BancTwo has the following balance sheet (in millions of dollars): Assets Liabilities and Equity Cash $ 20

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BancTwo has the following balance sheet (in millions of dollars):

Assets Liabilities and Equity Cash $ 20 Stable retail deposits $ 190 Deposits at the Fed 30 Less stable retail deposits 70 Treasury bonds 145 CDs maturing in 6 months 100 Qualifying marketable securities (maturity < 1 year) 50 Unsecured wholesale funding from:
FNMA bonds 60 Stable small business deposits 125 Loans to AA– rated corporations (maturity > 1 year) 540 Less stable small business deposits 100 Mortgages (unencumbered) 285 Nonfinancial corporates 450 Premises 35 Equity 130 Total $1,165 Total $1,165 Calculate the NSFR for BancTwo.AppendixLO1

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ISE Financial Markets And Institutions

ISBN: 9781265561437

8th International Edition

Authors: Anthony Saunders, Marcia Cornett, Otgo Erhemjamts

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