1.Calculate the Liquidity Coverage Ratio

I.CaIcuIate the Liquidity Coverage Ratio Cash Municipal Bonds Corporate Bonds to BBB-) Agency bonds Shares in Russell 1000 Index US Treasuries CMassME Residential Mortgage Backed Bonds DBS Bank Mort e Covered Bonds Reserves with the Fed SDR 1.05% Derivative Liabilities interest on Debt Corporate Bonds (AAA to AA-) Banco Commercial Portfugues (BCP) Covered Bond Amount/Mark et value 100 25 Level I Level 2 a Level 2b Total unadjusted HQLA Level 2a after cap application Level 2a excess amount Level 2b after c. ap lication Level 2b excess amount Excess liquid asset amount HQLA Amount Total Total inflows Total net cash amount Liquidity Coverage Raho