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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 as of 2026-08-27, 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 2024-12-31

← all AUBN documents
filed 2025-03-11 · 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.

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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 the

levels

and rates of change in inflation and interest rates, and the effects on depositors,

borrowers and markets, including

the real estate and securities markets;

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

to be inadequate to our credit

risks;

The risks and costs of nonperforming assets

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 and compete against a number of larger national and

regional

competitors, as well as smaller institutions, nonbanks and credit unions;

Our ability to attract and retain key people;

Inflation and strong labor markets may affect our non-interest expenses;

Technological changes

affect our business, and we may have fewer resources than our

larger regulated and

unregulated competitors, both in and outside our market area, which may increase

the competition we face;

Potential gaps in our risk management, including managing the risks related

to maintaining our data security and

cybersecurity and those of our third-party service providers;

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37

Continuity risks to us and our service providers due to power,

information technology and telecommunication

disruptions and outages, could affect our customer service,

reputation and our results of operations, financial

condition, customer relationship and reputation;

Risks of severe weather, natural disasters, climate changes,

epidemics and severe health issues in the population,

wars and acts of terrorism and other events; and

Future acquisitions may disrupt our business, dilute shareholder value

and adversely affect our operating results

and financial condition, among other risks.

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; and

Our common stock trades in limited volumes.

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 in circumstances

where further investment in the Bank may not be warranted;

Privatization of Fannie Mae and Freddie Mac incident to the ending of their conservatorships

and the resulting

effects on the costs and availability of mortgage loans and the mortgage

markets, generally, and

the Company as a

mortgage originator, and seller and

servicer of residential mortgage loans;

The scope, volume, complexity and clarity 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;

The pace and volume of regulatory changes and interpretations, especially by

the bank regulators, the CFPB and

the SEC, and well as numerous Executive Orders, and changes in government

leadership, personnel and policies.

Even where changes ultimately will benefit the Company,

changes in regulation and policies require time and

attention, and involve costs to implement;

Litigation, investigations and other claims by government agencies

and private parties and regulatory actions,

including those related to assertions of compliance failures;

The amounts and changes in the capital we are required to maintain in respect

of our business and risks, and

regulatory perceptions of us and our industry; and

Liquidity requirements and changes in rules that affect brokered

and reciprocal deposits and other sources and

measures of liquidity.

Additional Executive Orders and Administration and regulatory

decisions, directives and actions, including modifications

or changes to those discussed in this report, may occur at any time with currently

unpredictable effects.

Operational Risks

Market conditions and economic cyclicality may adversely affect our industry.

We believe the

following, among other things, may affect us in 2025:

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38

Extraordinary monetary and fiscal stimulus in 2020 and in early 2021 offset

certain of the COVID-19 pandemic’s

adverse economic effects, but together with supply chain disruptions,

continued consumer demand, Russia’s war

in Ukraine and its effects on energy and food prices,

and tight labor markets, resulted in inflation.

Inflation began

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 raised its target federal

funds interest rates and reduced

its securities holdings in an effort to reduce inflation.

Inflation subsided in 2024.

In February 2025 inflation

remains above the Federal Reserve’s

target rate, the labor market remains strong and the Federal Reserve cut its

target federal funds rate in September through December 2024

100 basis points from 5.25-5.50% to 4.25%-4.50%,

and reduced the rate of decline in reinvestments of maturing securities proceeds.

The new presidential Administration that took office in January

2025 has established DOGE to increase

government efficiency and reduce fiscal expenditures, imposed

and threatened tariffs, and proposed tax cuts and

tax cut extensions, the net effect of which is unknown.

The nature and timing of any future changes in monetary

and fiscal policies, government policies and their administration and personnel,

and their effects on us cannot be

predicted.

Market developments, including unemployment, inflation

and price levels, stock and bond market volatility,

and

changes, including those resulting from Russia’s

war in Ukraine and governmental fiscal, operational and

monetary policies affect consumer confidence

levels, economic activity and interest rates.

Increases in market

interest rates and inflation, and adverse changes in consumer and business confidence

may change customers’

savings and payment behaviors, including potential increases in loan delinquencies

and default rates.

These could

affect our credit quality,

and our results of operations and financial condition.

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 fluctuating

market interest rates and changes in monetary and fiscal policies.

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,

and how

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, unemployment levels in Alabama,

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.

Changes in market interest rates and the shape of the yield curve affect

the value of our investment securities and

our other accumulated other comprehensive income or “AOCI.”

Our allowance for loan losses may prove inadequate

or we may be negatively affected by credit risk exposures.

We periodically

review the 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 fiscal and monetary policy changes, inflation,

market conditions or events adversely affecting specific customers,

industries or markets, including disruptions of supply

chains, the war in Ukraine, changes in taxes and regulations 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, supply

chain disruptions and

changes and other factors, 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, the

accounting standard for estimating expected future loan losses, became effective

for the Company beginning January 1,

2023, and its effects upon the Company over a full business cycle

are unknown.

The CECL model incorporates various

economic condition factors, where changes in fiscal and monetary policy,

as well as market interest rates and unemployment

rates in our markets, among other factors, could result in more volatility in

our provisions for loan losses under CECL, which

could adversely affect our net income.

See Note 1 to our Financial Statements –

“Allowance for Credit Losses – Loans.”

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39

Nonperforming and similar assets take significant time to resolve

and may adversely affect our results of operations

and

financial condition.

Our nonperforming loans were 0.09% of total loans as of December 31, 2024,

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.

Loan deferrals and modifications made to help

resolve borrower issues and avoid foreclosures may not be successful.

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.

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 Reserve increases in interest rates to

fight inflation have caused

mortgage rates to increase significantly.

Higher interest rates and the increased level of housing costs since 2020 have

slowed housing sales.

Although short term interest rates decreased in last half of 2024, longer term rates, including

mortgage rates, have remained elevated.

Inventories of existing homes for sale have remained generally low,

and many

believe that higher mortgage rates discourage potential sellers from selling

their existing houses and incurring higher

mortgage costs on replacement homes.

These conditions have adversely affected housing affordability

and increased

monthly mortgage payments.

These conditions adversely affect our mortgage loan production

and may affect the value of

residential mortgage collateral.

Commercial real estate projects’ economic assumptions may be adversely

affected by

higher interest rates, and certain projects with short term and/or unhedged

variable rate debt may be especially affected by

increased interest rates and/or 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 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 often called “SALT,”

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.

The new Trump

administration has indicated it is considering increasing the amount of

SALT permitted

to be deducted for federal income

taxes.

Unless extended, many provisions of the 2017 Tax

Act, including the cap on SALT

deductions expire at the end of

2025, and the marginal individual tax brackets will increase.

Fannie Mae and Freddie Mac have been in conservatorship since September

2008.

The newly appointed Secretary of

Housing and Urban Development has stated that coordinating the effort

to privatize these GSEs would be his priority.

Since these GSEs dominate the residential mortgage markets, any changes

in their operations and requirements, as well as

their respective restructurings and capital and the costs of their borrowings

as private institutions, 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.

Resolution of these extremely large GSEs will be complex,

and the timing and

effects of such resolution and the effects on

mortgage originators and the mortgage markets and their participants, including

the Company, 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.

In connection with such loan sales, 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 historically,

if these increased, we may have to establish reserves for

possible repurchases and adversely affect our results of

operation and financial condition.

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40

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.

Reduced mortgage activity due to higher market interest rates has 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 Capital 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.

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 obligations

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

by the actions, financial condition,

profitability and regulation 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.

The failures of Silicon Valley

Bank, Signature Bank and First Republic Bank in March and May 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 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.

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

Reserve discount window to improve bank

liquidity.

At the same time, the 2023 bank failures 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) indicates less traditional

Federal Home Loan Bank lending to banks, especially

banks experiencing financial stress.

Sandra Thompson, the FHFA

Director retired on January 19, 2025 and Bill Pulte has

been nominated to succeed her, subject to

Senate confirmation.

Mr. Pulte’s

views on Federal Home Loan Bank lending to

banks are unknown.

These changes, together with any exposures that other institutions may

have to crypto or digital assets, or cybersecurity and

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

The Trump Administration has issued

Executive Order “Strengthening American Leadership in Digital Financial

Technology”

and Congressional hearings on

“debanking” may increase the use of digital assets and the volume of digital

asset transactions with, and the risks to, banks.

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

in 2023

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

caused

significant

market

volatility

for

bank

stocks,

and

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.

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41

These failures

have resulted

in bank regulators

focusing supervisory

activities, generally,

on capital adequacy

and liquidity

in

light

of

growth;

asset,

liability

and

customer

concentrations

and

risks;

CRE;

levels

of

uninsured

deposits;

crypto

businesses

and

customers;

third-party

Source: SEC EDGAR (public domain) · 10-K for the period ended 2024-12-31, filed 2025-03-11 · accession 0001193125-25-051574

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