548,367 
Weighted-average yield (1)
—%—%—%2.24%2.24%
Corporate debt securities
Amortized cost15,158 46,000 449,000 25,000 535,158 
Fair value15,058 42,999 366,134 23,392 447,583 
Weighted-average yield (1)
4.70%4.31%2.36%1.80%2.57%
Foreign government bonds
Amortized cost69,648 129,615 50,000 — 249,263 
Fair value69,779 129,945 40,671 — 240,395 
Weighted-average yield (1)
2.29%2.46%1.75%—%2.27%
Asset-backed securities
Amortized cost— — — 30,965 30,965 
Fair value— — — 30,430 30,430 
Weighted-average yield (1)
—%—%—%4.36%4.36%
Total AFS debt securities
Amortized cost$585,081 $889,723 $958,273 $12,112,961 $14,546,038 
Fair value$577,212 $873,863 $833,293 $11,809,115 $14,093,483 
Weighted-average yield (1)
1.37%3.06%2.58%4.54%4.19%
25

($ in thousands)Within One Year
After One Year through Five Years
After Five Years through Ten YearsAfter Ten YearsTotal
HTM debt securities:
U.S. Treasury securities
Amortized cost$74,402$467,657$—$—$542,059
Fair value72,898453,150——526,048
Weighted-average yield (1)
0.83%1.08%—%—%1.05%
U.S. government agency and U.S. government-sponsored enterprise debt securities
Amortized cost—129,956812,19165,7901,007,937
Fair value—118,920683,74252,799855,461
Weighted-average yield (1)
—%1.37%1.96%2.12%1.90%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities
Amortized cost—55,823184,457883,8521,124,132
Fair value—51,287159,382717,435928,104
Weighted-average yield (1) (2)
—%1.51%1.81%1.67%1.69%
Municipal securities
Amortized cost——13,884170,966184,850
Fair value——11,791131,599143,390
Weighted-average yield (1) (2)
—%—%2.35%1.99%2.02%
Total HTM debt securities
Amortized cost$74,402$653,436$1,010,532$1,120,608$2,858,978
Fair value$72,898$623,357$854,915$901,833$2,453,003
Weighted-average yield (1)
0.83%1.17%1.94%1.75%1.66%
(1)Weighted-average yields are computed based on amortized cost balances.
(2)Yields on tax-exempt securities are not presented on a tax-equivalent basis.

As of March 31, 2026 and December 31, 2025, AFS and HTM debt securities with carrying values of $4.9 billion and $4.6 billion, respectively, were pledged to secure borrowings and for other purposes required or permitted by law. As of March 31, 2026 and December 31, 2025, AFS and HTM debt securities with fair values of $6.9 billion and $4.8 billion, respectively, were prepositioned for the Federal Reserve Bank (“FRB”) Standing Repurchase Agreement Facility.

Restricted Equity Securities

The following table presents the restricted equity securities included in Other assets on the Consolidated Balance Sheet as of March 31, 2026 and December 31, 2025:
($ in thousands)March 31, 2026December 31, 2025
FRB of San Francisco stock
$66,586 $66,179 
FHLB stock87,111 87,305 
Total restricted equity securities$153,697 $153,484 

26

Note 5 — Derivatives

The Company uses derivative instruments to manage exposure to market risk, primarily interest rate and foreign currency risks, as well as to assist customers with their risk management objectives. The Company’s goal is to manage interest rate sensitivity and volatility to mitigate the effect of interest rate changes on earnings or capital. The Company may also use foreign exchange contracts to manage the foreign exchange rate risk associated with certain foreign currency-denominated assets and liabilities, the funding needs of, as well as the Bank’s investment in, East West Bank (China) Limited. The Company recognizes all derivatives on the Consolidated Balance Sheet at fair value. While the Company designates certain derivatives as hedging instruments in a qualifying hedge accounting relationship, other derivatives serve as economic hedges. For additional information on the Company’s derivatives and hedging activities, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Derivatives to the Consolidated Financial Statements of the Company’s 2025 Form 10-K.

The following table presents the notional amounts and fair values of the Company’s derivatives as of March 31, 2026 and December 31, 2025. Certain derivative contracts are cleared through central clearing organizations where variation margin is applied daily as settlement to the fair values of the contracts. The fair values are presented on a gross basis prior to the application of bilateral collateral and master netting agreements, but after the application of variation margin payments as settlement to fair values of contracts cleared through central clearing organizations. Applying variation margin payments as settlement to the fair values of derivative contracts cleared through the London Clearing House (“LCH”) and the Chicago Mercantile Exchange (“CME”) resulted in reductions in the derivative asset and liability fair values of $14 million and $34 million, respectively, as of March 31, 2026. In comparison, applying variation margin payments as settlement to LCH- and CME-cleared derivative transactions resulted in reductions in the derivative asset and liability fair values of $16 million and $3 million, respectively, as of December 31, 2025. Total gross derivative asset and liability fair values are then adjusted to reflect the effects of legally enforceable master netting agreements and cash collateral received or paid. The resulting net derivative asset and liability fair values are included in Other assets and Accrued expenses and other liabilities, respectively, on the Consolidated Balance Sheet.
March 31, 2026December 31, 2025
Fair ValueFair Value
($ in thousands)Notional AmountAssets Liabilities Notional AmountAssets Liabilities 
Derivatives designated as hedging instruments:
Cash flow hedges:
Interest rate contracts$4,250,000 $22,611 $5,319 $4,250,000 $39,997 $139 
Derivatives not designated as hedging instruments:
Interest rate contracts$18,386,728 $245,137 $243,178 $18,987,277 $258,561 $256,731 
Commodity contracts (1)
— 146,385 122,088 — 66,022 72,158 
Foreign exchange contracts4,869,406 55,603 49,991 4,550,101 44,340 43,160 
Credit contracts (2)
348,244 16 129 303,421 25 51 
Equity contracts— 583 (3)13,046 (4)— 522 (3)13,734 (4)
Total derivatives not designated as hedging instruments$23,604,378 $447,724 $428,432 $23,840,799 $369,470 $385,834 
Gross derivative assets/liabilities$470,335 $433,751 $409,467 $385,973 
Less: Master netting agreements(111,845)(111,845)(74,138)(74,138)
Less: Cash collateral received(170,048)(17,540)(183,387)(27,502)
Net derivative assets/liabilities$188,442 $304,366 $151,942 $284,333 
(1)The notional amount of the Company’s commodity contracts totaled 19 million barrels of crude oil and 280 million units of natural gas, measured in million British thermal units (“MMBTUs”) as of March 31, 2026. In comparison, the notional amount of the Company’s commodity contracts totaled 16 million barrels of crude oil and 364 million MMBTUs of natural gas as of December 31, 2025.
(2)The notional amount for the credit contracts reflects the Company’s pro-rata share of the notional amount in the underlying derivative instruments in credit risk participation agreements (“RPAs”).
(3)The Company held warrant equity contracts in nine private companies as of both March 31, 2026 and December 31, 2025.
(4)Equity contracts classified as derivative liabilities consist of 349 thousand performance-based RSUs granted as part of EWBC’s consideration in an investment.
27

Derivatives Designated as Hedging Instruments

Cash Flow Hedges — The Company uses interest rate swaps and collars to hedge the variability in the interest amount received on certain floating-rate commercial loans due to changes in the contractually specified interest rates. As of March 31, 2026, interest rate contracts in notional amounts of $4.3 billion were designated as cash flow hedges to convert certain variable-rate loans from floating-rate payments to fixed-rate payments. Gains and losses on the hedging derivative instruments are recognized in AOCI and reclassified to earnings in the same period the hedged cash flows impact earnings and are recorded within the same income statement line item as the hedged cash flows. Considering the interest rates, yield curve and notional amount as of March 31, 2026, the Company expects to reclassify an estimated $2 million of after-tax net gains on derivative instruments designated as cash flow hedges from AOCI into earnings during the next 12 months.

The following table presents the pre-tax changes in AOCI from cash flow hedges for the three months ended March 31, 2026 and 2025. The after-tax impact of cash flow hedges on AOCI is shown in Note 12 — Accumulated Other Comprehensive Income (Loss) to the Consolidated Financial Statements in this Form 10-Q.
Three Months Ended March 31,
($ in thousands)20262025
(Losses) gains recognized in AOCI:
Interest rate contracts$(22,382)$37,466 
(Gains) losses reclassified from AOCI into earnings:
Interest and dividend income (for cash flow hedges on loans)$(583)$7,052 

Derivatives Not Designated as Hedging Instruments

Customer-Related Positions and Economic Hedge Derivatives — The Company enters into interest rate, commodity, and foreign exchange derivatives at the request of its customers and generally enters into offsetting derivative contracts with third-party financial institutions to mitigate the inherent market risk. The Company also utilizes foreign exchange contracts to mitigate the effect of currency fluctuations on certain foreign currency-denominated on-balance sheet assets and liabilities, primarily foreign currency denominated deposits that it offers to its customers, as well as to meet its funding needs in certain foreign currencies. A majority of the foreign exchange contracts had original maturities of one year or less as of both March 31, 2026 and December 31, 2025.

28

The following table presents the notional amounts and the gross fair values of interest rate and foreign exchange derivatives entered into with customers and with third-party financial institutions, which serve as economic hedges to customers’ positions, as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
Fair ValueFair Value
($ in thousands)Notional AmountAssetsLiabilitiesNotional AmountAssetsLiabilities
Customer-related positions:
Interest rate contracts:
Swaps$7,535,710 $29,626 $209,641 $7,566,889 $47,448 $206,794 
Written options1,298,056 — 3,093 1,463,110 — 1,900 
Collars and corridors340,632 53 312 444,604 311 20 
Subtotal9,174,398 29,679 213,046 9,474,603 47,759 208,714 
Foreign exchange contracts:
Forwards and spot1,322,892 21,382 9,419 1,156,203 23,661 2,831 
Swaps831,485 9,187 5,435 785,956 13,272 661 
Written options
64,561 — 2,276 63,460 — 73 
Subtotal2,218,938 30,569 17,130 2,005,619 36,933 3,565 
Total$11,393,336 $60,248 $230,176 $11,480,222 $84,692 $212,279 
Economic hedges and other:
Interest rate contracts:
Swaps$7,573,642 $212,016 $30,074 $7,604,959 $208,860 $47,682 
Purchased options1,298,056 3,130 — 1,463,110 1,922 — 
Collars and corridors340,632 312 58 444,605 20 335 
Subtotal9,212,330 215,458 30,132 9,512,674 210,802 48,017 
Foreign exchange contracts:
Forwards and spot236,106 3,863 4,712 234,278 1,602 3,498 
Swaps2,637,352 18,893 28,147 2,246,744 5,718 36,083 
Purchased options
64,561 2,278 2 63,460 87 14 
Subtotal2,938,019 25,034 32,861 2,544,482 7,407 39,595 
Total$12,150,349 $240,492 $62,993 $12,057,156 $218,209 $87,612 

29

The Company enters into energy commodity contracts with its customers in the oil and gas sector, which allow them to hedge against the risk of fluctuation in energy commodity prices. Offsetting contracts entered with third-party financial institutions are used as economic hedges to manage the Company’s exposure on its customer-related positions. The following table presents the notional amounts in units and the gross fair values of the commodity derivatives issued for customer-related positions and economic hedges as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
Fair ValueFair Value
($ and unit in thousands)Notional UnitsAssetsLiabilitiesNotional UnitsAssetsLiabilities
Customer-related positions:
Commodity contracts:
Crude oil:
Swaps6,244 Barrels$66,760 $2,410 4,255 Barrels$205 $28,533 
Collars3,035 Barrels49,575 — 3,747 Barrels21 13,622 
Subtotal9,279 Barrels116,335 2,410 8,002 Barrels226 42,155 
Natural gas:
Swaps89,873 MMBTUs5,014 24,534 112,599 MMBTUs5,814 18,403 
Collars51,497 MMBTUs1,078 7,068 71,945 MMBTUs1,879 6,693 
Subtotal141,370 MMBTUs6,092 31,602 184,544 MMBTUs7,693 25,096 
Total$122,427 $34,012 $7,919 $67,251 
Economic hedges:
Commodity contracts:
Crude oil:
Swaps6,244 Barrels$1,523 $53,380 4,255 Barrels$25,309 $11 
Collars3,035 Barrels— 29,529 3,747 Barrels8,724 21 
Subtotal9,279 Barrels1,523 82,909 8,002 Barrels34,033 32 
Natural gas:
Swaps88,528 MMBTUs18,314 4,325 110,506 MMBTUs18,258 3,963 
Collars50,287 MMBTUs4,121 842 68,965 MMBTUs5,812 912 
Subtotal138,815 MMBTUs22,435 5,167 179,471 MMBTUs24,070 4,875 
Total$23,958 $88,076 $58,103 $4,907 

Credit Contracts — The Company periodically enters into credit RPAs with institutional counterparties to manage the credit exposure of the interest rate contracts associated with syndicated loans. Under the RPAs, a portion of the credit exposure is transferred from one party (the purchaser of credit protection) to another party (the seller of credit protection). The seller of credit protection is required to make payments to the purchaser of credit protection if the underlying borrower defaults on the related interest rate contract. The Company may enter into protection sold or protection purchased RPAs. Credit risk on RPAs is managed by monitoring the credit worthiness of the borrowers and the institutional counterparties, which is a part of the Company’s normal credit review and monitoring process. Assuming the underlying borrowers referenced in the interest rate contracts defaulted, the maximum exposure in the credit protection sold RPAs would be $584 thousand and $590 thousand as of March 31, 2026 and December 31, 2025, respectively.

30

The following table presents the notional amounts and the gross fair values of RPAs sold and purchased outstanding as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
Notional Amount
Fair Value
Notional Amount
Fair Value
($ in thousands)
AssetsLiabilitiesAssetsLiabilities
RPAs — protection sold (1)
$178,620 $— $129 $133,756 $— $51 
RPAs — protection purchased
169,624 16 — 169,665 25 — 
Total RPAs$348,244 $16 $129 $303,421 $25 $51 
(1)All reference entities of the protection sold RPAs were investment grade. The weighted-average remaining maturities were 3.5 years and 2.7 years as of March 31, 2026 and December 31, 2025, respectively.

Equity Contracts — As part of the loan origination process, the Company may obtain warrants to purchase the preferred and/or common stock of its borrowers’ companies, which are mainly in the technology and life sciences sectors. Warrants grant the Company the right to buy a certain class of the underlying company’s equity at a certain price before expiration. In connection with an investment the Company made during the third quarter of 2023, the Company granted performance-based RSUs as part of its consideration. The vesting of these equity contracts is contingent on the investee meeting certain financial performance targets during the future performance period. For additional information on these equity contracts, refer to Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in this Form 10-Q.

The following table presents the net gains (losses) due to fair value changes that are recognized on the Company’s Consolidated Statement of Income related to derivatives not designated as hedging instruments for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)Classification on Consolidated Statement of Income20262025
Derivatives not designated as hedging instruments:
Interest rate contracts
Customer derivative income and derivative mark-to-market adjustments
$1,247 $(1,402)
Credit contracts
Customer derivative income and derivative mark-to-market adjustments
(87)10 
Commodity contracts
Customer derivative income and derivative mark-to-market adjustments
(226)(78)
Total derivative mark-to-market and credit valuation adjustments
Customer derivative income and derivative mark-to-market adjustments
934 (1,470)
Foreign exchange contractsForeign exchange income14,338 13,238 
Equity contracts - warrants
Lending and loan servicing fees
61 179 
Equity contracts - performance-based RSUOther investment income688 — 
Net derivative gains
$16,021 $11,947 

Credit-Risk-Related Contingent Features — Certain of the Company’s over-the-counter derivative contracts contain early termination provisions that require the Company to settle any outstanding balances upon the occurrence of a specified credit-risk-related event. Such an event primarily relates to a downgrade of the credit rating of East West Bank to below investment grade. As of March 31, 2026, the aggregate fair value amounts of all derivative instruments with credit risk-related contingent features that were in a net liability position totaled $4 million, for which $4 million collateral was posted to cover these positions. In comparison, as of December 31, 2025, the aggregate fair value amounts of all derivative instruments with credit risk-related contingent features that were in a net liability position totaled $3 million, for which $3 million collateral was posted to cover these positions. In the event that the credit rating of East West Bank had been downgraded to below investment grade, the Company would have been required to post minimal additional collateral as of both March 31, 2026 and December 31, 2025.

31

Offsetting of Derivatives

The following tables present the gross derivative fair values, the balance sheet netting adjustments, and the resulting net fair values recorded on the Consolidated Balance Sheet, as well as the cash and noncash collateral associated with master netting arrangements. The gross fair values of derivative assets and liabilities are presented after the application of variation margin payments as settlements to the fair values of contracts cleared through central clearing organizations, where applicable. The collateral amounts in the following tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of over-collateralization are not shown:
($ in thousands)As of March 31, 2026
Gross Amounts Offset on the Consolidated Balance Sheet Net Amounts Presented on the Consolidated Balance SheetGross Amounts Not Offset on the Consolidated Balance Sheet
Gross Amounts Recognized (1)
Master Netting Arrangements
Cash Collateral Received (3)
Security Collateral Received (5)
Net Amount
Derivative assets$470,335 $(111,845)$(170,048)$188,442 $(30,186)$158,256 
Gross Amounts Offset on the Consolidated Balance Sheet Net Amounts Presented on the Consolidated Balance SheetGross Amounts Not Offset on the Consolidated Balance Sheet
 Gross Amounts Recognized (2)
Master Netting Arrangements
Cash Collateral Pledged (4)
Security Collateral Pledged (5)
Net Amount
Derivative liabilities$433,751 $(111,845)$(17,540)$304,366 $(26,882)$277,484 
($ in thousands)As of December 31, 2025
Gross Amounts Offset on the Consolidated Balance Sheet Net Amounts Presented on the Consolidated Balance SheetGross Amounts Not Offset on the Consolidated Balance Sheet
 Gross Amounts Recognized (1)
Master Netting Arrangements
Cash Collateral Received (3)
Security Collateral Received (5)
Net Amount
Derivative assets$409,467 $(74,138)$(183,387)$151,942 $(42,779)$109,163 
Gross Amounts Offset on the Consolidated Balance SheetNet Amounts Presented on the Consolidated Balance SheetGross Amounts Not Offset on the Consolidated Balance Sheet
 Gross Amounts Recognized (2)
Master Netting Arrangements
Cash Collateral Pledged (4)
Security Collateral Pledged (5)
Net Amount
Derivative liabilities$385,973 $(74,138)$(27,502)$284,333 $— $284,333 
(1)Includes $6 million and $9 million of gross fair value assets with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of March 31, 2026 and December 31, 2025, respectively.
(2)Includes $19 million and $16 million of gross fair value liabilities with counterparties that were not subject to enforceable master netting arrangements or similar agreements as of March 31, 2026 and December 31, 2025, respectively.
(3)Gross cash collateral received under master netting arrangements or similar agreements were $175 million and $184 million as of March 31, 2026 and December 31, 2025, respectively. Of the gross cash collateral received, $170 million and $183 million were used to offset against derivative assets as of March 31, 2026 and December 31, 2025, respectively.
(4)Gross cash collateral pledged under master netting arrangements or similar agreements were $24 million and $29 million as of March 31, 2026 and December 31, 2025, respectively. Of the gross cash collateral pledged, $18 million and $28 million were used to offset against derivative liabilities as of March 31, 2026 and December 31, 2025, respectively.
(5)Represents the fair value of security collateral received or pledged limited to derivative assets or liabilities that are subject to enforceable master netting arrangements or similar agreements. U.S. GAAP does not permit the netting of noncash collateral on the Consolidated Balance Sheet but requires the disclosure of such amounts.

In addition to the amounts included in the tables above, the Company may have balance sheet netting related to resale agreements. Refer to Note 3 — Securities Purchased under Resale Agreements and Sold Under Repurchase Agreements to the Consolidated Financial Statements in this Form 10-Q for additional information. Refer to Note 2 — Fair Value Measurement and Fair Value of Financial Instruments to the Consolidated Financial Statements in this Form 10-Q for fair value measurement disclosures on derivatives.
32

Note 6 — Loans Receivable and Allowance for Credit Losses

The following table presents the composition of the Company’s loans held-for-investment outstanding as of March 31, 2026 and December 31, 2025:
($ in thousands)March 31, 2026December 31, 2025
Commercial:
C&I$19,550,953 $18,650,755 
CRE:
CRE15,491,057 15,407,088 
Multifamily residential5,129,247 5,112,328 
Construction and land811,999 742,357 
Total CRE21,432,303 21,261,773 
Total commercial40,983,256 39,912,528 
Consumer:
Residential mortgage:
Single-family residential (“SFR”)
15,119,709 15,002,549 
Home equity lines of credit (“HELOCs”)
1,945,867 1,911,897 
Total residential mortgage17,065,576 16,914,446 
Other consumer51,917 51,198 
Total consumer17,117,493 16,965,644 
Total loans held-for-investment (1)
$58,100,749 $56,878,172 
ALLL
(835,874)(809,773)
Loans held-for-investment, net (1)
$57,264,875 $56,068,399 
(1)Includes $17 million and $26 million of net deferred loan fees and net unamortized premiums as of March 31, 2026 and December 31, 2025, respectively.

Accrued interest receivable on loans held-for-investment was $249 million and $251 million as of March 31, 2026 and December 31, 2025, respectively, and was included in Other assets on the Consolidated Balance Sheet. The interest income recognized and reversed on nonaccrual loans was immaterial for both the three months ended March 31, 2026 and 2025. For the Company’s accounting policy on accrued interest receivable related to loans held-for-investment, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Investment to the Consolidated Financial Statements of the Company’s 2025 Form 10-K. The Company also has loans held-for-sale. For the Company’s accounting policy on loans held-for-sale, refer to Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Sale to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

The Company’s FRB and FHLB borrowings are primarily secured by loans held-for-investment. Loans held-for-investment totaling $42.8 billion and $41.8 billion were pledged to secure borrowings and provide additional borrowing capacity as of March 31, 2026 and December 31, 2025, respectively.

Credit Quality Indicators

All loans are subject to the Company’s credit review and monitoring process. For the commercial loan portfolio, loans are risk rated based on an analysis of the borrower’s current payment performance or delinquency, repayment sources, financial and liquidity factors, including industry and geographic considerations. For the consumer loan portfolio, payment performance or delinquency is typically the driving indicator for risk ratings.

The Company utilizes internal credit risk ratings to assign each individual loan a risk rating of 1 through 10:
•Pass — loans risk rated 1 through 5 are assigned an internal risk rating category of “Pass.” Loans risk rated 1 are typically loans fully secured by cash. Pass loans have sufficient sources of repayment to repay the loan in full, in accordance with all terms and conditions.
•Special mention — loans assigned a risk rating of 6 have potential weaknesses that warrant closer attention by management; these are assigned an internal risk rating category of “Special Mention.”
33

•Substandard — loans assigned a risk rating of 7 or 8 have well-defined weaknesses that may jeopardize the full and timely repayment of the loan; these are assigned an internal risk rating category of “Substandard.”
•Doubtful — loans assigned a risk rating of 9 have insufficient sources of repayment and a high probability of loss; these are assigned an internal risk rating category of “Doubtful.”
•Loss — loans assigned a risk rating of 10 are uncollectible and of such little value that they are no longer considered bankable assets; these are assigned an internal risk rating category of “Loss.”

Loan exposures categorized as criticized consist of special mention, substandard, doubtful and loss categories. The Company reviews the internal risk ratings of its loan portfolio on a regular basis, and adjusts the ratings based on changes in the borrowers’ financial status and the collectability of the loans.
34

The following tables summarize the Company’s loans held-for-investment and year-to-date gross write-offs by loan portfolio segments, internal risk ratings and vintage year as of the periods presented. The vintage year is the year of loan origination, renewal or major modification. Gross write-offs in the following tables are for the three months ended March 31, 2026, and the year ended December 31, 2025. Revolving loans that are converted to term loans presented in the tables below are excluded from the term loans by vintage year columns.
March 31, 2026
Term Loans by Origination Year
($ in thousands)20262025202420232022PriorRevolving Loans
Revolving Loans Converted to Term Loans
Total
Commercial:
C&I:
Pass$665,659 $2,906,360 $1,485,504 $812,869 $444,075 $609,918 $12,030,255 $69,610 $19,024,250 
Criticized (accrual)25 400 38,075 34,555 85,971 50,822 255,792 — 465,640 
Criticized (nonaccrual)
— 2,890 4,280 14,989 103 38,680 121 — 61,063 
Total C&I665,684 2,909,650 1,527,859 862,413 530,149 699,420 12,286,168 69,610 19,550,953 
Gross write-offs (1)
— 38 89 8,193 4,601 3,202 10 — 16,133 
CRE:
Pass553,283 2,597,867 1,546,632 1,943,710 3,100,174 5,050,710 72,238 52,175 14,916,789 
Criticized (accrual)— 30,166 31,082 103,021 155,361 218,143 — — 537,773 
Criticized (nonaccrual)
— 2,013 — 18,785 — 15,697 — — 36,495 
Subtotal CRE553,283 2,630,046 1,577,714 2,065,516 3,255,535 5,284,550 72,238 52,175 15,491,057 
Gross write-offs
— 1,305 — — — — — — 1,305 
Multifamily residential:
Pass229,288 840,553 326,725 429,290 1,132,216 2,125,158 28,102 3,804 5,115,136 
Criticized (accrual)— — — — 5,151 8,685 — — 13,836 
Criticized (nonaccrual)
— — — — — 275 — — 275 
Subtotal multifamily residential229,288 840,553 326,725 429,290 1,137,367 2,134,118 28,102 3,804 5,129,247 
Construction and land:
Pass56,612 270,045 122,595 236,324 85,197 16,787 5,105 — 792,665 
Criticized (nonaccrual)
— — — — 19,334 — — — 19,334 
Subtotal construction and land56,612 270,045 122,595 236,324 104,531 16,787 5,105 — 811,999 
Total CRE839,183 3,740,644 2,027,034 2,731,130 4,497,433 7,435,455 105,445 55,979 21,432,303 
Total CRE gross write-offs (1)
— 1,305 — — — — — — 1,305 
Total commercial$1,504,867 $6,650,294 $3,554,893 $3,593,543 $5,027,582 $8,134,875 $12,391,613 $125,589 $40,983,256 
Total commercial gross write-offs (1)
$— $1,343 $89 $8,193 $4,601 $3,202 $10 $— $17,438 
35

March 31, 2026
Term Loans by Origination Year
($ in thousands)20262025202420232022PriorRevolving Loans
Revolving Loans Converted to Term Loans
Total
Consumer:
Residential mortgage:
SFR:
Pass (2)
$756,418 $2,727,809 $1,696,060 $2,233,611 $2,737,115 $4,906,622 $— $— $15,057,635 
Criticized (accrual)— 6,395 4,497 6,832 3,751 6,995 — — 28,470 
Criticized (nonaccrual) (2)
— 9,003 5,848 4,869 3,188 10,696 — — 33,604 
Subtotal SFR mortgage
756,418 2,743,207 1,706,405 2,245,312 2,744,054 4,924,313 — — 15,119,709 
Gross write-offs (1)
7 3 20 4 8 79 — — 121 
HELOCs:
Pass400 13,186 2,254 5,196 9,987 27,136 1,786,887 67,734 1,912,780 
Criticized (accrual)— 963 416 352 — 1,092 980 326 4,129 
Criticized (nonaccrual)
— 1,123 133 2,525 2,932 16,895 826 4,524 28,958 
Subtotal HELOCs400 15,272 2,803 8,073 12,919 45,123 1,788,693 72,584 1,945,867 
Total residential mortgage756,818 2,758,479 1,709,208 2,253,385 2,756,973 4,969,436 1,788,693 72,584 17,065,576 
Total residential mortgage gross write-offs (1)
7 3 20 4 8 79 — — 121 
Other consumer:
Pass1,369 24,481 — — 4,651 5,694 15,683 — 51,878 
Criticized (accrual)10 — — — — — — — 10 
Criticized (nonaccrual)
— — — — — — 29 — 29 
Total other consumer1,379 24,481 — — 4,651 5,694 15,712 — 51,917 
Total consumer$758,197 $2,782,960 $1,709,208 $2,253,385 $2,761,624 $4,975,130 $1,804,405 $72,584 $17,117,493 
Total consumer gross write-offs (1)
$7$3$20$4$8$79$—$—$121
Total loans held-for-investment:
Pass$2,263,029 $9,380,301 $5,179,770 $5,661,000 $7,513,415 $12,742,025 $13,938,270 $193,323 $56,871,133 
Criticized (accrual)35 37,924 74,070 144,760 250,234 285,737 256,772 326 1,049,858 
Criticized (nonaccrual)
— 15,029 10,261 41,168 25,557 82,243 976 4,524 179,758 
Total$2,263,064 $9,433,254 $5,264,101 $5,846,928 $7,789,206 $13,110,005 $14,196,018 $198,173 $58,100,749 
Total loans held-for-investment gross write-offs (1)
$7 $1,346 $109 $8,197 $4,609 $3,281 $10 $— $17,559 
36

December 31, 2025
Term Loans by Origination Year
($ in thousands)20252024202320222021PriorRevolving Loans
Revolving Loans Converted to Term Loans
Total
Commercial:
C&I:
Pass$3,013,368 $1,717,361 $880,267 $536,461 $391,413 $302,893 $11,308,551 $67,968 $18,218,282 
Criticized (accrual)572 35,223 1,662 93,562 83,813 6,771 158,626 — 380,229 
Criticized (nonaccrual)2,922 4,733 26,810 1,640 9,525 6,526 88 — 52,244 
Total C&I3,016,862 1,757,317 908,739 631,663 484,751 316,190 11,467,265 67,968 18,650,755 
Gross write-offs (1)
2,617 1,199 28,752 4,643 1,063 3,170 24 — 41,468 
CRE:
Pass2,615,789 1,562,420 2,015,433 3,188,363 1,708,927 3,607,918 78,712 47,512 14,825,074 
Criticized (accrual)30,275 29,807 116,862 134,018 48,569 183,937 — — 543,468 
Criticized (nonaccrual)3,317 — 4,172 7,439 12,330 11,288 — — 38,546 
Subtotal CRE2,649,381 1,592,227 2,136,467 3,329,820 1,769,826 3,803,143 78,712 47,512 15,407,088 
Gross write-offs (1)
8,932 — — 160 19 15,126 — — 24,237 
Multifamily residential:
Pass895,323 338,209 478,782 1,138,693 663,916 1,547,124 32,207 3,820 5,098,074 
Criticized (accrual)— — — 5,175 — 8,787 — — 13,962 
Criticized (nonaccrual)— — — — — 292 — — 292 
Subtotal multifamily residential895,323 338,209 478,782 1,143,868 663,916 1,556,203 32,207 3,820 5,112,328 
Gross write-offs (1)
— — — — — 8 — — 8 
Construction and land:
Pass246,380 109,799 247,482 90,086 13,437 3,462 3,901 — 714,547 
Criticized (nonaccrual)— 8,897 — 18,913 — — — — 27,810 
Subtotal construction and land246,380 118,696 247,482 108,999 13,437 3,462 3,901 — 742,357 
Total CRE3,791,084 2,049,132 2,862,731 4,582,687 2,447,179 5,362,808 114,820 51,332 21,261,773 
Total CRE gross write-offs (1)
8,932 — — 160 19 15,134 — — 24,245 
Total commercial$6,807,946 $3,806,449 $3,771,470 $5,214,350 $2,931,930 $5,678,998 $11,582,085 $119,300 $39,912,528 
Total commercial gross write-offs (1)
$11,549 $1,199 $28,752 $4,803 $1,082 $18,304 $24 $— $65,713 
37

December 31, 2025
Term Loans by Origination Year
($ in thousands)20252024202320222021PriorRevolving LoansRevolving Loans Converted to Term LoansTotal
Consumer:
Residential mortgage:
SFR:
Pass (2)
$2,861,764 $1,837,821 $2,349,242 $2,808,694 $1,860,110 $3,228,996 $— $— $14,946,627 
Criticized (accrual)3,157 3,646 5,589 5,427 235 9,356 — — 27,410 
Criticized (nonaccrual) (2)
4,566 891 3,445 4,617 1,620 13,373 — — 28,512 
Subtotal SFR mortgage
2,869,487 1,842,358 2,358,276 2,818,738 1,861,965 3,251,725 — — 15,002,549 
Gross write-offs (1)
— 14 — — — — — — 14 
HELOCs:
Pass13,652 4,796 4,740 5,258 11,233 22,213 1,750,894 70,577 1,883,363 
Criticized (accrual)1,879 — 97 140 287 526 6,784 1,654 11,367 
Criticized (nonaccrual)1,288 13 379 2,610 1,232 7,033 — 4,612 17,167 
Subtotal HELOCs16,819 4,809 5,216 8,008 12,752 29,772 1,757,678 76,843 1,911,897 
Gross write-offs (1)
— — — — — — — 6 6 
Total residential mortgage2,886,306 1,847,167 2,363,492 2,826,746 1,874,717 3,281,497 1,757,678 76,843 16,914,446 
Total residential mortgage gross write-offs (1)
— 14 — — — — — 6 20 
Other consumer:
Pass25,146 — — 4,635 129 5,570 15,576 — 51,056 
Criticized (nonaccrual)— — 49 — — — 93 — 142 
Total other consumer25,146 — 49 4,635 129 5,570 15,669 — 51,198 
Total consumer$2,911,452 $1,847,167 $2,363,541 $2,831,381 $1,874,846 $3,287,067 $1,773,347 $76,843 $16,965,644 
Total consumer gross write-offs (1)
$— $14 $— $— $— $— $— $6 $20 
Total loans held-for-investment:
Pass$9,671,422 $5,570,406 $5,975,946 $7,772,190 $4,649,165 $8,718,176 $13,189,841 $189,877 $55,737,023 
Criticized (accrual)35,883 68,676 124,210 238,322 132,904 209,377 165,410 1,654 976,436 
Criticized (nonaccrual)12,093 14,534 34,855 35,219 24,707 38,512 181 4,612 164,713 
Total$9,719,398 $5,653,616 $6,135,011 $8,045,731 $4,806,776 $8,966,065 $13,355,432 $196,143 $56,878,172 
Total loans held-for-investment gross write-offs (1)
$11,549 $1,213 $28,752 $4,803 $1,082 $18,304 $24 $6 $65,733 
(1)Excludes gross write-offs associated with loans the Company sold or settled.
(2)$1 million of nonaccrual loans whose payments were guaranteed by the Federal Housing Administration were classified with a “Pass” rating as of both March 31, 2026 and December 31, 2025.

38

Nonaccrual and Past Due Loans

Loans that are 90 or more days past due are generally placed on nonaccrual status unless the loan is well-collateralized and in the process of collection. Loans that are less than 90 days past due but have identified deficiencies, such as when the full collection of principal or interest becomes uncertain, are also placed on nonaccrual status. The following tables present the aging analysis of loans held-for-investment as of March 31, 2026 and December 31, 2025:
March 31, 2026
($ in thousands)Current Accruing LoansAccruing Loans 30-59 Days Past DueAccruing Loans 60-89 Days Past DueTotal Accruing Past Due LoansTotal Nonaccrual LoansTotal Loans
Commercial:
C&I$19,471,033 $13,266 $5,591 $18,857 $61,063 $19,550,953 
CRE:
CRE15,409,331 6,097 39,134 45,231 36,495 15,491,057 
Multifamily residential5,123,675 5,297 — 5,297 275 5,129,247 
Construction and land792,665 — — — 19,334 811,999 
Total CRE21,325,671 11,394 39,134 50,528 56,104 21,432,303 
Total commercial40,796,704 24,660 44,725 69,385 117,167 40,983,256 
Consumer:
Residential mortgage:
SFR
15,009,884 46,542 28,789 75,331 34,494 15,119,709 
HELOCs1,893,351 18,452 5,106 23,558 28,958 1,945,867 
Total residential mortgage16,903,235 64,994 33,895 98,889 63,452 17,065,576 
Other consumer51,791 60 37 97 29 51,917 
Total consumer16,955,026 65,054 33,932 98,986 63,481 17,117,493 
Total$57,751,730 $89,714 $78,657 $168,371 $180,648 $58,100,749 
December 31, 2025
($ in thousands)Current Accruing LoansAccruing Loans 30-59 Days Past DueAccruing Loans 60-89 Days Past DueTotal Accruing Past Due LoansTotal Nonaccrual LoansTotal Loans
Commercial:
C&I$18,572,467 $25,962 $82 $26,044 $52,244 $18,650,755 
CRE:
CRE15,354,548 10,525 3,469 13,994 38,546 15,407,088 
Multifamily residential5,110,783 1,253 — 1,253 292 5,112,328 
Construction and land714,547 — — — 27,810 742,357 
Total CRE21,179,878 11,778 3,469 15,247 66,648 21,261,773 
Total commercial39,752,345 37,740 3,551 41,291 118,892 39,912,528 
Consumer:
Residential mortgage:
SFR
14,899,224 46,010 27,674 73,684 29,641 15,002,549 
HELOCs1,860,080 23,328 11,322 34,650 17,167 1,911,897 
Total residential mortgage
16,759,304 69,338 38,996 108,334 46,808 16,914,446 
Other consumer50,979 56 21 77 142 51,198 
Total consumer16,810,283 69,394 39,017 108,411 46,950 16,965,644 
Total$56,562,628 $107,134 $42,568 $149,702 $165,842 $56,878,172 

39

The following table presents the amortized cost of loans on nonaccrual status for which there was no related ALLL as of both March 31, 2026 and December 31, 2025. Nonaccrual loans may not have an allowance for credit losses if the loan balances are well secured by collateral values and there is no loss expectation.
($ in thousands)March 31, 2026December 31, 2025
Commercial:
C&I$14,769 $21,723 
CRE32,874 33,705 
Construction and land19,334 27,810 
Total commercial66,977 83,238 
Consumer:
SFR
8,828 6,095 
HELOCs7,913 4,081 
Total consumer16,741 10,176 
Total nonaccrual loans with no related ALLL
$83,718 $93,414 

Foreclosed Assets

The Company acquires assets from borrowers through loan restructurings, workouts, or foreclosures. Assets acquired may include real properties (e.g., real estate, land, and buildings) and commercial and personal properties. The Company recognizes foreclosed assets upon receiving assets in satisfaction of a loan (e.g., taking legal title or physical possession).

Foreclosed assets, consisting of OREO and other nonperforming assets, are included in Other assets on the Consolidated Balance Sheet. The Company had $15 million of foreclosed assets as of March 31, 2026, compared with $21 million as of December 31, 2025. The Company commences the foreclosure process on consumer mortgage loans after a borrower becomes more than 120 days delinquent in accordance with the Consumer Financial Protection Bureau guidelines. The carrying value of the consumer real estate loans that were in an active or suspended foreclosure process was $26 million and $16 million as of March 31, 2026 and December 31, 2025, respectively.

Loan Modifications to Borrowers Experiencing Financial Difficulty

As part of the Company’s loss mitigation efforts, the Company may agree to modify the contractual terms of a loan to assist borrowers experiencing financial difficulty. The Company negotiates loan modifications on a case-by-case basis to achieve mutually agreeable terms that maximize loan collectability and meet the borrower’s financial needs. The Company considers various factors to identify borrowers experiencing financial difficulty. The primary factor for consumer loan borrowers is delinquency status. For commercial loan borrowers, these factors include credit risk ratings, the probability of loan risk rating downgrades, and overall risk profile changes. The modification may include, but is not limited to, payment delays, interest rate reductions, term extensions, principal forgiveness, or a combination of such modifications. Commercial loan borrowers that require immaterial modifications such as insignificant interest rate changes, short-term extensions (90 days or less) from the original maturity date, or temporary waivers or extensions of financial covenants which would not constitute material credit actions, are generally not considered to be experiencing financial difficulty and are not included in the disclosure. Insignificant payment deferrals (three months or less in the last 12 months) are also not included in the disclosure.

40

The following tables present the amortized cost of loans that were modified during the three months ended March 31, 2026 and 2025 by loan class and modification type:
Three Months Ended March 31, 2026
Modification Type
($ in thousands)Term ExtensionPayment Delay
Combination: Term Extension/ Payment Delay
TotalModification as a % of Loan Class
Commercial:
C&I$83,122 $— $— $83,122 0.43 %
CRE39,686 — — 39,686 0.26 %
Land and construction— 19,334 — 19,334 2.38 %
Total commercial122,808 19,334 — 142,142 0.35 %
Consumer:
SFR
— 5,680 — 5,680 0.04 %
HELOCs— 1,286 — 1,286 0.07 %
Total consumer— 6,966 — 6,966 0.04 %
Total$122,808 $26,300 $— $149,108 0.26 %
Three Months Ended March 31, 2025
Modification Type
($ in thousands)Term ExtensionPayment DelayCombination: Term Extension/ Payment DelayTotalModification as a % of Loan Class
Commercial:
C&I$15,651 $— $23,749 $39,400 0.23 %
CRE18,082 — — 18,082 0.12 %
Multifamily280 — — 280 0.01 %
Total commercial34,013 — 23,749 57,762 0.15 %
Consumer:
SFR
— 4,061 88 4,149 0.03 %
HELOCs— 975 911 1,886 0.10 %
Total consumer— 5,036 999 6,035 0.04 %
Total$34,013 $5,036 $24,748 $63,797 0.12 %

41

The following table presents the financial effects of the loan modifications for the three months ended March 31, 2026 and 2025 by loan class and modification type:
Financial Effects of Loan Modifications
for the Three Months Ended March 31,
20262025
($ in thousands)
Weighted-average Term Extension (in years)
Weighted-average Payment Delay
(in years)
Weighted-average Term Extension (in years)
Weighted-average Payment Delay
 (in years)
Commercial:
C&I1.10.01.11.0
CRE1.10.05.00.0
Land and construction0.00.70.00.0
Consumer:
SFR
0.00.510.01.0
HELOCs0.01.117.615.4

A modified loan may become delinquent and may result in a payment default (generally 90 days past due) subsequent to modification. The following tables present the amortized cost basis of modified loans that, within 12 months of the modification date, experienced a subsequent default during the three months ended March 31, 2026 and 2025.
Loans Modified that Subsequently Defaulted During the Three Months Ended March 31, 2026
($ in thousands)Term ExtensionPayment DelayTotal
Commercial:
C&I$— $28,639 $28,639 
Total commercial— 28,639 28,639 
Consumer:
SFR
— 3,202 3,202 
HELOCs— 295 295 
Total consumer— 3,497 3,497 
Total$— $32,136 $32,136 
Loans Modified that Subsequently Defaulted During the Three Months Ended March 31, 2025
($ in thousands)Term ExtensionPayment DelayTotal
Commercial:
C&I$— $2,193 $2,193 
CRE22,631 — 22,631 
Total commercial22,631 2,193 24,824 
Consumer:
SFR
$— $3,455 $3,455 
HELOCs— 2,121 2,121 
Total consumer— 5,576 5,576 
Total$22,631 $7,769 $30,400 

42

The Company monitors the performance of modified loans to borrowers experiencing financial difficulty to understand the effectiveness of its modification efforts. The following tables present the performance of loans that were modified over the last 12 months as of March 31, 2026 and 2025:
Payment Performance as of March 31, 2026
($ in thousands)Current30 - 89 Days Past Due90+ Days Past DueTotal
Commercial:
C&I$178,896 $400 $28,639 $207,935 
CRE127,782 30,110 — 157,892 
Construction and land9,603 — 19,334 28,937 
Total commercial316,281 30,510 47,973 394,764 
Consumer:
SFR
22,385 8,602 3,723 34,710 
HELOCs12,927 3,843 — 16,770 
Total consumer35,312 12,445 3,723 51,480 
Total$351,593 $42,955 $51,696 $446,244 
Total nonaccrual loans included above
$31,559 $400 $51,696 $83,655 
Payment Performance as of March 31, 2025
($ in thousands)Current30 - 89 Days Past Due90+ Days Past DueTotal
Commercial:
C&I$80,147 $3,608 $1,515 $85,270 
CRE66,040 — — 66,040 
Multifamily residential280 — — 280 
Total commercial146,467 3,608 1,515 151,590 
Consumer:
SFR
8,122 3,469 3,597 15,188 
HELOCs5,137 2,369 3,796 11,302 
Total consumer13,259 5,838 7,393 26,490 
Total$159,726 $9,446 $8,908 $178,080 
Total nonaccrual loans included above
$29,925 $3,608 $8,908 $42,441 

As of March 31, 2026 and December 31, 2025, commitments to lend additional funds to borrowers whose loans were modified totaled $2 million and $14 million, respectively.

Allowance for Credit Losses

The Company has a current expected credit losses framework for all financial assets measured at amortized cost and certain off-balance sheet credit exposures. The Company’s allowance for credit losses, which includes both the ALLL and the allowance for unfunded credit commitments, is calculated with the objective of maintaining a reserve sufficient to absorb losses inherent in our credit portfolios. The measurement of the allowance for credit losses is based on management’s best estimate of lifetime expected credit losses, periodic evaluation of the loan portfolio, lending-related commitments and other relevant factors.

The allowance for credit losses is deducted from the amortized cost basis of a financial asset or a group of financial assets so that the balance sheet reflects the net amount the Company expects to collect. Amortized cost is the principal balance outstanding, net of purchase premiums and discounts, deferred fees and costs, and escrow advances. Subsequent changes in expected credit losses are recognized in net income as a provision for, or a reversal of, credit loss expense.

43

The allowance for credit losses estimation involves procedures to consider the unique risk characteristics of the portfolio segments. The majority of the Company’s credit exposures that share risk characteristics with other similar exposures are collectively evaluated. The collectively evaluated loans include performing loans and unfunded credit commitments. If an exposure does not share risk characteristics with other exposures, the Company generally estimates expected credit losses on an individual basis.

ALLL for Collectively Evaluated Loans

The allowance for collectively evaluated loans consists of a quantitative component that assesses the different risk factors considered in our models and a qualitative component that considers risk factors external to the models. These components are described below.

Quantitative Component — The Company applies quantitative methods to estimate ALLL by considering a variety of factors such as historical loss experience, the current credit quality of the portfolio, and an economic outlook over the life of the loan. The Company incorporates forward-looking information using macroeconomic scenarios which include variables that are considered key drivers of increases and decreases in credit losses. The Company utilizes a probability-weighted, multiple-scenario forecast approach. These scenarios may consist of a base forecast representing management's view of the most likely outcome, combined with downside or upside scenarios reflecting possible worsening or improving economic conditions. The quantitative models incorporate a probability-weighted calculation of these macroeconomic scenarios over a reasonable and supportable forecast period. If the life of the loans extends beyond the reasonable and supportable forecast period, the Company will consider historical experience or long-run macroeconomic trends over the remaining life of the loans to estimate the ALLL.

There were no changes to the reasonable and supportable forecast period, and no change to the reversion to the historical loss experience method for the three months ended March 31, 2026 and 2025.

The following table provides key credit risk characteristics and macroeconomic variables that the Company uses to estimate the expected credit losses by portfolio segment:
Portfolio SegmentRisk CharacteristicsMacroeconomic Variables
C&I
Risk rating, sector, loan origination size, loan age, delinquency status
Unemployment rate, gross domestic product (“GDP”), and U.S. Treasury rates
CRE, Multifamily residential, and Construction and land
Collateral value, property type, geographic location, loan age, delinquency status
Unemployment rate, GDP, and U.S. Treasury rates
SFR and HELOCs
Collateral value, FICO score, geographic location, loan age, delinquency status
House Price Indices, unemployment rate, GDP
Other consumerLoss rate approach
Immaterial — Macroeconomic variables are included in the qualitative estimate

Quantitative Component — ALLL for the Commercial Loan Portfolio

The Company’s C&I lifetime loss rate model estimates the loss rate expected over the life of a loan. This loss rate is applied to the amortized cost basis, excluding accrued interest receivable, to determine expected credit losses. The lifetime loss rate model’s reasonable and supportable period spans eight quarters, thereafter, immediately reverting to the historical average loss rate, expressed through the loan-level lifetime loss rate.

To generate estimates of expected loss at the loan level for CRE, multifamily residential, and construction and land loans, projected probabilities of default (“PDs”) and loss given defaults (“LGDs”) are applied to the estimated exposure at default, considering the term and payment structure of the loan. The forecast of future economic conditions returns to long-run historical economic trends within the reasonable and supportable period. To estimate the life of a loan under both models, the contractual term of the loan is adjusted for estimated prepayments based on historical prepayment experience.

44

Quantitative Component — ALLL for the Consumer Loan Portfolio

For SFR and HELOC loans, projected PDs and LGDs are applied to the estimated exposure at default, considering the term and payment structure of the loan, to generate estimates of expected loss at the loan level. The forecast of future economic conditions returns to long-run historical economic trends after the reasonable and supportable period. To estimate the life of a loan for the SFR and HELOC loan portfolios, the contractual term of the loan is adjusted for estimated prepayments based on historical prepayment experience. For other consumer loans, the Company uses a loss rate approach.

Qualitative Component — The Company considers the following qualitative factors in the determination of the collectively evaluated allowance if these factors have not already been captured by the quantitative model. Such qualitative factors may include, but are not limited to:

•loan growth trends;
•the volume and severity of past due financial assets, and criticized or adversely classified financial assets;
•the Company’s lending policies and procedures, including changes in lending strategies, underwriting standards, collection, write-off and recovery practices;
•knowledge of a borrower’s operations;
•the quality of the Company’s credit review system;
•the experience, ability and depth of the Company’s management and associates;
•the effect of other external factors such as the regulatory and legal environments, or changes in technology;
•actual and expected changes in international, national, regional, and local economic and business conditions in which the Company operates; and
•risk factors in certain industry sectors not captured by the quantitative models.

The magnitude of the impact of these factors on the Company’s qualitative assessment of the allowance for credit losses changes from period to period according to changes made by management in its assessment of these factors. The extent to which these factors change may depend on whether they are already reflected in quantitative loss estimates during the current period and the extent to which changes in these factors diverge from period to period.

While the Company’s allowance methodologies strive to reflect all relevant credit risk factors, there continues to be uncertainty associated with, but not limited to, potential imprecision in the estimation process due to the inherent time lag of obtaining information and normal variations between expected and actual outcomes. The Company may hold additional qualitative reserves that are designed to provide coverage for losses attributable to such risk.

ALLL for Individually Evaluated Loans

When a loan no longer shares similar risk characteristics with other loans, such as in the case of certain nonaccrual loans, the Company estimates the ALLL on an individual loan basis. The ALLL for individually evaluated loans is measured as the difference between the recorded value of the loans and their fair value. For loans evaluated individually, the Company uses one of three different asset valuation measurement methods: (1) the fair value of collateral less costs to sell; (2) the present value of expected future cash flows; or (3) the loan's observable market price. If an individually evaluated loan is determined to be collateral dependent, the Company applies the fair value of the collateral less costs to sell method. If an individually evaluated loan is determined not to be collateral dependent, the Company uses the present value of future cash flows or the observable market value of the loan.

•Collateral-Dependent Loans — The allowance of a collateral-dependent loan is limited to the difference between the recorded value and fair value of the collateral less cost of disposal or sale. As of March 31, 2026, collateral-dependent commercial and consumer loans totaled $58 million and $17 million, respectively. In comparison, collateral-dependent commercial and consumer loans totaled $69 million and $10 million, respectively, as of December 31, 2025. The Company's collateral-dependent loans were secured by real estate. As of both March 31, 2026 and December 31, 2025, the collateral value of the properties securing the collateral-dependent loans, net of selling costs, exceeded the recorded value of the majority of the loans.
45

The following tables summarize the activity in the ALLL by portfolio segments for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31, 2026
CommercialConsumer
CREResidential Mortgage
($ in thousands)C&ICREMultifamily Residential
Construction and Land
SFR
HELOCsOther ConsumerTotal
ALLL, beginning of period
$475,613 $221,494 $36,555 $15,468 $53,463 $5,804 $1,376 $809,773 
Provision for (reversal of) credit losses on loans(a)17,892 11,160 2,880 2,593 3,519 92 (262)37,874 
Gross charge-offs(18,385)(1,305)— (893)(121)— (75)(20,779)
Gross recoveries7,918 453 11 2 22 3 251 8,660 
Total net (charge-offs) recoveries
(10,467)(852)11 (891)(99)3 176 (12,119)
Foreign currency translation adjustment346 — — — — — — 346 
ALLL, end of period
$483,384 $231,802 $39,446 $17,170 $56,883 $5,899 $1,290 $835,874 
Three Months Ended March 31, 2025
CommercialConsumer
CREResidential Mortgage
($ in thousands)C&ICREMultifamily ResidentialConstruction and Land
SFR
HELOCsOther ConsumerTotal
ALLL, beginning of period
$384,319 $218,677 $32,117 $17,497 $44,816 $3,132 $1,494 $702,052 
Provision for (reversal of) credit losses on loans(a)36,370 8,105 201 (305)2,072 1,739 (120)48,062 
Gross charge-offs(988)(13,937)(4)(1,996)(9)— (49)(16,983)
Gross recoveries1,564 54 10 3 50 8 13 1,702 
Total net recoveries (charge-offs) 576 (13,883)6 (1,993)41 8 (36)(15,281)
Foreign currency translation adjustment23 — — — — — — 23 
ALLL, end of period
$421,288 $212,899 $32,324 $15,199 $46,929 $4,879 $1,338 $734,856 

In addition to the ALLL, the Company maintains an allowance for unfunded credit commitments. The Company has three general areas for which it provides the allowance for unfunded credit commitments: (1) recourse obligations for loans sold, (2) letters of credit, and (3) unfunded lending commitments. The allowance for unfunded credit commitments is maintained at a level that management believes to be sufficient to absorb estimated expected credit losses related to unfunded credit facilities. See Note 9 — Commitments and Contingencies to the Consolidated Financial Statements in this Form 10-Q for additional information related to unfunded credit commitments. The following table summarizes the activity in the allowance for unfunded credit commitments for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Unfunded credit facilities
Allowance for unfunded credit commitments, beginning of period$48,690 $39,526 
(Reversal of) provision for credit losses on unfunded credit commitments
(b)(1,682)938 
Foreign currency translation adjustments(3)— 
Allowance for unfunded credit commitments, end of period$47,005 $40,464 
Provision for credit losses on loans, leases and unfunded credit commitments
(a) + (b)$36,192 $49,000 

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The allowance for credit losses on loans, leases and unfunded credit commitments was $883 million as of March 31, 2026, an increase of $25 million, compared with $858 million as of December 31, 2025. The increase in the allowance for credit losses was primarily driven by the Company’s net loan growth, qualitative risk assessment, and an economic outlook that reflected continued caution regarding inflation, the high-interest rate environment, and rising oil prices as a result of the Middle East conflict.

The Company considers multiple economic scenarios to develop the estimate of the ALLL. The scenarios may consist of a baseline forecast representing management's view of the most likely outcome, and downside or upside scenarios that reflect possible worsening or improving economic conditions. As of March 31, 2026, the Company assigned the same weighting to each of its upside, downside and baseline scenarios as compared with December 31, 2025. Compared with the December 2025 forecast, the March 2026 baseline forecast for GDP growth showed improvement in the near term and deterioration starting the fourth quarter of 2026. Unemployment rates have also decreased slightly in the current forecast due to lower forecasted labor force growth. The downside scenario assumed the economy falls into recession in the second quarter of 2026 as a result of rising oil prices, inflation, tariffs, deportations, and still-elevated interest rates. The upside scenario assumed a more optimistic economic outlook, including faster resolutions to global conflicts, stronger growth, stable financial markets, and full employment starting in the second quarter of 2026.

Loan Transfers, Sales and Purchases

The Company’s primary business focus is on directly originated loans. The Company also purchases loans from and participates in loan financing with other banks. In the normal course of business, the Company also provides other financial institutions with the ability to participate in commercial loans that it originates, by selling loans to such institutions. Purchased loans may be transferred from held-for-investment to held-for-sale, and write-downs to ALLL are recorded, when appropriate. The following tables provide information on the carrying value of loans transferred, sold and purchased, during the three months ended March 31, 2026 and 2025:
Three Months Ended March 31, 2026
CommercialConsumer
CREResidential Mortgage
($ in thousands)C&IMultifamily Residential
SFR
Total
Loans transferred from held-for-investment to held-for-sale (1)
$101,777 $9,959 $5,345 $117,081 
Sales (2)(3)
$98,280 $9,959 $363 $108,602 
Purchases$109,892 
(4)
$— $140,511 $250,403 
Three Months Ended March 31, 2025
CommercialConsumer
CREResidential Mortgage
($ in thousands)C&ICRE
Construction and Land
SFR
Total
Loans transferred from held-for-investment to held-for-sale (1)
$6,356 $20,338 $9,500 $— $36,194 
Sales (2)(3)
$6,356 $20,338 $11,316 $— $38,010 
Purchases$136,943 
(4)
$— $— $87,364 $224,307 
(1)Includes write-downs of $2 million to the allowance for loan losses related to loans transferred from held-for-investment to held-for-sale for each of the three months ended March 31, 2026 and 2025.
(2)Includes originated loans sold of $69 million and $34 million for the three months ended March 31, 2026 and 2025, respectively. Originated loans sold were primarily comprised of C&I loans for the three months ended March 31, 2026, and CRE and construction loans for the three months ended March 31, 2025.
(3)Includes $39 million and $4 million of purchased loans sold in the secondary market for the three months ended March 31, 2026 and 2025, respectively.
(4)C&I loan purchases were comprised of syndicated C&I term loans.

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Note 7 — Affordable Housing Partnership, Tax Credit and Community Reinvestment Act Investments, Net

The CRA encourages banks to meet the credit needs of their communities, particularly low- and moderate-income individuals and neighborhoods. The Company invests in certain affordable housing projects in the form of ownership interests in limited partnerships or limited liability companies that qualify for CRA consideration and tax credits. These entities are formed to develop and operate apartment complexes designed as high-quality affordable housing for lower income tenants throughout the U.S. To fully utilize the available tax credits, each of these entities must meet the affordable housing regulatory requirements for a 15-year minimum compliance period. The Company also invests in small business investment companies and new markets tax credit projects that qualify for CRA consideration, as well as eligible projects that qualify for production, historic and renewable energy tax credits. Investments in new markets tax credits promote development in low-income communities; investments in production and renewable energy tax credits help promote the development of renewable energy sources; and investments in historic tax credits promote the rehabilitation of historic buildings and economic revitalization of the surrounding areas.

The majority of the affordable housing partnership, tax credit and CRA investments discussed above are variable interest entities where the Company is a limited partner in these investments, and an unrelated third party is typically the general partner or managing member who has control over the significant activities of these investments. While the Company’s interest in some of the investments may exceed 50% of the outstanding equity interests, the Company does not consolidate these investments due to the general partner’s or managing member’s ability to manage the entity, which is indicative of the general partner’s or managing member’s power over the entity. The Company’s maximum exposure to loss in connection with these partnerships consists of the unamortized investment balance and any tax credits claimed that may become subject to recapture.

The Company elects to account for its tax credit investments using the proportional amortization method (“PAM”) on a program-by-program basis if certain conditions are met. For the Company’s accounting policies on PAM, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Income Taxes to the Consolidated Financial Statements in the Company’s 2025 Form 10-K. For discussion on the Company’s impairment evaluation and monitoring process for tax credit investments, refer to Note 2 — Fair Value Measurement and Fair Value of Financial Instruments — Affordable Housing Partnership, Tax Credit and CRA Investments, Net to the Consolidated Financial Statements in this Form 10-Q.

The following table presents the investments and unfunded commitments of the Company’s affordable housing partnership, tax credit, and CRA investments, net as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
($ in thousands)Assets
Liabilities - Unfunded Commitments (1)
Assets
Liabilities - Unfunded Commitments (1)
PAM:
Affordable housing partnership investments$468,044 $161,505 $483,021 $172,343 
Tax credit and CRA investments145,280 57,071 140,723 43,878 
Equity method of accounting and other:
Tax credits and CRA investments370,652 
(2)
149,346 345,748 
(2)
121,275 
Total$983,976 $367,922 $969,492 $337,496 
(1)Included in Accrued expenses and other liabilities on the Consolidated Balance Sheet.
(2)Includes $37 million of equity securities without readily determinable fair values as of both March 31, 2026 and December 31, 2025.

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The following table presents additional information related to the investments in affordable housing partnership, tax credit and CRA investments for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Tax credits and benefits (1):
PAM:
Affordable housing partnership investments$20,156 $19,662 
Tax credit and CRA investments25,182 17,633 
Equity method of accounting and other:
Tax credit and CRA investments20,149 12,005 
Total tax credits and benefits$65,487 $49,300 
Amortization (2):
PAM (3):
Affordable housing partnership investments$14,977 $15,406 
Tax credit and CRA investments23,105 12,864 
Equity method of accounting and other:
Tax credit and CRA investments (4)
21,984 15,742 
Total amortization$60,066 $44,012 
(1)Included in Income tax expense on the Consolidated Statement of Income.
(2)Amortization of affordable housing partnership, tax credit and CRA investments is included in Depreciation, amortization, and accretion, net on the Consolidated Statement of Cash Flows.
(3)For affordable housing partnership, tax credit and CRA investments that are qualified for accounting under PAM, amortization is included in Income tax expense on the Consolidated Statement of Income.
(4)For tax credit and CRA investments that are not accounted for under PAM, amortization is included in Amortization of tax credit and CRA investments as part of Noninterest expense on the Consolidated Statement Income.

The Company also held equity securities without readily determinable fair values totaling $117 million as of both March 31, 2026 and December 31, 2025, included in Other Assets on the Consolidated Balance Sheet.

Note 8 — Federal Home Loan Bank Advances and Long-Term Debt

The following table presents details of the Company’s FHLB advances and long-term debt as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
($ in thousands)Interest RatesMaturity DatesAmountAmount
Parent company
Junior subordinated debt — floating (1)
 5.49%
12/15/2035$32,400 $32,320 
Bank
FHLB advances (2):
Floating (3)
3.78% — 3.88%
2026 — 2027$1,900,000 $2,000,000 
Fixed
3.87% — 3.95%
20261,100,000 750,000 
OvernightN/AN/A— 250,000 
Total FHLB advances
$3,000,000 $3,000,000 
N/A — Not applicable.
(1)As of March 31, 2026, the outstanding junior subordinated debt was issued by MCBI Statutory Trust I and had a stated interest of 3-month CME Term Secured Overnight Financing Rate (“SOFR”) + 1.81%. The contractual interest rates for junior subordinated debt were 5.49% and 5.53% as of March 31, 2026 and December 31, 2025, respectively. For additional information on the junior subordinated debt, refer to Note 10 - Federal Home Loan Bank Advances and Long-Term Debt in the Company’s 2025 Form 10-K.
(2)The weighted-average interest rates for FHLB advances were 3.87% and 3.94% as of March 31, 2026 and December 31, 2025, respectively.
(3)Floating interest rates are based on the SOFR plus the established spread.

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The Bank’s available borrowing capacity from FHLB advances totaled $11.7 billion as of March 31, 2026. The Bank’s available borrowing capacity from the FHLB is derived from its portfolio of loans that are pledged to the FHLB, reduced by any outstanding FHLB advances and standby letters of credit (“SBLC”). As of March 31, 2026, all advances were secured by real estate loans.

Note 9 — Commitments and Contingencies

Commitments to Extend Credit — In the normal course of business, the Company provides loan commitments and letters of credit to customers on predetermined terms. These outstanding commitments to extend credit are not reflected in the accompanying Consolidated Financial Statements.

The following table presents the Company’s credit-related commitments as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
($ in thousands)Expire in One Year or LessExpire After One Year Through Three YearsExpire After Three Years Through Five YearsExpire After Five YearsTotalTotal
Loan commitments$4,699,796 $3,405,090 $855,790 $219,462 $9,180,138 $9,623,963 
Commercial letters of credit and SBLCs
1,339,368 566,099 152,788 934,073 2,992,328 2,956,290 
Total$6,039,164 $3,971,189 $1,008,578 $1,153,535 $12,172,466 $12,580,253 

Loan commitments are agreements to lend to customers provided there are no violations of any conditions established in the agreement. Commitments generally have fixed expiration dates or other termination clauses and may require commitment fees. Since many of the commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future funding requirements.

Commercial letters of credit are issued to facilitate domestic and foreign trade transactions, while SBLCs are generally contingent upon the failure of the customers to perform according to the terms of the underlying contract with the third party. As a result, the total contractual amounts do not necessarily represent future funding requirements. The Company’s historical experience is that SBLCs typically expire without being funded. Additionally, in many cases, the Company holds collateral in various forms against these SBLCs. As part of its risk management activities, the Company monitors the creditworthiness of customers in conjunction with its SBLC exposure. Customers are obligated to reimburse the Company for any payment made on the customers’ behalf. If the customers fail to pay, the Company would, as applicable, liquidate the collateral and/or offset existing accounts. As of March 31, 2026, total letters of credit of $3.0 billion consisted of SBLCs of $3.0 billion and commercial letters of credit of $39 million. In comparison, as of December 31, 2025, total letters of credit of $3.0 billion consisted of SBLCs of $2.9 billion and commercial letters of credit of $31 million. As of both March 31, 2026 and December 31, 2025, substantially all letters of credit were graded “Pass” using the Bank’s internal credit risk rating system.

The Company applies the same credit underwriting criteria to extend loans, commitments, and conditional obligations to customers. Each customer’s creditworthiness is evaluated on a case-by-case basis. Collateral and financial guarantees may be obtained based on management’s assessment of a customer’s credit risk. Collateral may include cash, accounts receivable, inventory, personal property, plant and equipment, and real estate property.

Estimated exposure to loss from these commitments is included in the allowance for unfunded credit commitments and amounted to $47 million and $49 million as of March 31, 2026 and December 31, 2025, respectively. For further information on the allowance for unfunded credit commitments, refer to Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

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Guarantees — The Company occasionally sells or securitizes single-family and multifamily residential loans with recourse in the ordinary course of business. The Company is obligated to repurchase up to the recourse component of the loans if the loans default. The following table presents the maximum potential future payments and carrying value of loans sold or securitized with recourse as of March 31, 2026 and December 31, 2025:
Maximum Potential Future Payments
Carrying Value (1)
March 31, 2026December 31, 2025March 31, 2026December 31, 2025
($ in thousands)Expire After One Year Through Three YearsExpire After Three Years Through Five YearsExpire After Five YearsTotalTotalTotalTotal
SFR loans sold or securitized with recourse
$14 $397 $2,580 $2,991 $3,137 $2,991 $3,137 
Multifamily residential loans sold or securitized with recourse116 39 14,841 14,996 14,996 15,595 15,895 
Total $130 $436 $17,421 $17,987 $18,133 $18,586 $19,032 
(1)Represents the unpaid principal balance.

The Company continues to experience minimal losses from the single-family and multifamily residential loan portfolios sold or securitized with recourse and recorded an immaterial recourse reserve as of both March 31, 2026 and December 31, 2025.

Litigation — The Company is a party to various legal actions arising in the ordinary course of its business. In accordance with ASC 450, Contingencies, the Company accrues reserves for outstanding lawsuits, claims and proceedings when a loss contingency is probable and can be reasonably estimated. The Company estimates the amount of loss contingencies using current available information from legal proceedings, advice from legal counsel and available insurance coverage. Due to the inherent subjectivity of the assessments and unpredictability of the outcomes of the legal proceedings, any amounts accrued or included in this aggregate amount may not represent the ultimate loss to the Company from the legal proceedings in question. Thus, the Company’s exposure and ultimate losses may be higher, and possibly significantly more, than the amounts accrued.

While it is impossible to ascertain the ultimate resolution or range of financial liability, based on information known to the Company as of March 31, 2026, the Company does not believe there are any pending legal proceedings to which the Company is a party that, individually or in the aggregate, would reasonably be expected to have a material adverse effect on the Company’s financial condition. In light of the inherent uncertainty in legal proceedings, however, there can be no assurance that the ultimate resolution will not exceed established reserves and it is possible that the outcome of a particular matter, or a combination of matters, may be material to the Company’s financial condition for a particular period, depending upon the size of the loss and the Company’s income for that particular period.

Note 10 — Stock Compensation Plans

Pursuant to the Company’s 2021 Stock Incentive Plan, as amended, the Company may issue stock, stock options, restricted stock, RSUs including performance-based RSUs, stock purchase warrants, stock appreciation rights, phantom stock and dividend equivalents to eligible employees, non-employee directors, consultants, and other service providers of East West and its subsidiaries. The Company has granted RSUs as its primary incentive awards. There were no outstanding awards other than RSUs as of both March 31, 2026 and December 31, 2025.

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The following table presents a summary of the total share-based compensation expense and the related net tax benefits associated with the Company’s various employee share-based compensation plans for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025
Stock compensation costs$19,837 $13,186 
Related net tax benefits for stock compensation plans
$6,934 $2,655 

Restricted Stock Units — RSUs are granted under the Company’s long-term incentive plan at no cost to the recipient. RSUs generally cliff vest after three years of continued employment from the date of the grant and are authorized to settle in shares of the Company’s common stock. Dividends are accrued during the vesting period and paid at the time of vesting. While a portion of the RSU grants are time-based vesting awards, other RSUs vest subject to the attainment of additional specified performance goals, referred to as “performance-based RSUs.” Performance-based RSUs are granted annually upon approval by the Company’s Compensation and Management Development Committee based on the performance in the year prior to the grant date of the award. The number of awards that vest can range from 0% to a maximum of 200% of the target number of awards based on the Company’s achievement of specified performance criteria over a performance period of three years. For information on accounting on stock-based compensation plans, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Stock-Based Compensation to the Consolidated Financial Statements of the Company’s 2025 Form 10-K.

The following table presents a summary of the activities for the Company’s time- and performance-based RSUs that were settled in shares for the three months ended March 31, 2026. The number of performance-based RSUs stated below reflects the number of awards granted on the grant date.
Time-Based RSUsPerformance-Based RSUs
Shares
Weighted-average Grant Date Fair Value
Shares
Weighted-average Grant Date Fair Value
Outstanding, January 1, 2026
1,352,024 $81.51 282,729 $83.87 
Granted438,555 111.61 114,482 113.88 
Vested(394,959)74.60 (96,271)79.93 
Forfeited(9,669)92.11 — — 
Outstanding, March 31, 2026
1,385,951 $92.93 300,940 $96.55 

As of March 31, 2026, there was $62 million of unrecognized compensation costs related to unvested time-based RSUs expected to be recognized over a weighted-average period of 2.1 years, and $12 million of unrecognized compensation costs related to unvested performance-based RSUs expected to be recognized over a weighted-average period of 2.5 years.

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Note 11 — Stockholders’ Equity and Earnings Per Share

The following table presents the basic and diluted EPS calculations for the three months ended March 31, 2026 and 2025. For more information on the calculation of EPS, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Earnings Per Share to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.
Three Months Ended March 31,
($ and shares in thousands, except per share data)20262025
Basic:
Net income$357,796 $290,270 
Basic weighted-average number of shares outstanding138,054 
(1)
138,201 
Basic EPS$2.59 $2.10 
Diluted:
Net income$357,796 $290,270 
Less: Fair value changes of liability-classified equity contracts, net of tax (2)
(495)— 
Net income, diluted$357,301 $290,270 
Basic weighted-average number of shares outstanding138,054 
(1)
138,201 
Add: Dilutive impact of unvested RSUs865 1,090 
Diluted weighted-average number of shares outstanding138,919 139,291 
Diluted EPS$2.57 $2.08 
(1)Includes retirement-eligible employees’ awards.
(2)Applied blended statutory tax rate of 28.02% for the three months ended March 31, 2026.

Approximately 113 thousand and 91 thousand weighted-average shares of anti-dilutive RSUs were excluded from the diluted EPS computations for the three months ended March 31, 2026 and 2025, respectively.

Stock Repurchase Program — On January 22, 2025, the Company’s Board of Directors authorized a stock repurchase of up to $300 million of the Company’s common stock. The Company repurchased $99 million and $85 million of its common stock for the three months ended March 31, 2026 and 2025, respectively.

Note 12 — Accumulated Other Comprehensive Income (Loss)

The following table presents the changes in the components of AOCI balances for the three months ended March 31, 2026 and 2025:
($ in thousands)
Debt Securities (1)
Cash Flow Hedges
Foreign Currency Translation Adjustments (2)
Total
Balance, January 1, 2025$(542,152)$(20,787)$(22,321)$(585,260)
Net unrealized gains (losses) arising during the period57,377 26,325 (1,012)82,690 
Amounts reclassified from AOCI2,600 4,955 — 7,555 
Changes, net of tax59,977 31,280 (1,012)90,245 
Balance, March 31, 2025
$(482,175)$10,493 $(23,333)$(495,015)
Balance, January 1, 2026$(353,232)$28,209 $(20,587)$(345,610)
Net unrealized (losses) gains arising during the period
(32,472)(15,765)4,086 (44,151)
Amounts reclassified from AOCI1,952 (411)— 1,541 
Changes, net of tax(30,520)(16,176)4,086 (42,610)
Balance, March 31, 2026
$(383,752)

$12,033 $(16,501)$(388,220)
(1)Includes after-tax unamortized losses related to AFS debt securities that were transferred to HTM in 2022.
(2)Represents foreign currency translation adjustments related to the Company’s net investments in non-U.S. operations.

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The following table presents the components of other comprehensive income (loss), reclassifications to net income and the related tax effects for the three months ended March 31, 2026 and 2025:
Three Months Ended March 31,
20262025
($ in thousands)Before-TaxTax EffectNet-of-TaxBefore-TaxTax EffectNet-of-Tax
Debt securities:
Net unrealized (losses) gains arising during the period
$(46,086)$13,614 $(32,472)$81,538 $(24,161)$57,377 
Reclassification adjustments:
Net realized gains on AFS debt securities reclassified into net income (1)
(808)239 (569)(131)39 (92)
Amortization of unrealized losses on transferred securities (2)
3,579 (1,058)2,521 3,822 (1,130)2,692 
Net change(43,315)12,795 (30,520)85,229 (25,252)59,977 
Cash flow hedges:
Net unrealized (losses) gains arising during the period
(22,382)6,617 (15,765)37,466 (11,141)26,325 
Net realized (gains) losses reclassified into net income (3)
(583)172 (411)7,052 (2,097)4,955 
Net change(22,965)6,789 (16,176)44,518 (13,238)31,280 
Foreign currency translation adjustments:
Net unrealized gains (losses) arising during the period
4,086 — 4,086 (1,012)— (1,012)
Net change4,086 — 4,086 (1,012)— (1,012)
Other comprehensive (loss) income
$(62,194)$19,584 $(42,610)$128,735 $(38,490)$90,245 
(1)Pre-tax amounts were reported in Net gains on AFS debt securities and Provision for Credit Losses on the Consolidated Statement of Income. Refer to Note 4 — Securities — Realized Gains and Reversal of Credit Losses for further details.
(2)Represents unrealized losses amortized over the remaining lives of securities that were transferred from the AFS to HTM portfolio in 2022.
(3)Pre-tax amounts related to cash flow hedges on variable rate loans were reported in Interest and dividend income on the Consolidated Statement of Income.

Note 13 — Business Segments

The Company organizes its operations into three reportable operating segments: (1) Consumer and Business Banking; (2) Commercial Banking; and (3) Treasury and Other. These segments are defined based on customer type, the channels through which customers are served, and the products and services provided. The chief operating decision maker (“CODM”) is the Chairman and Chief Executive Officer of the Company. The CODM regularly reviews the Company’s operating results to allocate resources and assess performance. Operating segment results are also based on the Company’s internal management reporting process, which reflects the allocations of certain balance sheet and income statement line items. The CODM uses certain performance measures such as segment net income and considers variances of actual results from forecast results on a quarterly basis when making decisions on resource allocations between segments. The segment information presented is not indicative of how the segments would perform if they operated as independent entities.

The Consumer and Business Banking segment primarily provides financial products and services to consumer and commercial customers through the Company’s domestic branch network and digital banking platforms. This segment offers consumer and commercial deposits, mortgage and home equity loans, and other products and services. It also originates commercial loans for small- and medium-sized enterprises through the Company’s branch network. Other products and services provided by this segment include wealth management, private banking, treasury management, interest rate risk hedging and foreign exchange services.

The Commercial Banking segment primarily generates commercial loan and deposit products. Commercial loan products include CRE lending, construction finance, commercial business lending, working capital lines of credit, trade finance, letters of credit, affordable housing lending, asset-based lending, asset-backed finance, project finance, equipment financing, and loan syndication. Commercial deposit products and other financial services include treasury management, foreign exchange services and interest rate and commodity risk hedging.
54

The remaining centralized functions, including the corporate treasury activities of the Company, tax credit investment activities, eliminations of inter-segment amounts, and centrally managed departments, have been aggregated and included in the Treasury and Other segment.

The Company utilizes an internal reporting process to measure the performance of the three operating segments within the Company. The Company’s internal reporting process consists of certain allocation methodologies for revenues and expenses, and the internal funds transfer pricing (“FTP”) process. The FTP process is formulated with the goal of encouraging loan and deposit growth that is consistent with the Company’s overall profitability objectives, as well as providing a reasonable and consistent basis for the measurement of business segment net interest margins and profitability. The FTP process charges a cost to fund loans (“FTP charges for loans”) and allocates credits for funds provided from deposits (“FTP credits for deposits”) using internal FTP rates. FTP charges for loans are determined based on a matched cost of funds, which is tied to the pricing and term characteristics of the loans. FTP credits for deposits are based on matched funding credit rates, which are tied to the implied or stated maturity of the deposits. FTP credits for deposits reflect the long-term value generated by the deposits. The net spread between the total internal FTP charges and credits is recorded as part of net interest income in the Treasury and Other segment. The corporate treasury function within the Treasury and Other segment is responsible for the Company’s liquidity and interest rate management and manages the corporate interest rate risk exposure. The Company’s internal FTP assumptions and methodologies are reviewed at least annually to ensure that the process is reflective of current market conditions.

Each segment’s net interest income represents the difference between actual interest earned on assets and interest incurred on liabilities of the segment, adjusted for funding charges or credits through the Company’s FTP process. Noninterest income and noninterest expense directly attributable to a business segment are assigned to that segment. Loan charge-offs and provision for credit losses are recorded to the segments where the loans are recorded. Significant corporate overhead expenses incurred by centralized support areas in the Treasury and Other segment are allocated to the Consumer and Business Banking and Commercial Banking segments based on the segment’s estimated usage factors including, but not limited to, full-time equivalent employees, net interest income, and loan and deposit volume. Amortization of tax credit and CRA investments and certain types of administrative expenses are generally not allocated to segments.

The following tables present the operating results and other key financial measures for the individual operating segments as of and for the three months ended March 31, 2026 and 2025:
($ in thousands)Consumer and Business BankingCommercial BankingTreasury and OtherTotal
Three Months Ended March 31, 2026
Net interest income before provision for (reversal of) credit losses
$269,247 $261,286 $140,660 $671,193 
Noninterest income39,962 54,331 8,263 102,556 
Total revenue before provision for (reversal of) credit losses
309,209 315,617 148,923 773,749 
Provision for (reversal of) credit losses
9,185 27,007 (192)36,000 
Compensation and employee benefits70,096 74,844 27,725 172,665 
Other noninterest expense (1)
62,005 36,470 9,174 107,649 
Total noninterest expense132,101 111,314 36,899 280,314 
Segment income before income taxes
167,923 177,296 112,216 457,435 
Segment net income$120,864 $127,639 $109,293 $357,796 
Average balances:
Loans$21,034,978 $36,019,671 $— 
(2)
$57,054,649 
Deposits$35,048,413 $28,087,719 $4,411,502 $67,547,634 
As of March 31, 2026
Segment assets$21,626,337 $38,707,909 $22,551,906 $82,886,152 
55

($ in thousands)Consumer and Business BankingCommercial BankingTreasury and OtherTotal
Three Months Ended March 31, 2025
Net interest income before provision for credit losses$269,733 $253,001 $77,467 $600,201 
Noninterest income32,285 53,579 6,238 92,102 
Total revenue before provision for credit losses302,018 306,580 83,705 692,303 
Provision for credit losses7,685 40,779 536 49,000 
Compensation and employee benefits61,964 61,187 23,284 146,435 
Other noninterest expense (1)
57,192 42,318 6,203 105,713 
Total noninterest expense119,156 103,505 29,487 252,148 
Segment income before income taxes175,177 162,296 53,682 391,155 
Segment net income
$123,088 $114,025 $53,157 $290,270 
Average balances:
Loans$19,762,287 $33,211,037 $364,387 $53,337,711 
Deposits (3)
$32,326,906 $26,129,141 $4,181,535 $62,637,582 
As of March 31, 2025
Segment assets$20,404,813 $35,790,014 $19,970,186 $76,165,013 
(1)The Consumer and Business Banking segment's other noninterest expense is primarily comprised of corporate overhead allocated expenses, occupancy and equipment expense, and other operating expenses. The Commercial Banking segment’s other noninterest expense is primarily comprised of corporate overhead allocated expenses, occupancy and equipment expense, deposit account expense, and other operating expenses. The Treasury and Other segment's other noninterest expense is primarily comprised of amortization of tax credit and CRA investments, and other operating expenses, net of any corporate overhead expenses allocated to other segments.
(2)Reallocated to the Commercial Banking and Consumer and Business Banking segments effective first quarter of 2026.
(3)Prior period balances have been reclassified for comparability due to a change in allocation methodology.
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ITEM 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS
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Overview

The following discussion provides information about the results of operations, financial condition, liquidity and capital resources of East West Bancorp, Inc. (referred to herein on an unconsolidated basis as “East West” and on a consolidated basis as the “Company,” “we,” “our” or “EWBC”) and its subsidiaries, including its subsidiary bank, East West Bank and its subsidiaries (referred to herein as “East West Bank” or the “Bank”). This information is intended to facilitate the understanding and assessment of significant changes and trends related to the Company’s results of operations and financial condition. This discussion and analysis should be read in conjunction with the Consolidated Financial Statements and the accompanying notes presented elsewhere in this Quarterly Report on Form 10-Q (this “Form 10-Q”), and the Company’s Annual Report on Form 10-K for the year ended December 31, 2025, filed with the United States (“U.S.”) Securities and Exchange Commission (“SEC”) on February 27, 2026 (the “Company’s 2025 Form 10-K”).

Organization and Strategy

East West is a bank holding company incorporated in Delaware on August 26, 1998, and is registered under the Bank Holding Company Act of 1956, as amended. The Company commenced business on December 30, 1998 when, pursuant to a reorganization, it acquired all of the voting stock of the Bank, which became its principal asset. The Bank is an independent commercial bank headquartered in California that focuses on the financial service needs of individuals and businesses that operate in both the U.S. and Asia. Through over 110 locations in the U.S. and Asia, the Company provides a full range of consumer and commercial products and services through the following three business segments: (1) Consumer and Business Banking and (2) Commercial Banking, with the remaining operations recorded in (3) Treasury and Other. The Company’s principal activity is lending to and accepting deposits from businesses and individuals. We are committed to enhancing long-term shareholder value by growing loans, deposits and revenue, improving profitability, and investing for the future while managing risks, expenses and capital. Our business model is built on customer loyalty and engagement, understanding our customers’ financial goals, and meeting our customers’ financial needs through our diverse products and services. We expect our relationship-focused business model to continue generating organic growth from existing customers and to expand our targeted customer bases. As of March 31, 2026, the Company had $82.9 billion in total assets and approximately 3,400 full-time equivalent employees. For additional information on our strategy, and the products and services provided by the Bank, see Item 1. Business — Organization and Banking Services in the Company’s 2025 Form 10-K.

Current Developments

Economic Developments

Evolving geopolitical uncertainties, including armed conflict involving Iran or heightened tensions in other regions, as well as changes in trade policies and tariffs, continue to raise concerns about inflation, oil and energy price volatility, and supply chain disruptions. At its March and April 2026 meetings, the Federal Reserve maintained the federal funds target rate, reflecting a cautious stance as it manages persistent inflationary pressures and a gradually cooling labor market amid an increasingly uncertain global environment. These factors may create volatility that could affect both inflation and overall economic growth. The Company monitors changes in economic and industry conditions and their impacts on the Company’s business, customers, employees, communities and markets.

Further discussion of the potential impacts on the Company’s business due to the economic environment has been provided in Item 1A. — Risk Factors — Risks Related to Geographic and Political Uncertainties and — Risks Related to Financial Matters in the Company’s 2025 Form 10-K.

Regulatory Updates

In March 2026, the federal banking agencies issued proposed revisions to the U.S. regulatory capital framework. The proposals would, among other things, modify aspects of the standardized approach to risk-based capital treatment of certain exposure categories that are material to the Company. The proposed changes address the definition of capital, the calculation of certain risk-weighted assets and future indexing of certain dollar-based thresholds. The Company has been monitoring these proposals and assessing their potential impacts on its regulatory capital position.

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Financial Review

Three Months Ended March 31,
($ and shares in thousands, except per share, and ratio data)20262025
Summary of operations:
Net interest income before provision for credit losses$671,193 $600,201 
Noninterest income102,556 92,102 
Total revenue773,749 692,303 
Provision for credit losses36,000 49,000 
Noninterest expense280,314 252,148 
Income before income taxes457,435 391,155 
Income tax expense99,639 100,885 
Net income $357,796 $290,270 
Per share:
Basic earnings$2.59 $2.10 
Diluted earnings$2.57 $2.08 
Dividends declared$0.80 $0.60 
Weighted-average number of shares outstanding:
Basic138,054 138,201 
Diluted138,919 139,291 
Performance metrics:
Return on average assets (“ROA”)
1.79 %1.56 %
Return on average common equity (“ROAE”)
16.04 %14.96 %
Return on average tangible common equity (“ROATCE”) (1)
16.92 %15.92 %
Common dividend payout ratio31.16 %28.97 %
Net interest margin3.49 %3.35 %
Efficiency ratio (2)
36.23 %36.42 %
At period end:March 31, 2026December 31, 2025
Total assets$82,886,152 $80,434,997 
Total loans$58,128,334 $56,899,148 
Total deposits$68,919,555 $67,082,701 
Common shares outstanding at period-end136,979 137,579 
Book value per share$65.70 $64.68 
Tangible book value per share (1)
$62.27 $61.27 
(1)For additional information regarding the reconciliation of these non-U.S. Generally Accepted Accounting Principles (“GAAP”) financial measures, refer to Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations (“MD&A”) — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.
(2)Efficiency ratio is calculated as noninterest expense divided by total revenue.

The Company’s net income for the first quarter 2026 was $358 million, a $68 million or 23% increase from the same prior year period. The year-over-year increase was primarily driven by higher net interest income before provision for credit losses, lower provision for credit losses, and increased noninterest income, partially offset by higher noninterest expense. Noteworthy aspects of the Company’s performance for the first quarter of 2026 included:

•Net interest income and net interest margin. First quarter 2026 net interest income before provision for credit losses of $671 million increased $71 million or 12% from the first quarter of 2025. First quarter 2026 net interest margin of 3.49% increased 14 bps year-over-year.

•Earnings per share growth. First quarter 2026 basic and diluted earnings per share both increased 23% to $2.59 and $2.57, respectively, from the first quarter of 2025.

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•Profitability ratios. First quarter 2026 ROA, ROAE and the ROATCE of 1.79%, 16.04% and 16.92%, respectively, increased 23 bps, 108 bps and 100 bps year-over-year, respectively. ROATCE is a non-GAAP financial measure. For additional information regarding the reconciliation of non-GAAP financial measures, refer to Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.

•Efficiency ratios. First quarter 2026 efficiency ratio was 36.23%, compared with 36.42% for the same period in 2025. The improvement in the efficiency ratio was primarily due to higher net interest income before provision for credit losses and an increase in noninterest income.

•Asset growth. Total assets reached $82.9 billion as of March 31, 2026, an increase of $2.5 billion from December 31, 2025, primarily driven by a $1.2 billion or 2% increase in net loans held-for-investment and an $881 million or 7% increase in available-for-sale (“AFS”) debt securities.

•Deposit growth. Total deposits were $68.9 billion as of March 31, 2026, an increase of $1.8 billion or 3%, from December 31, 2025, primarily driven by growth in money market and noninterest-bearing demand deposits.

•Capital levels. Stockholders’ equity was $9.0 billion as of March 31, 2026, up $100 million or 1%, from December 31, 2025. Book value per share of $65.70 as of March 31, 2026, increased $1.02 or 2%, compared with December 31, 2025. Tangible book value per share of $62.27 as of March 31, 2026, increased $1.00 or 2%, compared with December 31, 2025. Tangible book value per share is a non-GAAP financial measure. For additional details, see the reconciliation of non-GAAP financial measures presented under Item 2. MD&A — Reconciliation of GAAP to Non-GAAP Financial Measures in this Form 10-Q.

Results of Operations

Net Interest Income

The Company’s primary source of revenue is net interest income, which is the interest income earned on interest-earning assets less interest expense paid on interest-bearing liabilities. Net interest margin is the ratio of net interest income to average interest-earning assets. Net interest income and net interest margin are impacted by several factors, including changes in average balances and the composition of interest-earning assets and funding sources, market interest rate fluctuations and the slope of the yield curve, repricing characteristics and maturity of interest-earning assets and interest-bearing liabilities, the volume of noninterest-bearing sources of funds and asset quality.

727

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Net interest income and net interest margin for the first quarter of 2026 increased year-over-year. The $71 million or 12% year-over-year increase in net interest income, and the 14 bp year-over-year increase in net interest margin primarily reflected lower interest-bearing deposit funding costs and Federal Home Loan Bank (“FHLB”) advances, and increases in loans and AFS debt securities’ average balances, partially offset by lower yields on loans, AFS debt securities, and interest-bearing cash and deposits with banks.
2604

Average interest-earning assets were $78.0 billion for the first quarter of 2026, an increase of $5.3 billion or 7% from the first quarter of 2025. The year-over-year increase in average interest-earning assets primarily reflected loan growth and increases in AFS debt securities, partially offset by decreases in interest-bearing cash and deposits with banks.

The 27 bp year-over-year decrease in the yield on average interest-earning assets to 5.49% for the first quarter of 2026, primarily reflected the impact of lower benchmark interest rates on the loan portfolio.
3501

The average loan yield of 6.11% for the first quarter of 2026, decreased 28 bps, from the first quarter of 2025. The year-over-year decrease in the average loan yield primarily reflected the loan portfolio’s sensitivity to lower benchmark interest rates. Approximately 59% and 58% of loans held-for-investment were variable-rate as of March 31, 2026 and 2025, respectively.
4451
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4453

Deposits are an important source of funding for the Company. Average deposits were $67.5 billion for the first quarter of 2026, a $4.9 billion or 8% increase from the first quarter of 2025. The year-over-year increase was primarily driven by growth in time, demand and money market deposits. Average noninterest-bearing deposits were $16.9 billion for the first quarter of 2026, a $1.8 billion or 12% increase from the first quarter of 2025.

The average cost of deposits of 2.13% for the first quarter of 2026, decreased 41 bps from the first quarter of 2025. The average cost of interest-bearing deposits of 2.84% for the first quarter of 2026, decreased 50 bps, from the first quarter of 2025. These year-over-year decreases primarily reflected the impacts of lower benchmark interest rates and the Company’s efforts to reduce deposit costs.

The average cost of funds calculation includes deposits, FHLB advances, securities sold under repurchase agreements (“repurchase agreements”), long-term debt, and short-term borrowings. The average cost of funds of 2.21% for the first quarter of 2026 decreased 43 bps, from the first quarter of 2025. The year-over-year decrease was mainly driven by the decrease in the cost of deposits as discussed above.

The Company utilizes various tools to manage interest rate risk. Refer to the Interest Rate Risk Management section of Item 2. MD&A — Risk Management — Market Risk Management in this Form 10-Q.

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The following table presents the interest spread, net interest margin, average balances, interest income and expense, and the average yield/rate by asset and liability component for the first quarters of 2026 and 2025:
Three Months Ended March 31,
20262025
($ in thousands)Average BalanceInterest
Average Yield/Rate (1)
Average BalanceInterest
Average Yield/Rate (1)
ASSETS
Interest-earning assets:
Interest-bearing cash and deposits with banks$3,865,615 $29,851 3.13%$4,087,664 $39,137 3.88%
Securities purchased under resale agreements (“resale agreements”) 425,000 1,625 1.55%425,000 1,610 1.54%
Debt securities:
AFS (2)(3)
13,609,231 148,164 4.42%11,766,446 135,519 4.67%
Held-to-maturity (“HTM”) (2)
2,861,401 12,014 1.70%2,908,402 12,265 1.71%
Total debt securities (2)
16,470,632 160,178 3.94%14,674,848 147,784 4.08%
Loans:
Commercial and industrial (“C&I”) (2)
18,752,867 297,315 6.43%16,865,399 293,414 7.06%
Commercial real estate (“CRE”) (2)
21,322,169 315,923 6.01%20,373,015 311,386 6.20%
Residential mortgage16,928,080 244,884 5.87%16,049,719 234,891 5.94%
Other consumer51,533 756 5.95%49,578 721 5.90%
Total loans (2)(4)(5)
57,054,649 858,878 6.11%53,337,711 840,412 6.39%
Restricted equity securities
151,183 4,978 13.35%165,363 2,859 7.01%
Total interest-earning assets$77,967,079 $1,055,510 5.49%$72,690,586 $1,031,802 5.76%
Noninterest-earning assets:
Cash and due from banks450,219 373,827 
Allowance for loan, lease, and securities’ losses
(836,828)(716,255)
Other assets3,499,788 3,276,794 
Total assets$81,080,258 $75,624,952 
LIABILITIES AND STOCKHOLDERS’ EQUITY
Interest-bearing liabilities:
Checking deposits$7,652,611 $39,445 2.09%$7,749,665 $47,911 2.51%
Money market deposits16,203,527 104,878 2.62%14,833,615 116,018 3.17%
Savings deposits1,701,913 3,010 0.72%1,752,946 3,447 0.80%
Time deposits25,112,122 208,079 3.36%23,197,328 224,605 3.93%
Total interest-bearing deposits
50,670,173 355,412 2.84%47,533,554 391,981 3.34%
Short-term borrowings and federal funds purchased
567 4 2.86%428 6 5.69%
FHLB advances2,577,223 25,004 3.93%3,500,001 38,866 4.50%
Repurchase agreements
350,075 3,290 3.81%6,684 77 4.67%
Long-term debt and finance lease liabilities35,566 607 6.92%35,919 671 7.58%
Total interest-bearing liabilities$53,633,604 $384,317 2.91%$51,076,586 $431,601 3.43%
Noninterest-bearing liabilities and stockholders’ equity:
Demand deposits16,877,461 15,104,028 
Accrued expenses and other liabilities1,521,820 1,575,264 
Stockholders’ equity9,047,373 7,869,074 
Total liabilities and stockholders’ equity$81,080,258 $75,624,952 
Total deposits
$67,547,634 $355,412 2.13%$62,637,582 $391,981 2.54%
Interest rate spread2.58%2.33%
Net interest income and net interest margin$671,193 3.49%$600,201 3.35%
(1)Annualized.
(2)Yields on tax-exempt securities and loans are not presented on a tax-equivalent basis.
(3)Includes the amortization of net premiums on AFS debt securities of $1 million and $8 million for the first quarters of 2026 and 2025, respectively.
(4)Average balances include nonperforming loans and loans held-for-sale.
(5)Loans include the accretion of net deferred loan fees and amortization of net premiums, which totaled $11 million and $12 million for the first quarters of 2026 and 2025, respectively.
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The following table summarizes the extent to which changes in (1) interest rates and (2) volume of average interest-earning assets and average interest-bearing liabilities affected the Company’s net interest income for the periods presented. The total change for each category of interest-earning assets and interest-bearing liabilities is segmented into changes attributable to variations in volume and yield/rate. Changes that are not solely due to either volume or yield/rate are allocated proportionally based on the absolute value of the change related to average volume and average yield/rate.
Three Months Ended March 31,
2026 vs. 2025
Changes Due to
($ in thousands)Total ChangeVolumeYield/Rate
Interest-earning assets:
Interest-bearing cash and deposits with banks$(9,286)$(2,036)$(7,250)
Resale agreements
15 — 15 
Debt securities:
AFS
12,645 20,363 (7,718)
HTM
(251)(198)(53)
Total debt securities12,394 20,165 (7,771)
Loans:
C&I3,901 31,212 (27,311)
CRE4,537 14,239 (9,702)
Residential mortgage9,993 12,732 (2,739)
Other consumer35 29 6 
Total loans18,466 58,212 (39,746)
Restricted equity securities2,119 (264)2,383 
Total interest and dividend income$23,708 $76,077 $(52,369)
Interest-bearing liabilities:
Checking deposits$(8,466)$(593)$(7,873)
Money market deposits(11,140)10,070 (21,210)
Savings deposits(437)(98)(339)
Time deposits(16,526)17,566 (34,092)
Total interest-bearing deposits
(36,569)26,945 (63,514)
Short-term borrowings and federal funds purchased(2)2 (4)
FHLB advances(13,862)(8,078)(5,784)
Repurchase agreements3,213 3,230 (17)
Long-term debt and finance lease liabilities(64)(7)(57)
Total interest expense$(47,284)$22,092 $(69,376)
Change in net interest income$70,992 $53,985 $17,007 

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Noninterest Income

The following table presents the components of noninterest income for the first quarters of 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025% Change
Commercial and consumer deposit-related fees$30,619 $27,075 13 %
Lending and loan servicing fees
26,070 26,230 (1)%
Foreign exchange income15,447 15,837 (2)%
Wealth management fees22,260 13,679 63 %
Customer derivative income and derivative mark-to-market adjustments:
Customer derivative income
4,595 5,539 (17)%
Derivative mark-to-market and credit valuation adjustments
934 (1,470)NM
Total customer derivative income and derivative mark-to-market adjustments
5,529 4,069 36 %
Net gains on AFS debt securities
616 131 370 %
Other investment income2,956 2,262 31 %
Other (loss) income
(941)2,819 NM
Total noninterest income$102,556 $92,102 11 %
Noninterest income as a percent of total revenue13%13%
NM - Not meaningful.

Noninterest income for the first quarter of 2026 was $103 million, a $10 million or 11% increase compared with the first quarter of 2025. The year-over-year increase was primarily due to increases in wealth management fees, commercial and consumer deposit-related fees, and customer derivative income and derivative mark-to-market adjustments, partially offset by other losses.

Commercial and consumer deposit-related fees were $31 million for the first quarter of 2026, a $4 million or 13% increase compared with the first quarter of 2025. The year-over-year increase was primarily due to higher commercial customer activity.

Wealth management fees were $22 million for the first quarter of 2026, a $9 million or 63% increase compared with the first quarter of 2025. The year-over-year increase primarily reflected higher customer demand for wealth management products such as fixed-rate corporate bonds and fixed annuities and increased commission and fees from new customer activity.

Customer derivative income and derivative mark-to-market adjustments were $6 million for the first quarter of 2026, a $1 million increase compared with the first quarter of 2025. The year-over-year increase primarily reflected favorable credit valuation adjustments, partially offset by lower customer activity.

Other losses were $941 thousand for the first quarter of 2026, compared with other income of $3 million in the first quarter of 2025. The decrease primarily reflected $5 million in lower of cost or market adjustments on loans held-for-sale recorded during the first quarter of 2026.

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Noninterest Expense

The following table presents the components of noninterest expense for the first quarters of 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025% Change
Compensation and employee benefits$172,665 $146,435 18 %
Occupancy and equipment expense18,248 15,689 16 %
Computer and software related expenses14,747 13,314 11 %
Deposit insurance premiums and regulatory assessments8,859 10,385 (15)%
Deposit account expense7,533 9,042 (17)%
Other real estate owned (“OREO”) (income) expense
(264)4,166 NM
Other operating expense36,542 37,375 (2)%
Amortization of tax credit and Community Reinvestment Act (“CRA”) investments
21,984 15,742 40 %
Total noninterest expense$280,314 $252,148 11 %
NM - Not meaningful.

Noninterest expense was $280 million for the first quarter of 2026, a $28 million or 11% increase compared with the first quarter of 2025. The year-over-year increase was primarily due to increases in compensation and employee benefits and amortization of tax credit and CRA investments, partially offset by OREO income.

Compensation and employee benefits were $173 million for the first quarter of 2026, a $26 million or 18% increase compared with the first quarter of 2025. The increase was primarily driven by higher incentive compensation and staffing growth.

Occupancy and equipment expense was $18 million for the first quarter of 2026, a $3 million or 16% increase compared with the first quarter of 2025. The increase was primarily due to higher rental expense and increased depreciation related to a building purchase.

OREO income was $264 thousand for the first quarter of 2026, compared with OREO expense of $4 million for the first quarter of 2025. OREO income of $264 thousand for the first quarter of 2026 was primarily due to gains recorded on the sale of an OREO property, partially offset by OREO write-downs and operating expenses, compared with $4 million of OREO write-downs for the same prior year period.

Amortization of tax credit and CRA investments was $22 million for the first quarter of 2026, a $6 million or 40% increase compared with the first quarter of 2025. The year-over-year increase was primarily due to the timing of tax credit investments that closed in a given period.

Income Taxes

The following table presents income before income taxes, income tax expense and the effective tax rate for the first quarters of 2026 and 2025:
Three Months Ended March 31,
($ in thousands)20262025% Change
Income before income taxes$457,435 $391,155 17 %
Income tax expense$99,639 $100,885 (1)%
Effective tax rate21.8 %25.8 %

First quarter 2026 income tax expense was $100 million and the effective tax rate was 21.8%, compared with first quarter 2025 income tax expense of $101 million and an effective tax rate of 25.8%. The decreases in income tax expense and effective tax rate were primarily due to the release of valuation allowance associated with foreign tax credits and favorable adjustments driven by a lower California state tax apportionment, partially offset by higher pre-tax income and a partial derecognition of a purchased tax credit.
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Operating Segment Results

The Company organizes its operations into three reportable operating segments: (1) Consumer and Business Banking; (2) Commercial Banking; and (3) Treasury and Other. These segments are defined based on customer type, the channels through which customers are served, and the products and services provided. For a description of the Company’s internal management reporting process, including the segment cost allocation methodology, see Note 13 — Business Segments to the Consolidated Financial Statements in this Form 10-Q.

Segment net interest income represents the difference between actual interest earned on assets and interest incurred on liabilities of the segment, adjusted for funding charges or credits through the Company’s internal funds transfer pricing (“FTP”) process.

Consumer and Business Banking

The Consumer and Business Banking segment primarily provides financial products and services to consumer and commercial customers through the Company’s domestic branch network and digital banking platforms. This segment offers consumer and commercial deposits, mortgage and home equity loans, and other products and services. It also originates commercial loans for small- and medium-sized enterprises through the Company’s branch network. Other products and services provided by this segment include wealth management, private banking, treasury management, interest rate risk hedging and foreign exchange services.

The following table presents financial information for the Consumer and Business Banking segment for the periods indicated:
Three Months Ended March 31,
Change from 2025
($ in thousands)20262025$%
Net interest income before provision for credit losses
$269,247 $269,733 $(486)0 %
Noninterest income39,962 32,285 7,677 24 %
Total revenue before provision for credit losses
309,209 302,018 7,191 2 %
Provision for credit losses
9,185 7,685 1,500 20 %
Compensation and employee benefits70,096 61,964 8,132 13 %
Other noninterest expense62,005 57,192 4,813 8 %
Total noninterest expense 132,101 119,156 12,945 11 %
Segment income before income taxes167,923 175,177 (7,254)(4)%
Income tax expense47,059 52,089 (5,030)(10)%
Segment net income$120,864 $123,088 $(2,224)(2)%
Average loans$21,034,978 $19,762,287 $1,272,691 6 %
Average deposits$35,048,413 $32,326,906 $2,721,507 8 %

Consumer and Business Banking segment net income decreased $2 million or 2% year-over-year to $121 million for the first quarter of 2026, primarily driven by an $8 million increase in compensation and employee benefits and a $5 million increase in other noninterest expense, partially offset by an $8 million increase in noninterest income. The increase in noninterest income was mainly driven by higher wealth management fee income in the first quarter of 2026. The compensation and employee benefits increase was primarily due to higher incentive compensation, increased wealth management commissions and staffing growth. The increase in other noninterest expense was mainly driven by higher allocated corporate overhead expenses.

Commercial Banking

The Commercial Banking segment primarily generates commercial loan and deposit products. Commercial loan products include CRE lending, construction finance, commercial business lending, working capital lines of credit, trade finance, letters of credit, affordable housing lending, asset-based lending, asset-backed finance, project finance, equipment financing, and loan syndication. Commercial deposit products and other financial services include treasury management, foreign exchange services, and interest rate and commodity risk hedging.

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The following table presents financial information for the Commercial Banking segment for the periods indicated:
Three Months Ended March 31,
Change from 2025
($ in thousands)20262025$%
Net interest income before provision for credit losses$261,286 $253,001 $8,285 3 %
Noninterest income54,331 53,579 752 1 %
Total revenue before provision for credit losses
315,617 306,580 9,037 3 %
Provision for credit losses27,007 40,779 (13,772)(34)%
Compensation and employee benefits74,844 61,187 13,657 22 %
Other noninterest expense36,470 42,318 (5,848)(14)%
Total noninterest expense 111,314 103,505 7,809 8 %
Segment income before income taxes177,296 162,296 15,000 9 %
Income tax expense49,657 48,271 1,386 3 %
Segment net income$127,639 $114,025 $13,614 12 %
Average loans$36,019,671 $33,211,037 $2,808,634 8 %
Average deposits (1)
$28,087,719 $26,129,141 $1,958,578 7 %
(1)Prior period balances have been reclassified for comparability due to a change in allocation methodology.

Commercial Banking segment net income increased $14 million or 12% year-over-year to $128 million for the first quarter of 2026, primarily driven by a $14 million decrease in provision for credit losses, an $8 million increase in net interest income and a $6 million decrease in other noninterest expense, partially offset by a $14 million increase in compensation and employee benefits. The net interest income increase was primarily due to commercial loan and deposit growth, leading to higher interest earnings and internal FTP credits from deposits in the first quarter of 2026, respectively. The decrease in provision for credit losses was driven by a more stable macroeconomic environment for C&I loans in the first quarter of 2026. The increase in compensation and employee benefits was primarily driven by higher incentive compensation and staffing growth. The decrease in other noninterest expense was mainly due to lower OREO and loan related expenses in the first quarter of 2026.

Treasury and Other

Centralized functions, including the corporate treasury activities of the Company, tax credit investment activities, eliminations of inter-segment amounts, and centrally managed departments, have been aggregated and included in the Treasury and Other segment.

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The following table presents financial information for the Treasury and Other segment for the periods indicated:
Three Months Ended March 31,
Change from 2025
($ in thousands)20262025$%
Net interest income before (reversal of) provision for credit losses
$140,660 $77,467 $63,193 82 %
Noninterest income8,263 6,238 2,025 32 %
Total revenue before (reversal of) provision for credit losses
148,923 83,705 65,218 78 %
(Reversal of) provision for credit losses
(192)536 (728)NM
Compensation and employee benefits27,725 23,284 4,441 19 %
Other noninterest expense9,174 6,203 2,971 48 %
Total noninterest expense 36,899 29,487 7,412 25 %
Segment income before income taxes 112,216 53,682 58,534 109 %
Income tax expense
2,923 525 2,398 NM
Segment net income$109,293 $53,157 $56,136 106 %
Average loans (1)
$— $364,387 $(364,387)(100)%
Average deposits (2)
$4,411,502 $4,181,535 $229,967 5 %
NM — Not meaningful.
(1)Reallocated to the Commercial Banking and Consumer and Business Banking segments effective first quarter of 2026.
(2)Prior period balances have been reclassified for comparability due to a change in allocation methodology.

The Treasury and Other segment income before income taxes increased $59 million for the first quarter of 2026, primarily driven by a $63 million increase in net interest income, partially offset by a $4 million increase in compensation and employee benefits and a $3 million increase in other noninterest expense. The net interest income increase was mainly driven by lower net internal FTP credits for deposits to other business segments, lower interest expense on FHLB advances, and higher interest income on debt securities during the first quarter of 2026. The compensation and employee benefits increase was primarily driven by higher incentive compensation and staffing growth. The other noninterest expense increase was primarily driven by higher amortization of tax credit and CRA investments.

Income tax expense is allocated to the Consumer and Business Banking and the Commercial Banking segments by applying statutory income tax rates to the respective segment income before income taxes. The income tax expense or benefit in the Treasury and Other segment consists of the remaining unallocated income tax expense or benefit after allocating income tax expense to the two core segments, and reflects the impact of tax credit investment activity.

Balance Sheet Analysis

Debt Securities

The Company maintains a portfolio of high quality and liquid debt securities with a moderate duration profile. It closely manages the overall portfolio credit, interest rate and liquidity risks. The Company’s debt securities provide:

•interest income for earnings and yield enhancement;
•funding availability for needs arising during the normal course of business;
•the ability to execute interest rate risk management strategies in response to changes in economic or market conditions; and
•collateral to support pledging agreements as required and/or to enhance the Company’s borrowing capacity.

While the Company does not intend to sell or trade its debt securities, it may sell AFS debt securities in response to changes in the balance sheet and related interest rate risk to meet liquidity, regulatory and strategic requirements.

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The following table presents the distribution of the Company’s AFS and HTM debt securities portfolio by amortized cost and fair value as of March 31, 2026 and December 31, 2025, and by credit ratings as of March 31, 2026:
March 31, 2026December 31, 2025
Ratings as of March 31, 2026 (1)
($ in thousands)Amortized CostFair Value% of Fair ValueAmortized CostFair Value% of Fair ValueAAA/AAABBBBB and Lower
AFS debt securities:
U.S. Treasury securities$1,256,350 $1,237,787 9%$1,010,053 $993,913 7%100%—%—%—%
U.S. government agency and U.S. government-sponsored enterprise debt securities287,503 255,863 2%287,687 257,654 2%100%—%—%—%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (2)
11,282,319 11,095,099 79%10,544,278 10,397,991 79%100%—%—%—%
Municipal securities275,348 237,959 1%277,275 243,102 2%100%—%—%—%
Non-agency mortgage-backed securities629,132 548,367 4%667,195 584,735 4%97%—%3%—%
Corporate debt securities535,158 447,583 3%554,158 464,981 4%—%40%56%4%
Foreign government bonds249,263 240,395 2%247,249 238,455 2%46%54%—%—%
Asset-backed securities30,965 30,430 0%31,886 31,389 0%29%18%53%—%
Total AFS debt securities$14,546,038 $14,093,483 100%$13,619,781 $13,212,220 100%96%2%2%0%
HTM debt securities:
U.S. Treasury securities$542,059 $526,048 21%$540,666 $524,887 21%100%—%—%—%
U.S. government agency and U.S. government-sponsored enterprise debt securities1,007,937 855,461 35%1,007,055 860,134 35%100%—%—%—%
U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities (3)
1,124,132 928,104 38%1,136,874 943,227 38%100%—%—%—%
Municipal securities184,850 143,390 6%185,463 151,498 6%100%—%—%—%
Total HTM debt securities$2,858,978 $2,453,003 100%$2,870,058 $2,479,746 100%100%—%—%—%
Total debt securities$17,405,016 $16,546,486 $16,489,839 $15,691,966 
(1)Credit ratings represent independent assessments of the credit quality of debt securities. The Company determines the credit rating of a debt security based on the lowest rating assigned by any of the nationally recognized statistical rating organizations (“NRSROs”) that have rated the security. Investment grade debt securities are those with ratings similar to BBB- or above (as defined by NRSROs), and are generally considered by the rating agencies and market participants to be low credit risk. Ratings percentages are allocated based on fair value.
(2)Includes Government National Mortgage Association (“GNMA”) AFS debt securities with amortized cost and fair value both totaling $10.3 billion and $9.6 billion as of March 31, 2026 and December 31, 2025, respectively.
(3)Includes GNMA HTM debt securities totaling $77 million of amortized cost and $63 million of fair value as of March 31, 2026, and $79 million of amortized cost and $65 million of fair value as of December 31, 2025.

The Company’s AFS and HTM debt securities portfolios had an effective duration (defined as the sensitivity of the value of the portfolio to interest rate changes) of 3.5 and 5.7, respectively, as of March 31, 2026, compared with 3.0 and 5.9, respectively, as of December 31, 2025. The AFS debt securities’ effective duration increased primarily due to the purchase of new fixed‑rate AFS securities, coupled with the sale of floating‑rate AFS securities, while the decline in the HTM debt securities’ effective duration is mainly due to the portfolio run-off.

Available-for-Sale Debt Securities

AFS debt securities increased $881 million or 7% from December 31, 2025 to $14.1 billion as of March 31, 2026, primarily due to the purchases of GNMA securities. The Company’s AFS debt securities are carried at fair value with non-credit related unrealized gains and losses, net of tax, reported in Other comprehensive income (loss) on the Consolidated Statement of Comprehensive Income. Pre-tax net unrealized losses on AFS debt securities were $453 million as of March 31, 2026, compared with $406 million as of December 31, 2025.

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Of the AFS debt securities with gross unrealized losses, substantially all were rated investment grade as of both March 31, 2026 and December 31, 2025. For additional information on the policies, methodologies and judgments used to determine the allowance for credit losses on AFS debt securities, see Item 8. Financial Statements — Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K and Note 4 — Securities to the Consolidated Financial Statements in this Form 10-Q.

Held-to-Maturity Debt Securities

All HTM debt securities were issued, guaranteed, or supported by the U.S. government or government-sponsored enterprises. Accordingly, the Company applied a zero credit loss assumption for these securities and no allowance for credit loss was recorded as of both March 31, 2026 and December 31, 2025.

For additional information on AFS and HTM securities, see Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K and Note 2 — Fair Value Measurement and Fair Value of Financial Instruments and Note 4 — Securities to the Consolidated Financial Statements in this Form 10-Q.

Loan Portfolio

The Company offers a broad range of financial products designed to meet the credit needs of its borrowers. The Company’s loan portfolio segments include commercial loans, which consist of C&I, CRE, multifamily residential, and construction and land loans, as well as consumer loans, which consist of single-family residential (“SFR”), home equity lines of credit (“HELOCs”) and other consumer loans.

The composition of the loan portfolio as of March 31, 2026 was similar to the composition as of December 31, 2025, as presented in the charts below.
5471099511637225

Total loans held-for-investment of $58.1 billion as of March 31, 2026 increased $1.2 billion or 2% from December 31, 2025, primarily driven by growth in the C&I portfolio. For additional information on the Company’s loans held-for-investment outstanding balances, see Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

Commercial

The commercial loan portfolio, which includes C&I and total CRE loans, comprised 71% and 70% of total loans held-for-investment as of March 31, 2026 and December 31, 2025, respectively. The Company actively monitors the commercial lending portfolio for credit risk and reviews credit exposures for sensitivity to changing economic conditions.

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Commercial — Commercial and Industrial Loans. Total C&I loan commitments were $28.0 billion and $27.7 billion as of March 31, 2026 and December 31, 2025, respectively, with a utilization rate of 70% and 67% as of March 31, 2026 and December 31, 2025, respectively. Total C&I loans of $19.6 billion as of March 31, 2026 increased $900 million or 5% from December 31, 2025. The C&I loan portfolio includes loans and financing for businesses across a wide spectrum of industries. The Company offers a variety of C&I products, including but not limited to commercial business lending, working capital lines of credit, trade finance, letters of credit, asset-based lending, asset-backed finance, project finance and equipment financing. Additionally, the Company has a portfolio of broadly syndicated C&I loans, which represent revolving or term loan facilities that are marketed and sold primarily to institutional investors. This portfolio totaled $1.1 billion and $1.0 billion as of March 31, 2026 and December 31, 2025, respectively. The Company also has a portfolio of loans to non-depository financial institutions (“NDFI”), which totaled $8.3 billion and $7.6 billion as of March 31, 2026 and December 31, 2025, respectively. The NDFI portfolio is primarily included in the capital call, general & other, and financial services industries, and is diversified across business credit, private equity, and mortgage credit facilities. The majority of the C&I loans had variable interest rates as of both March 31, 2026 and December 31, 2025.

The C&I portfolio is well-diversified by industry. The Company monitors concentrations within the C&I loan portfolio by industry and customer exposure, and maintains exposure limits by industry and loan product. The following table presents the industry mix within the Company’s C&I loan portfolio as of March 31, 2026 and December 31, 2025:
March 31, 2026
December 31, 2025
($ in thousands)Amount%Amount%
Industry:
Capital call lending$2,370,253 12%$1,997,835 
(1)
11%
Real estate investment & management2,302,437 12%2,319,896 13%
Media & entertainment2,209,548 11%2,227,571 12%
Financial services1,312,053 7%1,160,853 6%
Food production & distribution1,306,790 7%1,109,996 6%
Manufacturing & wholesale1,199,819 6%1,162,245 6%
Infrastructure & clean energy1,099,668 6%1,113,387 6%
Healthcare779,488 4%703,769 4%
Technology & telecommunications693,287 4%679,036 4%
Hospitality & leisure653,102 3%646,926 3%
Oil & gas593,220 3%595,102 3%
Equipment finance499,933 3%447,117 2%
Art finance462,527 2%503,326 3%
Consumer finance290,576 1%262,728 1%
General & other3,778,252 19%3,720,968 
(1)
20%
Total C&I$19,550,953 100%$18,650,755 100%
(1)Prior period balances have been reclassified for comparability.

Commercial — Total Commercial Real Estate Loans. The total CRE portfolio consists of CRE, multifamily residential, and construction and land loans. The Company’s underwriting parameters for CRE loans are established in compliance with supervisory guidance, and include property type, geography and loan-to-value (“LTV”).

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The Company’s total CRE loan portfolio is well-diversified by property type with an average CRE loan size of $3 million as of both March 31, 2026 and December 31, 2025. The following table summarizes the Company’s total CRE loans by property type as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
($ in thousands)Amount%
Weighted-avg. LTV (%) (1)
Amount%
Weighted-avg. LTV (%) (1)
Property types:
Multifamily$5,129,247 24%51%$5,112,328 24%50%
Retail
4,550,048 21%47%4,509,328 21%47%
Industrial
4,133,056 19%46%4,213,307 20%46%
Hotel
2,539,812 12%51%2,482,765 12%51%
Office
2,285,745 11%53%2,233,910 11%52%
Healthcare
886,272 4%51%858,653 4%51%
Construction and land811,999 4%61%742,357 3%51%
Other
1,096,124 5%49%1,109,125 5%49%
Total CRE loans$21,432,303 100%50%$21,261,773 100%49%
(1)Weighted-average LTV is based on most recent LTV, using the most recent available appraisal and current loan commitment.

The following tables provide a summary of the Company’s CRE, multifamily residential, and construction and land loans by geography as of March 31, 2026 and December 31, 2025. The distribution of the total CRE loan portfolio largely reflects the Company’s geographical branch footprint, which is primarily concentrated in California.
March 31, 2026
($ in thousands)CRE%Multifamily Residential%Construction and Land%Total CRE%
Geographic markets:
Southern California$8,054,331 52%$2,390,737 47%$293,182 36%$10,738,250 50%
Northern California2,752,523 18%891,438 17%144,123 18%3,788,084 18%
California10,806,854 70%3,282,175 64%437,305 54%14,526,334 68%
Texas1,137,455 7%540,863 11%156,605 19%1,834,923 8%
New York820,247 5%331,631 7%52,617 6%1,204,495 6%
Washington523,702 3%156,325 3%28,912 4%708,939 3%
Arizona335,618 2%205,446 4%40,139 5%581,203 3%
Nevada311,372 2%157,130 3%4,453 1%472,955 2%
Other markets1,555,809 11%455,677 8%91,968 11%2,103,454 10%
Total loans $15,491,057 100%$5,129,247 100%$811,999 100%$21,432,303 100%
December 31, 2025
($ in thousands)CRE%Multifamily Residential%Construction and Land%Total CRE%
Geographic markets:
Southern California$7,908,374 51%$2,387,149 47%$252,265 34%$10,547,788 50%
Northern California2,760,043 18%914,479 18%149,090 20%3,823,612 18%
California10,668,417 69%3,301,628 65%401,355 54%14,371,400 68%
Texas1,129,088 7%488,276 10%154,241 21%1,771,605 8%
New York831,276 6%349,909 7%35,397 5%1,216,582 6%
Washington504,643 3%158,186 3%14,036 2%676,865 3%
Arizona339,272 2%205,264 4%38,192 5%582,728 3%
Nevada321,332 2%160,103 3%883 0%482,318 2%
Other markets1,613,060 11%448,962 8%98,253 13%2,160,275 10%
Total loans$15,407,088 100%$5,112,328 100%$742,357 100%$21,261,773 100%
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The percentage of total CRE loans located in California was 68% as of both March 31, 2026 and December 31, 2025. Changes in California’s economy and real estate values could have a significant impact on the collectability of these loans and the required level of allowance for loan losses. For additional information related to the higher degree of risk from a downturn in California’s economic and real estate markets, see Item 1A. Risk Factors — Risks Related to Geographic and Political Uncertainties and Risks Related to Financial Matters in the Company’s 2025 Form 10-K.

Commercial — Commercial Real Estate Loans. The Company focuses on providing financing to experienced real estate investors and developers with moderate levels of leverage, many of whom are long-time customers of the Bank. The Company seeks to underwrite loans with conservative standards for cash flows, debt service coverage and LTV. Owner-occupied properties comprised 20% of the CRE loans as of both March 31, 2026 and December 31, 2025. The remainder were non-owner-occupied properties, where 50% or more of the debt service for the loan is typically provided by rental income from an unaffiliated third party.

Interest rates on CRE loans may be fixed, variable or hybrid. The Company offers derivative hedging products to our customers to manage their interest rate risks. As of March 31, 2026, of the 58% of our CRE portfolio that had variable rates, 51% had customer-level interest rate derivative contracts in place. In comparison, as of December 31, 2025, of the 58% of our CRE portfolio that had variable rates, 52% had customer-level interest rate derivative contracts in place.

Commercial — Multifamily Residential Loans. The multifamily residential loan portfolio is largely comprised of loans secured by residential properties with five or more units. The Company offers a variety of first lien mortgages, including fixed- and variable-rate loans, as well as hybrid loans with interest rates that adjust annually after an initial fixed rate period of three to ten years. The Company also offers hedging products to our customers to manage their interest rate risks. As of March 31, 2026, of the 52% of our multifamily residential loan portfolio that had variable rates, 50% had customer-level interest rate derivative contracts in place. In comparison, as of December 31, 2025, of the 51% of our multifamily residential portfolio that had variable rates, 50% had customer-level interest rate derivative contracts in place.

Commercial — Construction and Land Loans. Construction and land loans provide financing for a portfolio of projects diversified by real estate property type. Construction loan exposure was comprised of $590 million in loans outstanding, and $439 million in unfunded commitments as of March 31, 2026, compared with $544 million in loans outstanding, and $419 million in unfunded commitments as of December 31, 2025. Land loans totaled $222 million and $198 million as of March 31, 2026 and December 31, 2025, respectively.

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Consumer

Residential mortgage loans are primarily originated through the Bank’s branch network. The average residential mortgage loan size was $439 thousand as of both March 31, 2026 and December 31, 2025. The following tables summarize the Company’s SFR and HELOC loan portfolios by geography and lien priority as of March 31, 2026 and December 31, 2025:
March 31, 2026
($ in thousands)
SFR
%HELOCs%Total Residential Mortgage%
Geographic markets:
Southern California$6,110,857 40%$926,482 48%$7,037,339 41%
Northern California2,046,569 14%411,296 21%2,457,865 15%
California8,157,426 54%1,337,778 69%9,495,204 56%
New York4,030,230 27%289,786 15%4,320,016 25%
Washington780,433 5%183,412 9%963,845 6%
Massachusetts574,500 4%69,829 4%644,329 4%
Georgia530,564 4%24,460 1%555,024 3%
Nevada510,865 3%39,071 2%549,936 3%
Texas513,764 3%— —%513,764 3%
Other markets21,927 0%1,531 0%23,458 0%
Total$15,119,709 100%$1,945,867 100%$17,065,576 100%
Lien priority:
First mortgage$15,119,709 100%$1,350,924 69%$16,470,633 97%
Junior lien mortgage— —%594,943 31%594,943 3%
Total$15,119,709 100%$1,945,867 100%$17,065,576 100%
SFR portfolio type:
Traditional portfolio
$13,727.484 91%$— —%$13,727.484 91%
Bridge to Home Ownership (“BTHO”) portfolio
1,392.225 9%— —%1,392.225 9%
Total$15,119.709 100%$— —%$15,119.709 100%
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December 31, 2025
($ in thousands)
SFR
%HELOCs%Total Residential Mortgage%
Geographic markets:
Southern California$6,031,124 40%$914,803 48%$6,945,927 41%
Northern California2,026,767 14%392,461 20%2,419,228 14%
California8,057,891 54%1,307,264 68%9,365,155 55%
New York4,067,708 27%286,995 15%4,354,703 26%
Washington761,739 5%188,146 10%949,885 6%
Massachusetts566,462 4%68,375 4%634,837 4%
Georgia520,039 3%21,500 1%541,539 3%
Nevada493,670 3%38,072 2%531,742 3%
Texas513,038 4%— —%513,038 3%
Other markets22,002 0%1,545 0%23,547 0%
Total$15,002,549 100%$1,911,897 100%$16,914,446 100%
Lien priority:
First mortgage$15,002,549 100%$1,337,066 70%$16,339,615 97%
Junior lien mortgage— —%574,831 30%574,831 3%
Total $15,002,549 100%$1,911,897 100%$16,914,446 100%
SFR portfolio type:
Traditional portfolio
$13,692.025 91%$— —%13,692.025 91%
BTHO portfolio
1,310.524 9%— —%1,310.524 9%
Total$15,002.549 100%$— —%$15,002.549 100%

Consumer — SFR Loans — Traditional Portfolio. The Company offers a variety of SFR mortgage loan programs, including fixed- and variable-rate loans, as well as hybrid loans with interest rates that adjust on a regular basis, typically annually, after an initial fixed rate period. The Company was in a first lien position in all of its SFR loans as of both March 31, 2026 and December 31, 2025. Many of these loans are reduced documentation loans, for which a substantial down payment is required, resulting in a low LTV ratio at origination, typically 60% or less. The weighted-average LTV ratio was 48% and 49% as of March 31, 2026 and December 31, 2025, respectively. These loans have historically experienced very low delinquency and loss rates.

Consumer — SFR Loans — BTHO Portfolio. The Company also underwrites a BTHO program aimed at expanding home ownership access across creditworthy low-to-moderate income borrowers. The Company is in a first lien positions in all of its BTHO loans and the weighted average LTV was 87% and 88%, as of March 31, 2026 and December 31, 2025, respectively.

Consumer — Home Equity Lines of Credit. Total HELOC commitments were $5.6 billion and $5.5 billion as of March 31, 2026 and December 31, 2025, respectively, with a utilization rate of 35% as of both dates. Substantially all of the Company’s unfunded HELOC commitments are unconditionally cancellable. The Company was in a first lien position for 69% and 70% of total outstanding HELOCs as of March 31, 2026 and December 31, 2025, respectively. Many of these loans are reduced documentation loans, which have a low LTV ratio at origination, typically 65% or less. The weighted-average LTV ratio was 45% and 46% as of March 31, 2026 and December 31, 2025, respectively. As a result, these loans have historically experienced low delinquency and loss rates. Substantially all of the Company’s HELOCs were variable-rate loans as of both March 31, 2026 and December 31, 2025.

All originated commercial and consumer loans are subject to the Company’s conservative underwriting guidelines and loan origination standards. Management believes that the Company’s underwriting criteria and procedures adequately consider the unique risks associated with these products. The Company conducts quality control procedures and periodic audits, including reviews of lending and legal requirements, to ensure compliance with these requirements.

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Foreign Outstandings

The Company’s international branches, which include the branch in Hong Kong and the subsidiary bank’s branches in China, are subject to the general risks inherent in conducting business in foreign countries, such as regulatory, economic and political uncertainties, and foreign currency exchange rate risks. The following table presents the major financial assets held in the Company’s international branches as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
($ in thousands)Amount% of Total Consolidated AssetsAmount% of Total Consolidated Assets
Hong Kong branch:
Cash and cash equivalents$728,356 1%$860,332 1%
AFS debt securities (1)
$674,934 1%$684,513 1%
Loans held-for-investment (2)
$1,329,325 2%$1,133,442 1%
Total assets$2,735,073 3%$2,692,309 2%
China subsidiary bank branches:
Cash and cash equivalents$660,904 1%$640,986 1%
AFS debt securities (3)
$130,507 0%$128,600 0%
Loans held-for-investment (2)
$1,278,595 2%$1,223,236 2%
Total assets$2,063,446 2%$2,012,751 3%
(1)Comprised of U.S. government agency and U.S. government-sponsored enterprise mortgage-backed securities, U.S. Treasury securities, and foreign government bonds as of both March 31, 2026 and December 31, 2025.
(2)Primarily comprised of C&I loans as of both March 31, 2026 and December 31, 2025.
(3)Comprised of foreign government bonds as of both March 31, 2026 and December 31, 2025.

The following table presents the total revenue generated by the Company’s international branches for the first quarters of 2026 and 2025:
Three Months Ended March 31,
20262025
($ in thousands)Amount% of Total Consolidated RevenueAmount% of Total Consolidated Revenue
Hong Kong branch:
Total revenue$21,188 3%$17,813 3%
China subsidiary bank branches:
Total revenue$6,148 1%$7,752 1%

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Deposits

Deposits are the Company’s primary source of funding, the cost of which has a significant impact on the Company’s net interest income and net interest margin. Additional funding is provided by short- and long-term borrowings, and long-term debt. See Item 2. MD&A — Risk Management — Liquidity Risk Management in this Form 10-Q for a discussion of the Company’s liquidity management. The following table summarizes the Company’s deposits by product type as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025Change
($ in thousands)Amount%Amount%$%
Deposits by product:
Noninterest-bearing demand$17,480,959 25 %$16,697,099 25 %$783,860 5 %
Interest-bearing checking8,069,468 12 %7,989,255 12 %80,213 1 %
Money market16,226,097 24 %15,439,729 23 %786,368 5 %
Savings1,731,547 2 %1,671,804 2 %59,743 4 %
Time deposits25,411,484 37 %25,284,814 38 %126,670 1 %
Total deposits$68,919,555 100 %$67,082,701 100 %$1,836,854 3 %

The Company’s strategy is to grow and retain relationship-based deposits to provide a stable and low-cost source of funding and liquidity. The Company offers a wide variety of deposit products to meet the needs of its consumer and commercial customers. As a result, we believe our deposit base is seasoned, stable and well-diversified. Total deposits of $68.9 billion as of March 31, 2026 increased $1.8 billion or 3% from December 31, 2025, primarily due to growth in money market and noninterest-bearing demand deposits.

The following table provides a breakdown of the Company’s deposits by segment and region as of March 31, 2026 and December 31, 2025:
Change
($ in thousands)
March 31, 2026
December 31, 2025
$%
Deposits by segment/region:
Consumer and Business Banking - U.S. (1)
$35,847,814 $34,494,368 $1,353,446 4 %
Commercial Banking - U.S. (1)
24,829,606 24,115,647 
(2)
713,959 3 %
International Branches (3)
3,906,121 3,875,631 30,490 1 %
Treasury and Other - U.S. (4)
4,336,014 4,597,055 
(2)
(261,041)(6)%
Total deposits$68,919,555 $67,082,701 $1,836,854 3 %
(1)Excludes deposits presented under International Branches.
(2)Prior period balances have been reclassified for comparability due to a change in allocation methodology.
(3)Deposits of our Hong Kong branch and China subsidiary bank branches are a subset of Commercial Banking segment deposits.
(4)Treasury and Other segment deposits reflect wholesale, public funds, and brokered deposits, primarily managed by the Company’s Treasury department.
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Customer deposit accounts in the U.S. offices are insured by the Federal Deposit Insurance Corporation (“FDIC”) for up to $250,000 per depositor, per ownership category. Management believes that presenting uninsured domestic deposits with an adjustment to exclude collateralized and affiliate deposits provides a more accurate view of the deposits at risk, given that collateralized deposits are secured, and affiliate deposits are not customer-facing and are eliminated in consolidation. The following table summarizes the Company’s uninsured domestic deposit balances reported on Schedule RC-O Memo, Item 2 of the Bank’s Call Report as of March 31, 2026 and December 31, 2025, after certain adjustments:
($ in thousands)March 31, 2026December 31, 2025
Uninsured deposits, per regulatory requirements (1)
$35,249,660 $33,431,037 
Less: Collateralized deposits
(4,436,099)(4,464,567)
Affiliate deposits(65,579)(131,106)
Uninsured deposits, excluding collateralized and affiliate deposits(a)$30,747,982 $28,835,364 
Total domestic deposits per Call Report(b)$65,236,217 $63,460,378 
Uninsured deposits, excluding collateralized and affiliate deposits, ratio
(a)/(b)
47 %45 %
(1)Uninsured deposits, per regulatory requirements, represent the portion of deposit accounts in U.S. branches that exceed the FDIC insurance limit as reported on Schedule RC-O Memo, Item 2 of the Bank’s Call Report.

Additional information regarding the impact of deposits on net interest income, with a comparison of average deposit balances and rates, is provided in Item 2. MD&A — Results of Operations — Net Interest Income in this Form 10-Q. See also the discussion of the impact of deposits on liquidity in Item 2. MD&A — Liquidity Risk Management in this Form 10-Q.

Capital

The Company maintains a strong capital base to support its anticipated asset growth, operating needs, and credit risk exposures, and to ensure that the Company and the Bank are in compliance with all regulatory capital guidelines. The Company engages in regular capital planning processes on at least an annual basis to optimize the use of available capital and to appropriately plan for future capital needs, allocating capital to existing and future business activities. Furthermore, the Company conducts capital stress tests as part of its capital planning process. The stress tests enable the Company to assess the impact of adverse changes in the economy and interest rates on its capital base.

The Company’s stockholders’ equity increased $100 million or 1% from $8.9 billion as of December 31, 2025 to $9.0 billion as of March 31, 2026. The increase was primarily due to $358 million of net income, partially offset by $123 million from open-market common stock repurchases and tax withheld in the form of stock repurchases on vested restricted stock units, $111 million of cash dividends declared and $43 million of other comprehensive loss. For other factors that contributed to the changes in stockholders’ equity, refer to Item 1. Consolidated Financial Statements — Consolidated Statement of Changes in Stockholders’ Equity in this Form 10-Q.

On January 22, 2025, the Company’s Board of Directors authorized the repurchase of up to $300 million of East West common stock, which will remain valid through December 31, 2026. The Company repurchased $99 million and $85 million of its common stock during the first quarters of 2026 and 2025, respectively. As of March 31, 2026, $117 million of the share repurchase authorization remained available.

The Company paid a cash dividend of $0.80 and $0.60 per share during the first quarters of 2026 and 2025, respectively. In April 2026, the Company’s Board of Directors declared a second quarter 2026 cash dividend of $0.80 per share. The dividend is payable on May 18, 2026, to stockholders of record as of May 4, 2026.

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Regulatory Capital and Ratios

The federal banking agencies have risk-based capital adequacy requirements intended to ensure that banking organizations maintain capital that is commensurate with the degree of risk associated with their operations. The Company and the Bank are each subject to these regulatory capital adequacy requirements. See Item 1. Business — Supervision and Regulation — Regulatory Capital Requirements in the Company’s 2025 Form 10-K for additional details.

The following table presents the Company’s and the Bank’s capital ratios as of March 31, 2026 and December 31, 2025 under the Basel III Capital Rules, and those required by regulatory agencies for capital adequacy and well-capitalized classification purposes:
Basel III Capital Rules
March 31, 2026December 31, 2025
CompanyBankCompanyBankMinimum Regulatory RequirementsMinimum Regulatory Requirements including Capital Conservation BufferWell-Capitalized Requirements
Risk-based capital ratios:
Common Equity Tier 1 (“CET1”) capital (1)
15.1%13.8%15.1%13.9%4.5%7.0%6.5%
Tier 1 capital (2)
15.1%13.8%15.1%13.9%6.0%8.5%8.0%
Total capital16.4%15.1%16.4%15.1%8.0%10.5%10.0%
Tier 1 leverage (1)
11.0%10.0%10.9%10.0%4.0%4.0%5.0%
(1)CET1 capital and Tier 1 leverage well-capitalized requirements apply to the Bank only. There are no well-capitalized requirements on CET1 capital ratio or Tier 1 leverage ratio for bank holding companies.
(2)Well-capitalized Tier 1 capital ratio requirements for the Company and the Bank are 6.0% and 8.0%, respectively.

The Company is committed to maintaining strong capital levels to assure its investors, customers and regulators that the Company and the Bank are financially sound. As of both March 31, 2026 and December 31, 2025, the Company and the Bank continued to exceed all “well-capitalized” capital requirements and the minimum capital requirements under the Basel III Capital Rules. Total risk-weighted assets increased $799 million from December 31, 2025 to $58.6 billion as of March 31, 2026, primarily due to loan growth.

Risk Management

Overview

In the normal course of business, the Company is exposed to a variety of risks, including risks inherent to the financial services industry and risks specific to the Company’s business. The Company operates under a Board-approved enterprise risk management (“ERM”) program. The Company’s ERM program outlines the company-wide approach to risk management and oversight, and describes the structures and practices employed to manage current and emerging risks inherent to the Company. The Company’s ERM program incorporates risk management throughout the organization in identifying, managing, monitoring, and reporting risks. It identifies the Company’s major risk categories as: credit, liquidity, market, operational, reputational, legal, compliance, Bank Secrecy Act/Anti-Money Laundering & Office of Foreign Assets Control, strategic, and technology risk.

The Risk Oversight Committee (“ROC”) of the Board of Directors monitors the ERM program through such identified enterprise risk categories and provides oversight of the Company’s risk appetite and control environment. The ROC provides focused oversight of the Company’s identified enterprise risk categories on behalf of the full Board of Directors. Under the authority of the ROC, management committees apply targeted strategies to manage the risks to which the Company’s operations are exposed.

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The Company’s ERM program is executed along the three lines of defense model, which provides for a consistent and standardized risk management control environment across the enterprise. The first line of defense is comprised of revenue generating, operational and support units. The second line of defense is comprised of risk management and control functions that provide independent risk oversight of first line activities and report to the Chief Risk Officer. The Chief Risk Officer reports to both the ROC and the Chief Executive Officer. The third line of defense is comprised of the Internal Audit and Independent Asset Review (“IAR”) functions. Internal Audit reports to the Chief Audit Executive (“CAE”), who reports to the Board’s Audit Committee. Internal Audit provides assurance and evaluates the effectiveness of risk management, control, and governance processes as established by the Company. IAR serves as an internal loan review and independent credit risk monitoring function within the Bank that works under the direction of the CAE and reports to the Audit Committee. IAR provides management and the Audit Committee with an objective and independent assessment of the Bank’s credit profile and credit risk management processes. Further discussion and analysis of selected primary risk areas are discussed in the following subsections of Risk Management.

Credit Risk Management

Credit risk is the risk that a borrower or counterparty will fail to perform in accordance with the terms and conditions of a loan, investment or derivative and expose the Company to loss. Credit risk exists with many of the Company’s assets and exposures such as loans, debt securities and certain derivatives. The majority of the Company’s credit risk is associated with lending activities.

The ROC has primary oversight responsibility for the identified enterprise risk categories including credit risk. The ROC monitors management’s assessment of asset quality, credit risk trends, credit quality administration, underwriting standards, and portfolio credit risk management strategies and processes, such as diversification and liquidity, all of which enable management to control credit risk. At the management level, the Credit Risk Management Committee has primary oversight responsibility for credit risk. The Senior Credit Supervision function manages credit policy for the line of business transactional credit risk, assuring that all exposure is risk-rated according to the requirements of the credit risk rating policy. The Senior Credit Supervision function, in connection with the ERM function, also evaluates and reports the overall credit risk exposure to senior management and the ROC, including concentration limits and key risk indicators. Reporting directly to the Board’s Audit Committee, the IAR function provides additional validation support to the Company’s robust credit risk management culture by performing an independent and objective assessment of underwriting and documentation quality, and serves as an assurance function for the risk rating of the Company’s loan portfolios. A key focus of our credit risk management is adherence to a well-controlled underwriting and loan monitoring process.

The Company assesses the overall performance and credit quality of the loans held-for-investment portfolio through an integrated analysis of specific performance ratios. This approach forms the basis of the discussion in the sections immediately following: Credit Quality, Nonperforming Assets and Allowance for Credit Losses.

Credit Quality

The Company utilizes a credit risk rating system to assist in monitoring credit quality. Loans are evaluated using the Company’s internal credit risk rating of 1 through 10. For more information on the Company’s credit quality indicators and internal credit risk ratings, refer to Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

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The following table presents the Company’s criticized loans as of March 31, 2026 and December 31, 2025:
Change
($ in thousands)March 31, 2026December 31, 2025$%
Criticized loans:
Special mention loans$316,230 $344,876 $(28,646)(8)%
Classified loans (1)
913,386 796,273 117,113 15 %
Total criticized loans (2)
$1,229,616 $1,141,149 $88,467 8 %
Special mention loans to loans held-for-investment0.54 %0.61 %
Classified loans to loans held-for-investment1.57 %1.40 %
Criticized loans to loans held-for-investment2.12 %2.01 %
(1)Consists of substandard, doubtful and loss categories.
(2)Excludes loans held-for-sale.

Criticized loans increased $88 million or 8%, to $1.2 billion during the first quarter of 2026, primarily driven by increases in classified C&I and CRE loans, and special mention C&I loans, partially offset by a decrease in special mention CRE loans.

Nonperforming Assets

Nonperforming assets are comprised of nonaccrual loans, OREO and other nonperforming assets. Other nonperforming assets and OREO are repossessed assets and properties, respectively, acquired through foreclosure, or through full or partial satisfaction of loans held-for-investment. Nonperforming assets may also include nonperforming loans held-for-sale.

The following table presents nonperforming assets information as of March 31, 2026 and December 31, 2025:
Change
($ in thousands)March 31, 2026December 31, 2025$%
Commercial:
C&I$61,063 $52,244 $8,819 17 %
CRE:
CRE36,495 38,546 (2,051)(5)%
Multifamily residential275 292 (17)(6)%
Construction and land19,334 27,810 (8,476)(30)%
Total CRE56,104 66,648 (10,544)(16)%
Consumer:
Residential mortgage:
SFR
34,494 29,641 4,853 16 %
HELOCs28,958 17,167 11,791 69 %
Total residential mortgage63,452 46,808 16,644 36 %
Other consumer29 142 (113)(80)%
Total nonaccrual loans180,648 165,842 14,806 9 %
OREO, net14,917 21,183 (6,266)(30)%
Nonperforming loans held-for-sale
20,759 20,976 (217)(1)%
Total nonperforming assets$216,324 $208,001 $8,323 4 %
Nonperforming assets to total assets
0.26%0.26%
Nonaccrual loans to loans held-for-investment0.31%0.29%
Allowance for loan and lease losses (“ALLL”) to nonaccrual loans
463%488%
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Loans are generally placed on nonaccrual status at the earlier of when they become 90 days past due or when the full collection of principal or interest becomes uncertain, regardless of the length of time past due. Collectability is generally assessed based on economic and business conditions, the borrower’s financial condition, and the adequacy of collateral, if any. For additional details regarding the Company’s nonaccrual loan policy, see Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Loans Held-for-Investment to the Consolidated Financial Statements in the Company’s 2025 Form 10-K.

Nonaccrual loans of $181 million as of March 31, 2026 increased $15 million or 9% from December 31, 2025, primarily due to higher residential mortgage and C&I nonaccrual loans, partially offset by C&I charge-offs, and transfers to OREO. As of March 31, 2026, $22 million or 12% of nonaccrual loans were less than 90 days delinquent. In comparison, $27 million or 16% of nonaccrual loans were less than 90 days delinquent as of December 31, 2025.

The following table presents the accruing loans past due by portfolio segment as of March 31, 2026 and December 31, 2025:
Total Accruing Past Due Loans (1)
Change
Percentage of Loan Class
($ in thousands)March 31,
2026		December 31,
2025		$%March 31,
2026		December 31,
2025
Commercial:
C&I$18,857 $26,044 $(7,187)(28)%0.10 %0.14 %
CRE:
CRE45,231 13,994 31,237 223 %0.29 %0.09 %
Multifamily residential5,297 1,253 4,044 323 %0.10 %0.02 %
Total CRE50,528 15,247 35,281 231 %0.24 %0.07 %
Total commercial69,385 41,291 28,094 68 %0.17 %0.10 %
Consumer:
Residential mortgage:
SFR
75,331 73,684 1,647 2 %0.50 %0.49 %
HELOCs23,558 34,650 (11,092)(32)%1.21 %1.81 %
Total residential mortgage98,889 108,334 (9,445)(9)%0.58 %0.64 %
Other consumer97 77 20 26 %0.19 %0.15 %
Total consumer98,986 108,411 (9,425)(9)%0.58 %0.64 %
Total$168,371 $149,702 $18,669 12 %0.29 %0.26 %
(1)There were no accruing loans past due 90 days or more as of both March 31, 2026 and December 31, 2025.

Allowance for Credit Losses

The Company maintains its allowance for credit losses at a level it believes is sufficient to provide appropriate reserves to absorb estimated future credit losses in accordance with GAAP. For additional information on the policies, methodologies and judgments used to determine the allowance for credit losses, see Item 7. MD&A — Critical Accounting Estimates and Item 8. Financial Statements — Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K, and Note 6 — Loans Receivable and Allowance for Credit Losses to the Consolidated Financial Statements in this Form 10-Q.

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The following table presents the allowance for credit losses allocated by loan portfolio segments, debt securities and unfunded credit commitments as of March 31, 2026 and December 31, 2025:
March 31, 2026December 31, 2025
($ in thousands)Allowance Allocation
% of Total Loan Class
Allowance Allocation
% of Total Loan Class
ALLL
Commercial:
C&I$483,384 2.47 %$475,613 2.55%
CRE:
CRE231,802 1.50 %221,494 1.44%
Multifamily residential39,446 0.77 %36,555 0.72%
Construction and land17,170 2.11 %15,468 2.08%
Total CRE288,418 1.35 %273,517 1.29%
Total commercial771,802 1.88 %749,130 1.88%
Consumer:
Residential mortgage:
SFR — traditional
19,230 0.14 %19,040 0.14%
SFR — BTHO
37,653 2.70 %34,423 2.63%
HELOCs5,899 0.30 %5,804 0.30%
Total residential mortgage62,782 0.37 %59,267 0.35%
Other consumer1,290 2.48 %1,376 2.69%
Total consumer64,072 0.37 %60,643 0.36%
Total ALLL
$835,874 1.44 %$809,773 1.42%
Allowance for debt securities
$— $1,900 
Allowance for unfunded credit commitments$47,005 $48,690 
Total allowance for credit losses$882,879 $860,363 
Three Months Ended March 31,
20262025
Average loans held-for-investment$57,033,131 $53,337,711 
Net charge-offs
$12,119 $15,281 
Annualized net charge-offs to average loans held-for-investment0.09 %0.12 %

Liquidity Risk Management

Liquidity. Liquidity risk arises from the Company’s inability to meet its customer deposit withdrawals and obligations to other counterparties as they come due, or to obtain adequate funding at a reasonable cost to meet those obligations. Liquidity risk also considers the stability of deposits. The objective of liquidity management is to manage the potential mismatch of asset and liability cash flows. Maintaining an adequate level of liquidity depends on the institution’s ability to efficiently meet both expected and unexpected cash flow and collateral needs without adversely affecting daily operations or the financial condition of the institution. To achieve this objective, the Company analyzes its liquidity risk, maintains readily available liquid assets, and utilizes diverse funding sources including its stable core deposit base.

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The ROC has primary oversight responsibility over liquidity risk management. At the management level, the Company’s Asset/Liability Committee (“ALCO”) establishes the liquidity guidelines that govern the day-to-day active management of the Company’s liquidity position by requiring sufficient asset-based liquidity to cover potential funding requirements and avoid over-dependence on volatile, less reliable funding markets. These guidelines are established and monitored for both the Bank and East West on a stand-alone basis to ensure that East West can serve as a source of strength for its subsidiaries. The ALCO regularly monitors the Company’s liquidity status and related management processes, and provides regular reports on the Company’s liquidity position relative to policy limits and guidelines to the Board of Directors. The Company believes its liquidity management practices have been effective under normal operating and stressed market conditions.

The Company also maintains a contingency funding plan that utilizes early-warning indicators that are monitored to provide timely detection of adverse liquidity situations and enable management to promptly respond. The contingency funding plan describes the procedures, roles and responsibilities, and communication protocols for managing any identified emerging liquidity problem. Management monitors the early-warning indicators defined in the contingency funding plan, which include metrics for measuring the Company’s internal liquidity status as well as company-specific and market-wide external factors. When early warning indicators are triggered, management will evaluate the severity of the emerging liquidity problem and exercise appropriate management actions to address any liquidity and funding shortfalls.

Liquidity Sources — Deposits. The Company’s primary source of funding is from deposits, generated by its banking business, which we believe is a relatively stable and low-cost source of funding. Our loans are funded by deposits, which amounted to $68.9 billion as of March 31, 2026, compared with $67.1 billion as of December 31, 2025. The Company’s loan-to-deposit ratio was 84% and 85% as of March 31, 2026 and December 31, 2025, respectively. See Item 2. — MD&A — Balance Sheet Analysis — Deposits in this Form 10-Q for further details related to the Company’s deposits.

Other Liquidity Sources. In addition to deposits, the Company has access to various sources of wholesale financing, including borrowing capacity with the FHLB and Federal Reserve Bank (“FRB”) discount window, FRB Standing Repurchase Agreement Facility (“SRF”), and several master repurchase agreements with major brokerage companies to sustain an adequate liquid asset portfolio, meet daily cash demands and allow management flexibility to execute its business strategy. However, general financial market and economic conditions could impact our access to and cost of external funding. Additionally, the Company’s access to capital markets is affected by the Company’s own ratings received from various credit rating agencies.

Sources of funding included $3.0 billion of FHLB advances as of both March 31, 2026 and December 31, 2025. As of March 31, 2026, the FHLB advances were comprised of $3.0 billion of term advances that had fixed and floating interest rates ranging from 3.78% to 3.95% with remaining maturities between 10 days and 1.3 years. As of March 31, 2026, the Company had $494 million in gross repurchase agreements, which matured on April 23, 2026. The Company did not have any repurchase agreements as of December 31, 2025. The Company also held long-term debt of $32 million in the form of junior subordinated debt as of both March 31, 2026 and December 31, 2025, which qualifies as Tier 2 capital for regulatory capital purposes.

The Company has pledged loans and/or debt securities to the FHLB and the FRB discount window as collateral, as well as prepositioned unpledged debt securities as collateral for overnight repurchase agreements at the FRB SRF. The Company has established operational procedures to enable borrowing against these assets, including regular monitoring of the total pool of loans and debt securities eligible as collateral. Eligibility of collateral is defined in guidelines from the FHLB and FRB and is subject to change at their discretion. The Company operated within its established risk limits for liquidity measures as of March 31, 2026. Accordingly, the Company believes the cash and cash equivalents, and available collateralized borrowing capacity described below provide sufficient liquidity above its expected cash needs.

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The Company maintains its sources of liquidity in the form of cash and cash equivalents, prepositioned and unpledged debt securities, and secured borrowing capacity with eligible loans and debt securities pledged as collateral. The following table presents the Company’s total available liquidity as of March 31, 2026 and December 31, 2025:
Change
($ in thousands)March 31, 2026December 31, 2025$%
Cash and cash equivalents$4,438,870 $4,188,139 $250,731 6 %
Interest-bearing deposits with banks10,498 16,189 (5,691)(35)%
Unused secured borrowing capacity from:
FRB
14,040,968 13,235,104 805,864 6 %
FHLB11,685,898 11,849,692 (163,794)(1)%
Fair value of prepositioned and unpledged securities
Securities prepositioned for FRB SRF
6,920,861 4,822,741 2,098,120 44 %
Other unpledged securities
5,046,207 6,659,487 (1,613,280)(24)%
Total available liquidity
$42,143,302 $40,771,352 $1,371,950 3 %

The Company’s total available liquidity increased to $42.1 billion as of March 31, 2026, compared with $40.8 billion as of December 31, 2025. The increase in available liquidity was primarily due to an increase in loans pledged and growth of the securities portfolio.

Cash Requirements. In the ordinary course of business, the Company enters into contractual obligations that require future cash payments, including funding for customer deposit withdrawals, repayments for short- and long-term borrowings, and other cash commitments. For additional information on these obligations, see Note 9 — Deposits to the Consolidated Financial Statements in the Company’s 2025 Form 10-K, and Note 7 — Affordable Housing Partnership, Tax Credit and Community Reinvestment Act Investments, Net and Note 8 — Federal Home Loan Bank Advances and Long-Term Debt to the Consolidated Financial Statements in this Form 10-Q.

The Company also has off-balance sheet arrangements which represent transactions that are not recorded on the Consolidated Balance Sheet. The Company’s off-balance sheet arrangements include (1) commitments to extend credit, such as loan commitments, commercial letters of credit for foreign and domestic trade, standby letters of credit (“SBLCs”), and financial guarantees, to meet the financing needs of its customers, (2) future interest obligations related to customer deposits and the Company’s borrowings, and (3) transactions with unconsolidated entities that provide financing, liquidity, market risk or credit risk support to the Company, or engage in leasing, hedging or research and development services with the Company. A portion of these commitments are expected to expire unused or only partially used, therefore the total commitment amounts do not necessarily represent future cash requirements. The Company does not expect the total commitment amounts as of March 31, 2026 to have a material current or future impact on the Company’s financial conditions or results of operations. Additional information about the Company’s loan commitments, commercial letters of credit and SBLCs is provided in Note 9 — Commitments and Contingencies to the Consolidated Financial Statements in this Form 10-Q.

The Consolidated Statement of Cash Flows in this Form 10-Q summarizes the Company’s sources and uses of cash by type of activity for the first quarters of 2026 and 2025. Excess cash generated by operating and investing activities may be used to repay outstanding debt or invest in liquid assets.

Liquidity for East West. In addition to bank level liquidity management, the Company manages liquidity at the parent company level for various operating needs including payment of dividends, repurchases of common stock, principal and interest payments on its borrowings, acquisitions and additional investments in its subsidiaries. East West’s primary source of liquidity is from cash dividends distributed by its subsidiary, East West Bank. The Bank is subject to various statutory and regulatory restrictions on its ability to pay dividends as discussed in Item 1. Business — Supervision and Regulation — Dividends and Other Transfers of Funds in the Company’s 2025 Form 10-K. East West held $675 million in cash and cash equivalents and balances due from the Bank as of March 31, 2026, and $664 million in cash and cash equivalents as of December 31, 2025. Management believes that East West has sufficient sources of liquidity to meet the projected cash obligations for the coming year.

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Liquidity Stress Testing. The Company utilizes liquidity stress analysis to determine the appropriate amounts of liquidity to maintain at the Company, foreign subsidiary and foreign branch to meet contractual and contingent cash outflows under a range of scenarios. Scenario analyses include assumptions about significant changes in key funding sources, market triggers, potential uses of funding and economic conditions in certain countries. In addition, Company specific events are incorporated into the stress testing. Liquidity stress tests are conducted to identify potential mismatches between liquidity sources and uses over various time horizons and under a variety of stressed conditions. Given the range of potential stresses, the Company maintains contingency funding plans on a consolidated basis and for individual entities.

As of March 31, 2026, the Company believes it has adequate liquidity resources to conduct operations and meet other needs in the ordinary course of business, and is not aware of any events that are reasonably likely to have a material adverse effect on its liquidity, capital resources or operations. For more details on how economic conditions may impact our liquidity, see Item 1A. Risk Factors in the Company’s 2025 Form 10-K.

Market Risk Management

Market risk refers to the risk of potential loss due to adverse movements in market risk factors, including interest rates, foreign exchange rates, commodity prices, and credit spreads. The Company is primarily exposed to interest rate risk through its core business activities of extending loans and acquiring deposits. There have been no significant changes in our risk management practices as described in Item 7. MD&A — Market Risk Management in the Company’s 2025 Form 10-K.

Interest Rate Risk Management

Interest rate risk is the risk that market fluctuations in interest rates can have a negative impact on the Company’s earnings and capital stemming from mismatches in the Company’s asset and liability cash flows, which primarily arise from customer-related activities such as lending and deposit-taking. The Company is subject to interest rate risk because:

•Assets and liabilities may mature or reprice at different times. If assets reprice faster than liabilities and interest rates are generally rising, earnings will initially increase;
•Assets and liabilities may reprice at the same time but by different amounts;
•Short- and long-term market interest rates may change by different amounts. For example, the shape of the yield curve may affect the yield of new loans and funding costs differently;
•The remaining maturity of various assets or liabilities may shorten or lengthen as interest rates change. For example, if long-term mortgage interest rates increase sharply, mortgage-related products may pay down at a slower rate than anticipated, which could impact portfolio income and valuation; or
•Interest rates may have a direct or indirect effect on loan demand, collateral values, mortgage origination volume, and the fair value of other financial instruments.

The ALCO coordinates the overall management of the Company’s interest rate risk, meets regularly to review the Company’s open market positions and establishes policies to monitor and limit exposure to market risk. Interest rate risk management is carried out primarily through strategies involving the Company’s loan portfolio, debt securities portfolio, available funding channels and capital market activities. In addition, the Company’s policies permit the use of derivative instruments to assist in managing interest rate risk.

The Company measures and monitors interest rate risk exposure through various risk management tools, which include a simulation model that performs monthly interest rate sensitivity analyses under multiple interest rate scenarios against a baseline. The simulation model incorporates the market’s forward rate expectations and the Company’s earning assets and liabilities. The Company uses a dynamic balance sheet, incorporating expected forward growth and/or deposit product mix shift to perform the interest rate sensitivity analyses. The simulated interest rate scenarios include an instantaneous parallel shift in the yield curve and a gradual parallel shift in the yield curve (“linear rate ramp”). In addition, the Company also performs simulations using other alternative interest rate scenarios, including various permutations of the yield curve flattening, steepening or inverting. The Company uses the results of these simulations to formulate and gauge strategies to achieve a desired risk profile within its capital and liquidity guidelines.

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The Company’s net interest income volatility simulations are based on a dynamic balance sheet approach and market forward rates to better reflect the interest rate risk on the Company’s financial statements. The Company’s simulation scenarios use parallel shocks for both instantaneous and gradual net interest income simulations, as well as economic value of equity (“EVE”) simulations. These simulations conform with industry-standard scenario definitions and enhance interpretability and comparability.

The net interest income simulation model is based on the maturity and repricing characteristics of the Company’s interest rate sensitive assets, liabilities, and related derivative contracts. This model also incorporates various assumptions, which management believes to be reasonable but may have a significant impact on the results. These key assumptions include the timing and magnitude of changes in interest rates, the yield curve evolution and shape, the correlation between various interest rate indices, financial instruments’ future repricing characteristics and spread relative to benchmark rates, and the effect of interest rate floors and caps. The modeled results are highly sensitive to deposit mix and deposit beta assumptions, which are derived from a regression analysis of the Company’s historical deposit data.

Simulation results are highly dependent on modeled behaviors and input assumptions. To the extent that actual behaviors are different from the assumptions used in the models, there could be material changes to the interest rate sensitivity results. The key behavioral models impacting interest rate sensitivity simulations include deposit repricing, deposit balance forecasts, and mortgage prepayments. These models and assumptions are documented, supported, and periodically back-tested to assess the reasonableness and effectiveness. The Company also regularly monitors the sensitivity of the other important modeling assumptions, such as loan and security prepayments and early withdrawal on fixed-rate customer liabilities. The Company makes appropriate calibrations to the model as needed and continually validates the model, methodology and results. Changes to key model assumptions are reviewed by the Technical ALCO, a subcommittee of ALCO. Scenario results do not reflect strategies that management could employ to limit the impact of changing interest rate expectations. The simulation does not represent a forecast of the Company’s net interest income but is a tool utilized to assess the risk of the impact of changing market interest rates across a range of interest rate environments.

The Company employs a variety of quantitative and qualitative approaches to capture historical deposit repricing and balance behaviors. These historical observations are performed at a granular level based on key product characteristics, including distinctions for brokered, public, and large commercial deposits, which are then combined with forward-looking market expectations and the competitive landscape to generate the deposit repricing and balance forecasting models. The Company uses these deposit repricing models to forecast deposit interest expense. The repricing models provide sufficient granularity to reflect key behavioral differences across product and customer types. The deposit beta, which defines the sensitivity of deposit rates to changes in the effective federal funds rate, is a key parameter of the deposit rate forecast. As of March 31, 2026, the Company assumed a weighted-average beta of approximately 50%.

As loan and debt security prepayment assumptions are key components of the Company’s model, the Company incorporates third-party vendor models to forecast prepayment behavior on mortgage loans and securities, which have mortgage loans as underlying collateral. These third-party vendor models have access to more comprehensive industry-level data that captures specific borrower and collateral characteristics over a variety of interest rate cycles. The Company will periodically assess and adjust the vendor models when appropriate to include its own available observations and expectations.

Twelve-Month Net Interest Income Simulation

Net interest income simulation modeling measures interest rate risk through earnings volatility. The simulation projects the cash flow changes in interest rate sensitive assets and liabilities, expressed in terms of net interest income, over a specified time horizon for defined interest rate scenarios. Net interest income simulations provide insight into the impact of market rate changes on earnings, which help guide risk management decisions. The Company assesses interest rate risk by comparing the changes of net interest income in different interest rate scenarios.

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The Company models various interest rate scenarios, including scenarios based on gradual ramped shifts in interest rates, and assesses the corresponding impacts. These interest rate scenarios provide insight to the Company’s underlying interest rate risk. The gradual rate ramp table below shows the net interest income volatility under a gradual parallel shift of the market implied forward rates, in even monthly increments over the first 12 months, with the full shift passed through to the forward rates thereafter. The results are based on a dynamic balance sheet with expected loan and deposit growth as of the date of the analysis.
Net Interest Income Volatility
Change in Interest Rates (in bps)March 31, 2026December 31, 2025
+200 Gradual rate ramp3.3 %3.4 %
+100 Gradual rate ramp1.7 %1.7 %
-100 Gradual rate ramp(1.8)%(1.5)%
-200 Gradual rate ramp(3.3)%(3.0)%

As of March 31, 2026, the Company’s net interest income profile remains modestly asset-sensitive under gradual ramped shifts in interest rates, with a higher proportion of interest-earning assets repricing in the near term, compared to interest-bearing liabilities. This position is primarily driven by a significant volume of variable-rate loans indexed to Prime and Term Secured Overnight Financing Rate (“SOFR”). A declining rate environment could negatively impact the net interest income. However, this potential impact could be partially mitigated by several structural factors, including balance sheet growth and mix evolution, ongoing reinvestment of cash flows into assets at rates above legacy lower yielding instruments, and prevailing yield‑curve conditions.

To reduce net interest income volatility, the Company has designated $4.3 billion in notional value of interest rate contracts as cash flow hedges, which are estimated to mitigate net interest income variability by approximately 1.19% of base net interest income for every 100 basis point change in interest rates. A portion of the Company’s interest-bearing deposit portfolio consists of non-maturity deposits that are not directly indexed to short-term rates but remain sensitive to rate changes. The Company actively manages deposit pricing and employs quantitative models to evaluate and forecast deposit behavior under various interest rate scenarios.

Actual results may differ from modeled projections due to variations in earning asset growth and changes in deposit composition driven by customer preferences. Modeled outcomes are highly dependent on behavioral assumptions, including deposit mix shifts and customer rate sensitivity.

Economic Value of Equity at Risk

EVE is a cash flow calculation that takes the present value of all asset cash flows and subtracts the present value of all liability cash flows. This calculation is used for asset/liability management and measures changes in the present value of the Bank’s assets and liabilities due to changes in interest rates.

The economic value approach provides a comparatively broader scope than the net interest income volatility approach since it represents the discounted present value of cash flows over the expected life of the instruments. Due to this longer horizon, EVE is useful to identify risks arising from repricing, prepayment and maturity gaps between assets and liabilities on the balance sheet, as well as from off-balance sheet derivative exposures, over their lifetime. This long-term economic perspective into the Company’s interest rate risk profile allows the Company to identify anticipated negative effects of interest rate fluctuations. However, the difference in time horizons can cause the EVE analysis to diverge from the shorter-term net interest income analysis presented above. Given the uncertainty of the magnitude, timing and direction of future interest rate movements, the shape of the yield curve, and potential changes to the balance sheet, actual results may vary from those predicted by the Company’s model.

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The following table presents the Company’s EVE sensitivity related to an instantaneous parallel shift in market interest rates by 100 and 200 bps as of March 31, 2026 and December 31, 2025.
EVE Volatility (1)
Change in Interest Rates (in bps)March 31, 2026December 31, 2025
+200 (13.8)%(14.1)%
+100(6.6)%(6.6)%
-1005.1 %5.2 %
-2008.8 %9.5 %
(1)The percentage change represents net present value change of the balance sheet as of the analysis date versus various interest rate scenarios.

As of March 31, 2026, the Company’s EVE is expected to decrease when interest rates rise. The EVE sensitivity represents a duration mismatch between fixed-rate assets versus fixed-rate liabilities where more fixed-rate assets are expected to produce more stable net interest income in the short term but may lead to decreases in net present value of future cash flows.

Derivatives

It is the Company’s policy not to speculate on the future direction of interest rates, foreign currency exchange rates and commodity prices. However, the Company periodically enters into derivative transactions in order to manage its exposure to market risk, primarily interest rate risk and foreign currency risk. The Company believes these derivative transactions, when properly structured and managed, provide a hedge against inherent risk in certain assets and liabilities or against risk in specific transactions. Hedging transactions may be implemented using a variety of derivative instruments such as swaps, forwards, options, and collars. The Company uses interest rate contracts to hedge the variability in interest received on certain floating-rate commercial loans. Prior to entering any hedge accounting activity, the Company analyzes the costs and benefits of the hedge in comparison to alternative strategies. The Company also repositions its hedging derivatives portfolio based on the current assessment of economic and financial conditions, including the interest rate and foreign currency environments, balance sheet composition and trends, and the relative mix of its cash and derivative positions.

In addition, the Company enters into derivative transactions in order to accommodate its customers with their business needs or to assist customers with their risk management objectives, such as managing exposure to fluctuations in interest rates, foreign currencies and commodity prices. To economically hedge against the derivative contracts entered into with the Company’s customers, the Company enters into offsetting derivative contracts with third-party financial institutions, some of which are cleared through central clearing organizations. The exposures from derivative transactions are collateralized by cash and/or eligible securities based on limits as set forth in the respective agreements between the Company and counterparty financial institutions. The fair value changes of the derivative contracts traded with third-party financial institutions are expected to be largely offset by the fair value changes of the derivative transactions executed with customers throughout the terms of these contracts, except for the credit valuation adjustment component of the contracts and the spread variances between the customer derivatives and the offsetting financial counterparty positions. The Company also utilizes foreign exchange contracts that are not designated as hedging instruments to mitigate the economic effect of fluctuations in certain foreign currency on-balance sheet assets and liabilities and to meet funding needs in certain foreign currencies.

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The Company is subject to credit risk associated with the counterparties to the derivative contracts. This counterparty credit risk is a multi-dimensional form of risk, affected by both the exposure and credit quality of the counterparty, both of which are sensitive to market-induced changes. The Company’s Credit Risk Management Committee provides oversight of credit risk, and the Company has guidelines in place to manage counterparty concentration, tenor limits, and collateral. The Company manages the credit risk of its derivative positions by diversifying its positions among various counterparties, by entering into legally enforceable master netting agreements, and by requiring collateral arrangements, where possible. The Company may also transfer counterparty credit risk related to interest rate swaps to third-party financial institutions through the use of credit risk participation agreements. Certain derivative contracts are required to be cleared through central clearing organizations to further mitigate counterparty credit risk, where variation margin is applied daily as settlement to the fair value of the derivative contracts. In addition, the Company incorporates credit valuation adjustments and other market standard methodologies to appropriately reflect the counterparty’s and the Company’s own nonperformance risk in the fair value measurement of its derivatives. As of March 31, 2026, the Company anticipates performance by all of its counterparties and has not incurred any related credit losses.

The following tables summarize certain information on derivative instruments designated as accounting hedges and utilized by the Company in its management of interest rate risk as of March 31, 2026 and December 31, 2025:
March 31, 2026
Weighted-average
($ in thousands)
Notional Amount
Fair Value Assets
Fair Value Liabilities
Fixed Rate
Floating Rate
(1)
Remaining Term (in months)
Cash flow hedges
Derivative contracts hedging loans:
Interest rate swaps - Receive fixed pay floating$4,000,000 $22,611 $5,319 5.66 %5.59 %25.6
Interest rate collars - Buy floor sell cap250,000 — — Cap: 4.58%
Floor: 1.50%		3.67 %2.0
Total cash flow hedges
$4,250,000 $22,611 $5,319 
December 31, 2025
Weighted-average
($ in thousands)
Notional Amount
Fair Value Assets
Fair Value Liabilities
Fixed Rate
Floating Rate
(1)
Remaining Term (in months)
Cash flow hedges
Derivative contracts hedging loans:
Interest rate swaps - Receive fixed pay floating$4,000,000 $39,997 $139 5.66 %5.71 %28.6
Interest rate collars - Buy floor sell cap250,000 — — Cap: 4.58%
Floor: 1.50%		3.87 %5.0
Total cash flow hedges
$4,250,000 $39,997 $139 
(1)Floating rates are indexed to SOFR or Prime.

Additional information on the Company’s derivatives is presented in Note 1 — Summary of Significant Accounting Policies — Significant Accounting Policies — Derivatives to the Consolidated Financial Statements in the Company’s 2025 Form 10-K, Note 2 — Fair Value Measurement and Fair Value of Financial Instruments, and Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q.

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Critical Accounting Policies and Estimates

The Company’s significant accounting policies are described in Note 1 — Summary of Significant Accounting Policies to the Consolidated Financial Statements in the Company’s 2025 Form 10-K. Certain of these policies include critical accounting estimates, which are subject to valuation assumptions, subjective or complex judgments about matters that are inherently uncertain, and it is likely that materially different amounts could be reported under different assumptions and conditions. The Company has procedures and processes in place to facilitate making these judgments. The following accounting policies are critical to the Company’s Consolidated Financial Statements:
•allowance for credit losses;
•fair value estimates;
•goodwill impairment; and
•income taxes.
For additional information on the Company’s critical accounting estimates involving significant judgments, see Item 7. MD&A — Critical Accounting Estimates in the Company’s 2025 Form 10-K.

Reconciliation of GAAP to Non-GAAP Financial Measures

To supplement the Company’s unaudited interim Consolidated Financial Statements presented in accordance with U.S. GAAP, the Company uses certain non-GAAP measures of financial performance. Non-GAAP financial measures are not prepared in accordance with, or as an alternative to U.S. GAAP. Generally, a non-GAAP financial measure is a numerical measure of a company’s performance that either excludes or includes amounts, or is subject to adjustments that have such an effect, that are not normally excluded or included in the most directly comparable financial measure that is calculated and presented in accordance with U.S. GAAP. The non-GAAP financial measures that may be discussed in this Form 10-Q include but are not limited to ROATCE and tangible book value per share. Certain additional non-GAAP financial measures that are components of the foregoing non-GAAP financial measures are also set forth and reconciled in the table below. The Company believes these non-GAAP financial measures, when taken together with the corresponding U.S. GAAP financial measures, provide meaningful supplemental information regarding its performance and allow comparability to prior periods. These non-GAAP financial measures may be different from non-GAAP financial measures used by other companies, limiting their usefulness for comparison purposes.

The following tables present the reconciliations of U.S. GAAP to non-GAAP financial measures for the periods presented:
Three Months Ended March 31,
($ in thousands)20262025
Net income(a)$357,796 $290,270 
Add: Amortization of mortgage servicing assets
149 293 
Tax effect of amortization adjustment (1)
(42)(87)
Tangible net income (non-GAAP)(b)$357,903 $290,476 
Average stockholders’ equity
(c)
$9,047,373 $7,869,074 
Less: Average goodwill(465,697)(465,697)
Average mortgage servicing assets
(4,025)(5,120)
Average tangible book value (non-GAAP)(d)$8,577,651 $7,398,257 
ROAE (2)
(a)/(c)16.04%14.96%
ROATCE (2) (non-GAAP)
(b)/(d)16.92%15.92%
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($ and shares in thousands, except per share data)
March 31, 2026December 31, 2025
Stockholders’ equity(a)$8,999,435 $8,899,202 
Less: Goodwill(465,697)(465,697)
Mortgage servicing assets(3,978)(4,119)
Tangible book value (non-GAAP)(b)$8,529,760 $8,429,386 
Number of common shares at period-end(c)136,979 137,579 
Book value per share(a)/(c)$65.70 $64.68 
Tangible book value per share (non-GAAP)(b)/(c)$62.27 $61.27 
(1)Applied statutory tax rate of 28.02% and 29.73% for the three months ended March 31, 2026 and 2025, respectively.
(2)Annualized.

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

For quantitative and qualitative disclosures regarding market risk in the Company’s portfolio, see Note 5 — Derivatives to the Consolidated Financial Statements in this Form 10-Q and Item 2. MD&A — Risk Management — Market Risk Management in this Form 10-Q.

ITEM 4. CONTROLS AND PROCEDURES

Disclosure Controls and Procedures

As of March 31, 2026, pursuant to Rule 13a-15(b) of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), the Company conducted an evaluation, under the supervision and with the participation of the Company’s management, including the Chief Executive Officer and Chief Financial Officer, of the effectiveness of the Company’s disclosure controls and procedures (as defined in Rule 13a-15(e) of the Exchange Act). Based upon that evaluation, the Company’s Chief Executive Officer and Chief Financial Officer concluded that the Company’s disclosure controls and procedures were effective as of March 31, 2026.

The Company’s disclosure controls and procedures are designed to ensure that information required to be disclosed by the Company in the reports that the Company files or submits under the Exchange Act is recorded, processed, summarized, and reported within the time periods specified in the rules and forms of the SEC. The Company’s disclosure controls and procedures include, without limitation, controls and procedures designed to ensure that information required to be disclosed by the Company in the reports that the Company files under the Exchange Act is accumulated and communicated to the Company’s management, including the Chief Executive Officer and Chief Financial Officer, as appropriate, to allow timely decisions regarding required disclosure.

Change in Internal Control over Financial Reporting

There were no changes in the Company’s internal control over financial reporting (as defined in Rule 13a-15(f) of the Exchange Act) during the quarter ended March 31, 2026, that have materially affected or are reasonably likely to materially affect the Company’s internal control over financial reporting.

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PART II — OTHER INFORMATION

ITEM 1. LEGAL PROCEEDINGS

See Note 9 — Commitments and Contingencies — Litigation to the Consolidated Financial Statements in Part I of this Form 10-Q, incorporated herein by reference.

ITEM 1A. RISK FACTORS

The Company’s 2025 Form 10-K contains disclosure regarding the risks and uncertainties related to the Company’s business under the heading Item 1A. Risk Factors. There have been no material changes to the Company’s risk factors as presented in the Company’s 2025 Form 10-K.

ITEM 2. UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS

Repurchases of Equity Securities by the Issuer and Affiliated Purchasers

The following table summarizes the Company’s common stock repurchase activity during the first quarter of 2026:
Calendar Month
Total Number of Shares Purchased (1)
Average Price Paid
per Share of
Common Stock (2)
Total Number of Shares Purchased as Part of Publicly Announced
Plans or Programs
Approximate Dollar Value of Shares that May Yet Be Purchased Under the Plans or Programs (in millions) (2) (3)
January— $— — $215 
February— $— — $215 
March937,710 $104.32 937,710 $117 
First quarter
937,710 $104.32 937,710 
(1)Excludes the repurchase of common stock pursuant to various stock compensation plans and agreements.
(2)Excludes excise taxes and commissions. As part of the Inflation Reduction Act of 2022, a 1% excise tax was imposed on net share repurchases effective January 1, 2023.
(3)On January 22, 2025, the Company’s Board of Directors authorized the repurchase of up to $300 million of its common stock through December 31, 2026.

ITEM 5. OTHER INFORMATION
 
During the three months ended March 31, 2026, none of the Company’s directors or Section 16 reporting officers adopted or terminated a Rule 10b5-1 trading arrangement or non-Rule 10b5-1 trading arrangement (as such terms are defined in Item 408 of the SEC’s Regulation S-K).

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ITEM 6. EXHIBITS

The following exhibit index lists Exhibits filed, or in the case of Exhibits 32.1 and 32.2 furnished, with this report:
Exhibit No.Exhibit Description
3.1
Certificate of Incorporation of the Registrant [Incorporated by reference to Exhibit 3(i) from Registrant’s Registration Statement on Form S-4 filed with the Commission on September 17, 1998 (File No. 333-63605).]
3.1.1
Certificate of Amendment to Certificate of Incorporation of the Registrant [Incorporated by reference to Exhibit 3(i).1 from Registrant’s Annual Report on Form 10-K for the year ended December 31, 2002 filed with the Commission on March 28, 2003 (File No. 000-24939).]
3.1.2
Amendment to Certificate of Incorporation to Increase Authorized Shares of the Registrant [Incorporated by reference from Registrant’s Definitive Proxy Statement on Schedule 14A filed with the Commission on April 15, 2005 (File No. 000-24939).]
3.1.3
Certificate of Amendment to Certificate of Incorporation of the Registrant [Incorporated by reference to Exhibit A from Registrant’s Definitive Proxy Statement on Schedule 14A filed with the Commission on April 23, 2008 (File No. 000-24939).]
3.1.4
Certificate of Designations of 8.00% Non-Cumulative Perpetual Convertible Preferred Stock, Series A of the Registrant [Incorporated by reference to Exhibit 3.1 from Registrant’s Current Report on Form 8-K, filed with the Commission on April 30, 2008 (File No. 000-24939).]
3.1.5
Certificate of Designations of Fixed Rate Cumulative Perpetual Preferred Stock, Series B of the Registrant [Incorporated by reference to Exhibit 3.1, 4.1 from Registrant’s Current Report on Form 8-K filed with the Commission on December 9, 2008 (File No. 000-24939).]
3.1.6
Certificate of Designations of Mandatorily Convertible Cumulative Non-Voting Perpetual Preferred Stock, Series C of the Registrant [Incorporated by reference to Exhibit 3.1, 4.1 from Registrant’s Current Report on Form 8-K filed with the Commission on November 12, 2009 (File No. 000-24939).]
3.2
Amended and Restated Bylaws of the Registrant dated March 14, 2023 [Incorporated by reference to Exhibit 3.1 from Registrant’s Current Report on Form 8-K filed with the Commission on March 17, 2023 (File No. 000-24939).]
10.1
10.2
31.1
Certification of Chief Executive Officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. Filed herewith.
31.2
Certification of Chief Financial Officer pursuant to Section 302 of the Sarbanes-Oxley Act of 2002. Filed herewith.
32.1
Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. Furnished herewith.
32.2
Certification of Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002. Furnished herewith.
101.INSThe instance document does not appear in the interactive data file because its XBRL tags are embedded within the inline XBRL document.
101.SCHInline XBRL Taxonomy Extension Schema Document. Filed herewith.
101.CALInline XBRL Taxonomy Extension Calculation Linkbase Document. Filed herewith.
101.DEFInline XBRL Taxonomy Extension Definition Linkbase Document. Filed herewith.
101.LABInline XBRL Taxonomy Extension Label Linkbase Document. Filed herewith.
101.PREInline XBRL Taxonomy Extension Presentation Linkbase Document. Filed herewith.
104Cover Page Interactive Data (formatted as Inline XBRL and contained in Exhibit 101 filed herewith). Filed herewith.
* Denotes management contract or compensatory plan or arrangement.
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GLOSSARY OF ACRONYMS



AFSAvailable-for-saleIARIndependent Asset Review
ALCOAsset/Liability CommitteeLCHLondon Clearing House
ALLLAllowance for loan and leases lossesLGDLoss given default
AOCIAccumulated other comprehensive (loss) incomeLTVLoan-to-value
ASCAccounting Standards CodificationMD&AManagement’s Discussion and Analysis of Financial Condition and Results of Operations
ASUAccounting Standards UpdateMMBTUMillion British thermal unit
BTHO
Bridge to home ownership
NDFINon-depository financial institutions
C&ICommercial and industrial NRSRONationally recognized statistical rating organizations
CET1Common equity tier 1OREOOther real estate owned
CMEChicago Mercantile ExchangePAMProportional amortization method
CODMChief operating decision makerPCDNon-purchased credit deteriorated
CRACommunity Reinvestment ActPDProbability of default
CRECommercial real estateROAReturn on average assets
EPSEarnings per shareROAEReturn on average common equity
ERMEnterprise risk management ROATCEReturn on average tangible common equity
EVEEconomic value of equityROCRisk Oversight Committee
FDICFederal Deposit Insurance CorporationRPACredit risk participation agreements
FHLBFederal Home Loan BankRSUsRestricted stock unit
FRBFederal Reserve BankSBLCStandby letter of credit
FTPFunds transfer pricingSECU.S. Securities and Exchange Commission
GAAPGenerally accepted accounting principlesSOFRSecured overnight financing rate
GDPGross domestic product
SFR
Single-family residential
GNMAGovernment National Mortgage AssociationSRFStanding repurchase agreement facility
HELOCHome equity lines of creditU.S.United States
HTMHeld-to-maturity

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SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Dated:May 8, 2026
EAST WEST BANCORP, INC.
(Registrant)
By/s/ Christopher J. Del Moral-Niles
Christopher J. Del Moral-Niles
Executive Vice President and
Chief Financial Officer

97

What is the market capitalization of a company?

The market capitalization sometimes referred as Marketcap, is the value of a publicly listed company.
In most cases it can be easily calculated by multiplying the share price with the amount of outstanding shares.

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