tapebrief

KEY · Q2 2025 Earnings

Bullish

KeyCorp

Reported July 22, 2025

30-second summary

KeyCorp delivered $1.84B revenue (+20.6% YoY, +3.8% QoQ) and $0.35 EPS, with NIM expanding to 2.66% and management raising the full-year NII growth guide to 20–22% from approximately 20%. Commercial loan growth of $3B for the full year was already achieved by June 30, prompting a mid-year upgrade and a posture shift from cautious-with-excess-liquidity to actively deploying capital. The signal: the structural NII repricing thesis is working faster than guided, and management is now leaning forward on hiring, capital deployment, and balance sheet redeployment.

Headline numbers

EPS

Q2 FY2025

$0.35

Revenue

Q2 FY2025

$1.84B

+20.6% YoY

Key financials

Q2 FY2025
MetricQ2 FY2025YoY
Revenue$1.84B+20.6%
EPS$0.35

Guidance

Prior quarter data unavailable — comparison not possible.

Segment performance

Q2 FY2025
SegmentQ2 FY2025YoY
Consumer Bank$0.912B+20.3%
Commercial Bank$0.974B+26.8%

Capital & returns

Q2 FY2025
SegmentQ2 FY2025
Common Equity Tier 1 Ratio11.7%
Tier 1 Risk-Based Capital Ratio13.4%

Other KPIs

Q2 FY2025
SegmentQ2 FY2025
Net Interest Margin (TE)2.66%
Return on Average Tangible Common Equity11.09%
Cost of Deposits1.99%
Assets Under Management$64.2 billion
Nonperforming Loans Ratio0.65%
Allowance for Credit Losses to NPL250%

Management tone

The dominant tone shift is from defensive macro-hedging to offensive capital deployment. Management explicitly contrasted the two postures in the same breath: while still holding $4–5B of excess cash citing macro uncertainty, the call leaned heavily on phrases like "we are operating from a position of strength" and "well-positioned to take advantage of the inevitable market dislocations." The excess liquidity is being recast from drag to dry powder.

The NII narrative also shifted from rate-dependent to structural. Earlier in the year, NII growth was framed as a function of rate cuts plus structural tailwinds; this quarter management said, "Our clearly defined structural net interest income tailwind is materializing as expected," and laid out organic NII growth in the low teens that holds across zero-to-four-cut scenarios. The drivers are now multi-lever — deposit beta, asset repricing, swap maturities, and commercial loan growth — rather than concentrated in deposit cost management alone.

The commercial loan and investment banking commentary shifted from tracking-to-plan to outperforming-plan. Hitting the full-year $3B commercial loan growth target by mid-year prompted the guide raise, and on investment banking, management said "if current conditions hold, we're optimistic that third-quarter investment banking fees could look similar to 2Q levels" — notable because Q2 benefited from pull-forward, and matching it implies the pipeline backfilled. Confidence level in Q&A was a 5/5 with no evasive topics flagged.

Recurring themes management leaned on this quarter:

NII structural tailwind materialization and organic growth accelerationCommercial loan growth and C&I expansion ahead of planDeposit cost management and beta optimization performing better than expectedInvestment banking and fee-based business momentum across all priority segmentsCredit quality stable to improving across all metrics for six consecutive quartersTalent acquisition and technology investment delivering early returns in middle market and verticals

Risks management surfaced:

Dynamic and complex macro environment with uncertainty around rate cut scenarios (zero to four cuts)Potential pull-forward of investment banking activity from Q3 into Q2 end-of-quarter timingExcess liquidity position of $4-5B creating four- to five-basis point NIM headwindMoody's macroeconomic scenario deterioration requiring $36M reserve provision despite reversed qualitative adjustmentClient sentiment improvement remains cautious and subject to continued market volatility

Q&A highlights

Ryan Mack · Goldman Sachs

Client sentiment and eagerness to borrow and transact; how improved financial results translate into NII and loan growth outlook; pacing of investments and medium-term operating leverage

Clients described as consciously optimistic; consumer FICO scores at 767 with strong wealth position; 50% of surveyed commercial customers see opportunity for growth; only 3% of $56B CNI significantly impacted by tariffs. NII guidance raised to 20-22% (from ~20%) with 11%+ exit rate; 2-3% organic quarterly growth achievable from Q2 levels. Continued investment in bankers, technology, and RPA/ML initiatives while driving continuous improvement; positive operating leverage expected throughout year.

Consumer FICO score: 767Household wealth increase over 15 years: $100 trillion50% of surveyed customers view current environment as growth opportunity30% of customers impacted by tariffs; only 3% of $56B CNI significantly impacted

Scott Caesars · Piper Sandler

Deposit pricing strategy given 9bp sequential improvement; deposit cost positioning and pricing vs. growth balance; capital allocation priorities and share repurchase timing

Deposit cost ratios at low end of period (70%), providing flexibility. Nine basis points improvement driven by CD and MMDA promotional rollover, residential RE paydown flows into C&I, and selective deposit release in high-end commercial and retail CDs ($1.4B). Modest consumer deposit pricing and high retention rates. Capital at high end of 10% CET1 target; will maintain additional buffer for client support and investments. Modest Q3 share repurchases planned, stepping up in Q4 via crawl-walk-run approach.

Deposit cost ratio: low end of 70%Deposit pricing improvement: 9bp sequentiallyRetail CD runoff: $1.4 billionCET1 ratio: at high end of 10% target

Abraham Wawa · Bank of America

NII and margin outlook to 3% normalized level; balance sheet size implications; momentum in lending and capital markets; banker hiring plans and vertical focus

On pace to reach 3% NIM by end of 2026; currently at 266bp with 4-5bp impact from excess cash. Balance sheet growth not required; residential runoff of ~$600M/quarter affords liquidity for C&I redeployment; could reduce securities book if needed. Momentum strengthening in both lending and capital markets. Increasing frontline by 10% focused on investment bankers within verticals, middle market relationship managers by geography, wealth managers mining 10% penetration in mass affluent, and payment advisors (software focused for embedded banking).

Current NIM: 266bpExcess cash impact on NIM: 4-5bpTarget NIM by end 2026: 3%Residential RE quarterly runoff: ~$600M, ~$2B annually

Ken Houston · Autonomous

Loan origination retention rates (20% vs. historical 18%); factors driving higher retention; line utilization dynamics and forward-buying behavior related to tariffs

Retention rate elevated to 22% last quarter vs. typical 18%, driven by April market dislocation enabling favorable structuring. Line utilization up only 0.5% in quarter despite expectations; internally tracked higher (1%) mid-quarter before settling to 0.5% by quarter-end. Tariff-related forward buying not materializing as expected; denominator growth in lines also contributed to lower net utilization. Monitoring closely as metric represents easiest loan growth lever.

Loan retention rate: 22% (vs. typical 18%)Line utilization change: +0.5% quarterlyMid-quarter line utilization: +1.0%Total loan originations: $30 billion

Manan Gosalia · Morgan Stanley

Pricing competition dynamics on loans and deposits; spread pressure outlook; forward expectations on deposit competition and pricing strategy

Loan pricing flat year-over-year despite competitive pressure; excess market capacity manifesting in higher hold levels and structure stretching; not pursuing below-cost lending. Loan profitability maintained through diversified client relationships (95%+ have more than lending relationship). Deposit pricing rational to date but monitoring recent competitive chatter; commercial deposit competition noted but consumer pricing contained. Market-by-market local dynamics influence deposit strategy; watching competitor actions closely.

Loan pricing vs. YoY: flatCommercial customers with multi-product relationships: >95%Excess capacity in market reflected in: larger hold levels, structure stretching

What to watch into next quarter

Q3 investment banking fees vs. Q2 level — management said Q3 IB could "look similar to 2Q levels" despite Q2 pull-forward; a meaningful drop would undermine the fee growth thesis and the 5%+ adjusted fee guide.

NIM trajectory toward 2.75% Q4 exit — currently at 2.66%, needs ~9bps of expansion over two quarters; watch whether excess cash deployment accelerates and whether the 4–5bp liquidity drag narrows.

Line utilization — only +0.5% in Q2 vs. internal expectations of more; tariff-driven forward-buying has not materialized. A pickup is the cheapest source of loan growth upside; continued flatness would force more reliance on new originations.

Share repurchase pacing — Q3 modest, stepping up in Q4. With CET1 at 11.7% (above the high end of the 10% target), watch whether buyback size in Q4 reflects genuine offense or whether management keeps the buffer for an "inevitable dislocation" they keep flagging.

Net charge-offs against the 40–45bps FY guide — credit has been stable to improving for six quarters; any deviation upward, particularly with the Moody's macro scenario already prompting a $36M reserve provision, would signal the credit cycle turning.

Sources

  1. KeyCorp Q2 2025 Earnings Release — https://www.sec.gov/Archives/edgar/data/91576/000009157625000104/a2q25earningsrelease.htm
  2. KeyCorp Q2 2025 Earnings Call commentary (management prepared remarks and Q&A)

Get the next brief, free.

We publish analyst-grade earnings briefs the same day or morning after every call — headline numbers, segment KPIs, Q&A highlights, and tone analysis. Free during beta.

This is not investment advice.