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2. WallsFarther Bank has the following balance sheet (in millions of dollars). Run-off factor $ 55 20 3% 10 Assets Cash Deposits at the FED
2. WallsFarther Bank has the following balance sheet (in millions of dollars). Run-off factor $ 55 20 3% 10 Assets Cash Deposits at the FED Treasury securities GNMA securities Loans to AA rated corporations Loans to BB rated corporations Premises Total Liquidity level $ 12 Level 1 19 Level 1 125 Level 1 94 Level 2A 138 Level 2A 106 Level 2B 20 $ 514 Liabilities and Equity Stable retail deposits Less stable retail deposits Unsecured wholesale funding from: Stable small business deposits Less Stable small business deposits Nonfinancial corporates Equity Total 80 49 250 60 $ 514 5 10 75 Cash inflows over the next 30 days from the bank's performing assets are $5.5 million. Calculate the LCR for WallsFarther Bank. Is the bank in compliance with liquidity requirements based on the LCR? 2. WallsFarther Bank has the following balance sheet (in millions of dollars). Run-off factor $ 55 20 3% 10 Assets Cash Deposits at the FED Treasury securities GNMA securities Loans to AA rated corporations Loans to BB rated corporations Premises Total Liquidity level $ 12 Level 1 19 Level 1 125 Level 1 94 Level 2A 138 Level 2A 106 Level 2B 20 $ 514 Liabilities and Equity Stable retail deposits Less stable retail deposits Unsecured wholesale funding from: Stable small business deposits Less Stable small business deposits Nonfinancial corporates Equity Total 80 49 250 60 $ 514 5 10 75 Cash inflows over the next 30 days from the bank's performing assets are $5.5 million. Calculate the LCR for WallsFarther Bank. Is the bank in compliance with liquidity requirements based on the LCR
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