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Auburn National Bancorporation, Inc AUBN US Equity

Financials · CIK 750574 · FY ends Dec 31
$26.32
+0.00 (+0.00%)
USD · as of 2026-08-28 · marketstack

Auburn National Bancorporation, Inc (Nasdaq: AUBN), an SEC filer in State Commercial Banks, closed at $26.32, +0.0%, on 2026-08-28, with a market cap of $92M, a trailing P/E of 12.7, a net margin of 22.1% and 3-year sales growth of -0.9%. Institutional ownership, earnings history and filed financials are on the tabs below.

AUBN · 10-K · period ended 2023-12-31

← all AUBN documents
filed 2024-03-14 · EDGAR original ↗

Our rendering of the filing — original pagination and typography are not reproduced, and tables are reduced to their short label cells (the figures live on FA). Nothing is summarized: every line below is the filing's own text.

blocks 3,1523,751 of 13,913425k characters rendered

ITEM 1A. RISK FACTORS

Any of the following risks could harm our business, results of operations and financial condition

and an investment in our

stock.

The risks discussed below also include forward-looking statements, and our

actual results may differ substantially

from those discussed in these forward-looking statements.

Risk Factor Summary

The following summarizes the risks provided after this summary and is qualified

by the more detailed discussion of “Risk

Factors” that follows this Summary,

and which should be read in their entirety.

Our risks include operational risks,

financial risks and legal and regulatory risks, which are related and intertwined

as discussed more fully in the Risk Factors

that follow this summary.

Operational risks are inherent in our business, and include:

The effects of local, national and regional market and economic conditions and

cyclicality, including inflation,

interest rates and their effects on borrowers and markets, including real estate

markets

The risks and costs of nonperforming assets

Our allowance for credit losses is based on estimates and judgments and may prove to be

inadequate to our credit

risks

The soundness of other financial institutions and perceptions regarding our industry,

especially when other banks

experience difficulties or fail

Our concentrations in commercial real estate loans in our market

We operate

in a highly competitive market against a number of larger national and regional

competitors

Future acquisitions may disrupt our business, dilute shareholder value and adversely affect

our operating results

and financial condition, among other risks

Technological changes affect

our business, and we may have fewer resources than various of our larger

regulated

and unregulated competitors, inside and outside our market area,

which may increase the competition we face

Potential gaps in our risk management, including managing the risks to us of data

security and cybersecurity,

including risks to our service providers could affect our results of operations, financial

condition, customer

relationship and reputation

Our ability to attract and retain key people

Risks of severe weather, natural disasters, climate changes,

epidemics and severe health issues in the population,

wars and acts of terrorism and other events

Table of Contents

33

Financial risks result in part from our operational risks and the risk of our business, and include:

Increases in costs of funds due to inflation, monetary and fiscal policies, changes in

costumer behaviors and

competitive pressures

Our results of operations and financial condition, including the values of our assets and liquidity,

may be affected

by changes in interest rates and interest rate levels, the shape of the yield curve and economic conditions

Liquidity risks, including the costs and availability of funding, and the liquidity of our assets,

including our

investment securities portfolio, and institutional lending sources

Changes in accounting and tax rules

The adequacy of our capital and availability of capital, if needed

Potentially excessive risk taking by our associates

Our ability to pay dividends depends on our earnings, liquidity and regulatory requirements

related to our capital

and our risks

A limited trading market exists for our common stock

Legal and regulatory risks include:

The Company is a legal entity separate and distinct from the Bank, and transactions

between the Bank and the

Company are limited by law

The Company is required to be a source of financial and managerial strength to

the Bank, even where further

investment in the Bank may not be warranted in the circumstances

The scope, volume and complexity of regulations and regulatory and legal changes affect

us, increase the time and

costs of compliance and may limit our business and adversely affect our

financial condition and results of

operations

Litigation, investigations and other claims by government agencies and private parties and

regulatory actions,

including those related to assertions of compliance failures

The amount of and changes in the capital we are required to maintain in respect of our business

and risk, and

regulatory perceptions of us and our industry

Liquidity requirements

Operational Risks

Market conditions and economic cyclicality may adversely affect our industry.

We believe the following,

among other things, may affect us in 2024:

The COVID-19 pandemic disrupted the economy beginning late in the first quarter of 2020.

Auburn University,

government agencies and businesses were limited to remote work and gatherings

were limited.

Supply chains

continue to be disrupted and labor markets remain tight.

Hotels, motels, restaurants, retail and shopping centers

were especially affected.

COVID-19 continues, but with diminishing direct economic effects

due to population

health, generally.

President Biden has terminated the COVID-19 national emergencies

effective May 11, 2023.

Extraordinary monetary and fiscal stimulus in 2020 and in early 2021

offset certain of the pandemic’s adverse

economic effects, but together with supply chain disruptions,

continued consumer demand, Russia’s invasion

of

Ukraine and its effects on energy and food prices, and tight labor

markets, have resulted in inflation.

Inflation is

running at levels unseen in decades and well above the Federal Reserve’s

long term inflation goal of 2.0%

annually.

Beginning in March 2022, the Federal Reserve has been raising target

federal funds interest rates and

reducing its securities holdings in an effort to reduce inflation.

The nature and timing of any future changes in

monetary and fiscal policies and their effect on us cannot be predicted.

At the end of 2023, many believed that the

Federal Reserve would loosen its monetary policy in response to inflation,

which was declining, but remained

above the Fed’s 2% long term target

level.

Strong economic data and inflation reports since then appear to have

reduced expectations as to the number, timing and size of

any reductions in the target federal funds rate in the near

term.

Table of Contents

34

Market developments, including unemployment, price levels, stock and

bond market volatility, and changes,

including those resulting from Russia’s

invasion of Ukraine affect consumer confidence levels, economic

activity

and inflation.

Increases in market interest rates, inflation and consumer and business confidence

may cause

changes in customers’ savings and payment behaviors, including potential increases in

loan delinquencies and

default rates.

These could affect our earnings and credit quality.

Our ability to assess the creditworthiness of our customers and those we do business

with, and the values of our

assets and loan collateral may be adversely affected and less

predictable as a result of inflation and higher market

interest rates

We adopted

CECL on January 1, 2023 as required by generally accepted accounting principles

(“GAAP”).

CECL changed the loss model to take into account current expected credit losses in place

of the

incurred loss method used historically under GAAP.

This changes the process we use to estimate losses inherent

in our credit exposures.

The process for estimating expected losses requires difficult,

subjective, and complex

judgments, including forecasts of economic conditions and how those economic predictions

might affect the

ability of our borrowers to repay their loans or the value of assets.

Changes in economic conditions and factors

used in our CECL models may increase the variability of our provisions for loan losses and

our earnings.

Nonperforming and similar assets take significant time to resolve

and may adversely affect our results of operations

and

financial condition.

Our nonperforming loans were 0.16% of total loans as of December

31, 2023, and we had no other real estate owned as

result of foreclosures or otherwise in full or partial payments in respect of loans (“OREO”).

Non-performing assets may

adversely affect our net income in various ways.

We do

not record interest income on nonaccrual loans or OREO and these

assets require higher loan administration and other costs, thereby adversely affecting

our income.

Decreases in the value of

these assets, or the underlying collateral, or in the related borrowers’ performance or financial

condition, whether or not due

to economic and market conditions beyond our control, could adversely affect

our business, results of operations and

financial condition.

In addition, the resolution of nonperforming assets requires commitments of time

from management,

which can be detrimental to the performance of their other responsibilities. Our non-performing

assets may be adversely

affected by loan deferrals and modifications made in response

to the pandemic and the moratoria on foreclosures and

evictions.

There can be no assurance that we will not experience increases in nonperforming

loans in the future, much of

which is affected by the economy and the levels of interest rates, generally.

Our allowance for loan losses may prove inadequate

or we may be negatively affected by credit risk exposures.

We periodically review our

allowance for loan losses for adequacy considering economic conditions and trends,

collateral

values and credit quality indicators, including past charge-off experience and

levels of past due loans and nonperforming

assets.

We cannot be

certain that our allowance for loan losses will be adequate over time to cover

credit losses in our

portfolio because of unanticipated adverse changes in the economy,

including the continuing effects of the pandemic and

fiscal and monetary response to COVID-19 and the shift beginning in March 2022

from an extraordinarily expansionary

monetary policies to a tightening monetary policy to fight inflation,

market conditions or events adversely affecting specific

customers, industries or markets, including disruptions of supply chains and the

war in Ukraine, and changes in borrower

behaviors.

Certain borrowers and their businesses and real estate and commercial projects

and businesses may be adversely

affected by inflation and higher interest rates, and economic slowdowns

arising from tighter monetary policies, and may

request or need loan modifications and deferrals.

Various

businesses will be unable to fully pass on increased costs due to

inflation, and their profits may shrink.

If the credit quality of our customer base materially decreases, if the risk profile

of

the market, industry or group of customers changes materially or weaknesses in the real estate

markets worsen, borrower

payment behaviors change, or if our allowance for loan losses is not adequate, our business,

financial condition, including

our liquidity and capital, and results of operations could be materially adversely affected.

CECL, a new accounting

standard for estimating expected future loan losses, is effective for

the Company beginning January 1, 2023, and its effects

upon the Company in the current environment have not yet been determined

fully due to its short existence.

The CECL

model incorporates various economic condition elements, where changes

in fiscal and monetary policy, as

well as market

interest rates, could result in more volatility in our provisions for loan losses

under CECL, which could adversely affect our

net income.

Table of Contents

35

Changes in the real estate markets, including the

secondary market for residential mortgage loans, may continue

to

adversely affect us.

Beginning in March 2022, inflation and the Federal monetary policies to increase interest rates

to fight inflation have

caused mortgage rates to increase significantly.

Higher interest rates and the increased level of housing costs as a result

of

the COVID-19 pandemic, have caused housing starts and sales to slow.

Inventories of existing homes for sale have

remained generally low, and

many believe that higher mortgage rates are adversely affecting potential

sellers from selling

their existing houses and incurring higher mortgage interest rates on their replacement

home.

These conditions have

adversely affected housing affordability and increased

monthly mortgage payments.

House prices have begun to decline in

certain markets from their earlier highs.

This adversely affects our mortgage loan productions and the value of residential

mortgage collateral.

Commercial real estate projects’ economic assumptions may be adversely affected,

and certain

projects with short term and/or unhedged variable rate debt may be especially affected

by increased interest rates and a

slower economy.

The CFPB’s mortgage and servicing rules, including

TRID rules for closed end credit transactions, enforcement actions,

reviews and settlements, affect the mortgage markets and our mortgage operations.

The CFPB requires that lenders

determine whether a consumer has the ability to repay a mortgage loan have limited the

secondary market for and liquidity

of many mortgage loans that are not “qualified mortgages.”

Recently adopted changes to the CFPB’s

qualified mortgage

rules are reportedly being reconsidered.

The Tax Cuts and Jobs

Act’s (the “2017 Tax

Act”) limitations on the deductibility of residential mortgage interest and state

and local property and other taxes and federal moratoria on single-family

foreclosures and rental evictions could adversely

affect consumer behaviors and the volumes of housing sales,

mortgage and home equity loan originations, as well as the

value and liquidity of residential property held as collateral by lenders such as the Bank, and

the secondary markets for

single and multi-family loans.

Acquisition, construction and development loans for residential development

may be

similarly adversely affected.

Fannie Mae and Freddie Mac (“GSEs”) have been in conservatorship since September

2008.

Since Fannie Mae and

Freddie Mac dominate the residential mortgage markets, any changes in their operations

and requirements, as well as their

respective restructurings and capital, could adversely affect the

primary and secondary mortgage markets, and our

residential mortgage businesses, our results of operations and the returns on capital deployed

in these businesses.

The

timing and effects of resolution of these government sponsored enterprises

cannot be predicted.

We may be contractually

obligated to repurchase

mortgage loans we sold to third parties on terms unfavorable

to us.

As part of its routine business, the Company originates mortgage loans that it subsequently

sells in the secondary market,

generally to Fannie Mae, a GSE.

In connection with the sale of these loans, the Company makes customary representations

and warranties, the breach of which may result in the Company being required to

repurchase the loan or loans.

Furthermore, the amount paid may be greater than the fair value of the loan or loans at the time of the

repurchase.

Although mortgage loan repurchase requests made to us have been limited, if these increased,

we may have to establish

reserves for possible repurchases and adversely affect our results of operation

and financial condition.

Mortgage servicing rights requirements

may change and require

us to incur additional costs and risks.

The CFPB’s residential mortgage servicing

standards may adversely affect our costs to service residential

mortgage loans.

The effects of reduced housing starts and mortgage activity due to

higher market interest rates, have decreased our

generation of new mortgage loans and related MSRs.

This may be offset partially by decreases in mortgage prepayments

and refinancings, and corresponding increases in the duration of our existing MSRs

and their values.

This net effect could

reduce our aggregate income from servicing these types of loans and make it more difficult

and costly to timely realize the

value of collateral securing such loans upon a borrower default.

The Basel III Rules relating to MSRs may also increase the

potential capital required as a result of MSRs, when considered with other capital rule adjustments

and deductions.

Table of Contents

36

The soundness of other financial institutions could adversely affect us.

We routinely execute

transactions with counterparties in the financial services industry,

including brokers and dealers,

central clearinghouses, banks, including our correspondent banks and other

financial institutions.

Our ability to engage in

routine investment and banking transactions, as well as the quality and values of our investments in

holdings of other

obligations of other financial institutions such as the FHLB-Atlanta, could be adversely

affected by the actions, financial

condition, and profitability of such other financial institutions, including the FHLB-Atlanta

and our correspondent banks.

Financial services institutions are interrelated as a result of shared credits,

trading, clearing, counterparty and other

relationships.

Most LIBOR reference interest rates used by many financial institutions to

price extensions of credit stopped

being quoted June 30, 2023 and their use has been strongly discouraged by regulatory agencies.

Most banks did not adopt

CECL until January 1, 2023.

The failures of Silicon Valley

Bank, Signature Bank and First Republic Bank in 2023 due to concentrations of deposits and

depositors holding large amounts of deposits in excess of FDIC insurance limits,

as well as flawed business models and

management, adversely affected the financial system and public confidence.

These have resulted in increased regulatory

scrutiny of bank liquidity, funding and

capital, depressed bank stock values generally,

and higher FDIC deposit insurance

premiums on the largest banks, as well as regulatory proposals to increase large

banks’ capital and expand enhanced

prudential standards starting at $100 billion of assets instead of $250 billion.

The federal bank regulators have been advocating more use of the Federal Reserve discount

window to improve bank

liquidity.

At the same time, these bank failures, together with the failure of the very small

Heartland State bank in Kansas

due to apparent embezzlement by its president due to losses from his personal crypto trading,

have also led to calls to

reduce Federal Home Loan Bank lending to banks.

Traditionally,

the Federal Home Loan Banks have been stable sources

of liquidity and funding for banks. The Federal Housing Finance Agency (“FHFA)

regulates the Federal Home Loan

Banks.

The FHFA’s

FHLBank System at 100: Focusing on the Future

(Nov. 2023) suggest less traditional Federal

Home

Loan Bank lending to banks, especially banks experiencing financial stress.

These changes, together with any exposures other institutions may have

to crypto or digital assets, or cybersecurity and data

breaches, could cause disruption and unexpected changes in the industry.

Any losses, defaults by, or failures of, the

institutions we do business with could adversely affect our holdings of

the equity in such other institutions, our

participation interests in loans originated by other institutions, and our business,

including our liquidity,

financial condition

and earnings.

Failures of several banks earlier in 2023

and in early 2024 have resulted in increased

market volatility for financial service

companies’

securities

and

in

changes

in

regulatory

views

and

emphases

that

may

adversely

affect

us

and

may

not

be

disclosable under law.

The failures of

Silicon Valley

Bank, Signature Bank,

First Republic

and Heartland

Tri-State Bank

in 2023 have

resulted in

significant

market

volatility

for

bank

stocks,

and

have

caused

uncertainty

in

the

investor

community

and

among

bank

customers, generally,

greater bank regulatory scrutiny

of banking organizations,

especially those experiencing

rapid growth

and

regional

banks

with

$100

billion

or

more

in

assets.

Similarly

concerns

about

credit

quality

and

capital

adequacy

at

New York

Community Bank following

two acquisitions raised

market concerns and led to

replacement of management and

a dilutive equity capital raise.

Changes

in

regulations

have

been

proposed

as part

of

the Basel

III

endgame

to

the capital,

liquidity,

long

term

debt

and

resolution planning

of banking

organizations

with over

$100 billion

in assets.

These failures

also have

resulted in

market

volatility in

financial services

securities.

Regulators have

focused supervisory

activities, generally,

at all

sizes of

banking

organizations

on

various

risks,

especially

capital

adequacy

and

liquidity

in

light

of

growth,

asset,

liability

and

customer

concentrations

and

risks;

CRE,

levels

of

uninsured

deposits;

crypto

businesses

and

customers;

strategic,

capital

and

liquidity

plans

and

contingency

plans;

and

risk

management.

Such

enhanced

scrutiny

is

often

applied

as

part

of

the

regulatory examination

processes, as

well as

Source: SEC EDGAR (public domain) · 10-K for the period ended 2023-12-31, filed 2024-03-14 · accession 0001193125-24-067944

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The text is our rendering of the filing, not a facsimile: original pagination, typography and tables are not reproduced, and the numbers live in the financial statements (FA).

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