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🚨 BANKS ACROSS THE U.S. WILL COLLAPSE SOON…
\*\*\*not financial advice\*\*\*
They’re hiding this, but you deserve the truth.
I’ve been analysing the Q4 earnings for 14 hours and it’s worse than I thought.
If you have any amount of money in a bank account, you need to hear this…
Here’s what I uncovered:
1. THE "A/B NOTE" FRAUD
I found multiple instances of lenders quietly restructuring office loans into A/B Splits.
– The "A-Note": The amount the building is actually worth (paid first).
– The "B-Note": The "Hope Note", a phantom asset they keep on the books at face value, pretending it will be paid back someday.
They’re literally bifurcating the loans to avoid a write-down.
If they marked the B-Notes to zero (where they belong), Tier 1 Capital ratios would crash below 4.5% immediately.
2. THE SILENT LIQUIDITY RUN (FHLB)
Depositors (YOU) are actually at risk, despite FDIC insurance.
The market is obsessed with the Fed Discount Window, but the real death signal is in the Federal Home Loan Bank (FHLB) advances.
I checked the filings: The FHLB has a statutory 'Super Lien' that most people ignore.
They get paid BEFORE the FDIC if a bank fails.
When the regional banks collapse, the FHLB drains the liquidity first, leaving the insurance fund (and your deposits) holding the empty bag.
This is a senior-secured robbery.
3. THE "SASB" CLIFF
Forget the conduit CMBS. The real body count is in the Single-Asset Single-Borrower (SASB) market.
The delinquency rate on 2021-vintage SASB office paper just crossed 12%.
CHECK THIS OUT:
I found a mid-sized bank carrying a downtown tower at $400/sqft in their Held-to-Maturity (HTM) bucket.
The building next door just cleared at auction for $80/sqft.
By moving these assets to HTM, they can opt-out of AOCI (Accumulated Other Comprehensive Income) recognition.
Translation: They’re legally allowed to ignore the market price as long as they promise never to sell.
BUT THE TRAP IS ALREADY SET…
They’re keeping the stock prices up to trap retail while the insiders offload their toxic paper via Synthetic Risk Transfers (SRT) to private credit funds.
1. Book Value: A lie maintained by A/B splits and HTM accounting.
2. Market Value: ZERO.
They’re shaking the tree one last time to get you to buy the dip...
BUT DO NOT TOUCH IT.
https://x.com/i/status/2013614187474288989
🤔COUNTER ARGUMENT
🧵 | Banks, CRE & the facts (no fear, just data)
There’s a viral post claiming “banks across the U.S. will collapse soon.”
It mixes real stress signals with overstated conclusions.
Let’s separate what’s true from what’s not 👇
1️⃣ A/B loan splits are real — but not fraud
Banks do restructure distressed office loans into A/B notes:
• A-note = senior, realistic recovery
• B-note = junior, uncertain recovery
This is allowed under GAAP, disclosed, and reviewed by regulators.
It’s loss management — not a hidden accounting trick.
2️⃣ Tier 1 capital is pressured, not collapsing
Some banks would take capital hits if office losses were realized immediately.
But claims that Tier 1 ratios would “crash below 4.5% system-wide” are not supported by filings or stress tests.
This is a slow earnings drag, not an overnight capital wipeout.
3️⃣ FHLB borrowing = stress signal, not depositor wipeout
Yes:
• Banks are relying more on FHLB advances
• FHLB has a statutory super-lien
But no:
• Insured depositors are not “left holding the bag”
Historically, bank failures are resolved via purchase & assumption, with deposits protected.
4️⃣ Office CRE (especially SASB) is the real problem
This part deserves attention.
• Office values have fallen sharply
• 2021–22 SASB office loans are under pressure
• Appraisal gaps vs. auction prices are real
This is a structural reset, not a cyclical dip.
5️⃣ HTM accounting masks volatility — legally
Banks can place assets in Held-to-Maturity and avoid marking to market.
That doesn’t mean losses vanish — it means they show up over time via:
• Lower earnings
• Higher provisions
• Reduced lending
It’s transparency by design, not deception.
6️⃣ “Market value = zero” is an exaggeration
Many office buildings are impaired.
But zero implies no cash flow and no buyers — which isn’t accurate across the board.
Distressed ≠ worthless.
7️⃣ Synthetic Risk Transfers aren’t secret dumping
SRTs are regulated tools banks use to transfer credit risk.
They reduce RWA exposure — they’re not insiders “offloading toxic paper in secret.”
No evidence provided suggests coordinated insider dumping.
https://x.com/i/status/2013647011925447065

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