Skip to content
Module 12 of 1260 min readBeginner

How investment banks make money — and lose it

Fee revenue vs balance-sheet revenue, regulatory capital (Basel III/IV), ROE targets, and the post-2008 changes that reshaped which banks won and which died.

100%

Listen along

Read “How investment banks make money — and lose it” aloud

Plays in your browser using on-device text-to-speech — nothing leaves the page.

Learning objectives

By the end of this module, you should be able to:

  • 01Decompose a bank's revenue into fees, spread/flow, and asset-management — and identify which is most stable and most procyclical
  • 02Explain Basel III/IV capital requirements and why they reshaped the industry post-2008
  • 03Recognise the pre-2008 vs post-2008 ROE benchmarks and what drove the change
  • 04Identify the canonical patterns that destroyed Lehman, Bear, and Credit Suisse

An investment bank's revenue breaks down into three buckets. Fee-based income comes from advisory mandates (M&A, restructuring) and underwriting (ECM, DCM). It is high-margin but lumpy and procyclical: surges in good times and craters in bad. Spread / flow income comes from sales and trading market-making and prime brokerage financing. It is more stable than fees but lower-margin and balance-sheet-intensive. Asset-management and wealth-management fees are the most stable: a percentage of AUM that grows roughly with the market.

Different revenue mixes

Different banks have different revenue mixes. Goldman Sachs and Morgan Stanley historically derived 50%+ of revenue from trading and 30-40% from IBD; both have shifted aggressively toward asset and wealth management since 2010. JPMorgan's investment bank is one of four major segments alongside consumer banking, commercial banking, and asset/wealth management — meaning the parent-level revenue is dramatically more diversified. Pure boutiques like Lazard and Evercore are nearly 100% advisory.

Regulatory capital — the binding constraint

Regulatory capital is the binding constraint on every bank that has a balance sheet. Under Basel III and IV (the latter being phased in through 2030 in most jurisdictions), banks must hold capital against their risk-weighted assets. Trading and lending positions consume risk-weighted assets and therefore capital; pure advisory does not. The post-2008 regulatory tightening is a major reason Lazard and Evercore have grown profitable: they have no balance sheet, no capital constraints, and can operate at higher returns on equity than full-service rivals.

Return on equity

Return on equity is the metric senior management is judged on. Pre-2008, large investment banks routinely earned 20-30% ROE on heavy leverage. Post-Basel III, leverage came down hard and ROEs initially fell to 5-10%. By 2024, the best-run firms (JPMorgan, Morgan Stanley) were back to 14-17% ROE, but the industry-wide pre-2008 returns are gone forever. The shift toward asset and wealth management is partly a response to this: those businesses produce 25-30%+ ROEs at scale and don't consume regulatory capital.

How investment banks die

The mistakes that destroy investment banks tend to rhyme. Excessive leverage applied to bad collateral is the canonical pattern: Long-Term Capital Management in 1998 (a hedge fund, but it nearly took down its prime brokers), Bear Stearns in 2008 (overleveraged with mortgage paper), Lehman Brothers in 2008 (same pattern, larger), Credit Suisse in 2022-2023 (a long string of risk-management failures: Greensill, Archegos, the Mozambique tuna bonds, the spy-on-employees scandal, and a deposit run that finished it). Bear and Lehman fell because of mortgage exposure, but the underlying disease was always the same: too much leverage, too little capital, and a culture that failed to enforce risk discipline at the top.

What a healthy 2025 investment bank looks like

Diversified revenue (no single business above 40%), high-quality fee mix (M&A and AM/WM rising; pure trading flat or down), well-capitalised balance sheet (CET1 ratios well above the regulatory minimum), and a rigorous risk culture. The four US banks meeting all four criteria today — JPMorgan, Goldman Sachs, Morgan Stanley, and Bank of America — are why the industry has stabilised. The European banks remain in a slow restructuring out of the businesses where they cannot compete and into the ones where they still can.

Exercise

Compare two hypothetical investment-bank business mixes: Bank A — 50% S&T, 30% IBD, 15% AM, 5% prime brokerage, with 6x leverage and a CET1 ratio of 11.5%. Bank B — 25% S&T, 35% IBD, 35% AM/WM, 5% other, with 4x leverage and a CET1 ratio of 14%. Both report similar total ROE of 14%. (1) Which has the higher-quality earnings stream and why? (2) Which is more exposed to a 2022-style market shock that hurts trading? (3) Which trades at a higher P/E multiple in the public market, and roughly how much higher? (4) What strategic moves would you advise each CEO to make over the next 5 years?

Key takeaways

  • Three revenue buckets: fees (high-margin, lumpy), spread/flow (stable, capital-heavy), AM/WM (most stable, no balance sheet)
  • Basel III/IV made trading and lending costly in regulatory capital — pure advisory (Lazard, Evercore) benefits from no balance sheet
  • Pre-2008 ROEs were 20-30% on heavy leverage; post-Basel they fell to 5-10% and have recovered to 14-17% at the best-run firms
  • Bank failures rhyme: excessive leverage applied to bad collateral, with a culture that failed to enforce risk discipline at the top

Further reading

  1. 01

    The Bankers' New Clothes: What's Wrong with Banking and What to Do about It

    Anat Admati & Martin Hellwig · Princeton University Press · 2013

  2. 02

    The New Lombard Street: How the Fed Became the Dealer of Last Resort

    Perry Mehrling · Princeton University Press · 2010

  3. 03
  4. 04

    Too Big to Fail

    Andrew Ross Sorkin · Viking · 2009The definitive narrative of the 2008 crisis.

Loading progress…
LeadAfrikPublic Economics Hub