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

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

Assets Liabilities and Equity Cash $ 12 Stable retail deposits $ 55 Deposits at the Fed 19 Less stable retail deposits 20 Treasury securities 125 Unsecured wholesale funding from:
GNMA securities 94 Stable small business deposits 80 Loans to AA rated corporations 138 Less stable small business deposits 49 Loans to BB rated corporations 106 Nonfinancial corporates 250 Premises 20 Equity 60 Total $514 Total $514 Cash inflows over the next 30 days from the FI’s performing assets are $5.5 million. Calculate the LCR for WallsFarther Bank.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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