Bank dividends are in decline and a frozen payout would count as a good outcome for shareholders. But they should be set for disappointment even on that. An unhappy banking profit season will chastise the chasers and the CEOs and CFOs facing the music. Shayne Elliot's ANZ is the first bank to report on Thursday, followed by Macquarie on Friday and NAB and Westpac next week.Bank profits are already half what they once were (on a ROE basis) and they aren't turning around soon given misconduct, heavy investment, stubborn costs, disruption and the vice of the unprecedented (for Australia) monetary policy gymnastics.On a ROE and ROA basis, big bank profits were at one of their lowest ebbs ever in the first half of banking's year, APRA data shows.And big banks have yielded profit pools to others in the six months since. Instead of growing lending share in line with or near system (whether that's down to credit risk choices on the bank side or a mass market turning to other lenders) the three big name banks reporting over the next few days all have a weak story to explain.At Westpac the mortgage market book "growth" was minus 0.4 per cent over the six months to August (the latest monthly data from APRA). At NAB, where mortgages are a lesser story than at its peers, the run-off in the mortgage book was 1.1 per cent.At ANZ home finance fell 4.4 per cent over the half year about to be reported, though the tide was beginning to turn (if still losing market share) in August itself. On the business lending front - supposedly a core franchise at a big banks and traditionally viewed as less suspect to challengers - Westpac is the odd bank out, with its business loan footings down by 7.6 per cent, the loss of volume mostly booked in July and August.On the business deposit side Westpac is going ok, up seven per cent. NAB on the other hand saw business deposits run off by seven per cent. ANZ increased liabilities from business by four per cent. Between them the Big Four still command 79.9 per cent of market share.Macquarie Bank is revelling, with its business deposit book up by 11 per cent over six month. If you annualise the one-month and three-month growth rates it's near 40 per cent.So overall the building blocks of this year's profit season are feeble and with remediation costs mounting by the minute and tough new rules on capital looming, finalising results over the next two weeks affords an opportunity for boards to lift provisions and other one-offs and papering it over as best they can with underlying and cash profit distractions. Though these can't be too flash and for once there are many voices pointing out that dividends are in trouble.The majors' aggregate cash profit after tax from continuing operations dropped four per cent over the year to March 2018 to A$14.5 billion, the KPMG snapshot from six months ago recounts.Interest margins,