41

An FI holds the following Level 1 HQLA: cash ($60), deposits at the Fed ($35), T-bills ($90), qualifying marketable securities ($80). It also holds the following Level 2A HQLA: GNMA bonds ($30), loans to AA-corporations ($540). The FI's liability items and their run-off factors (in parenthesis) are: stable retail deposits $35 (3%), less stable retail deposits $90 (10%) , CDs $20 (0%), stable small business deposits $105 (5%), less stable small business deposits $190 (10%), and nonfinancial corporates $590 (75%). The FI's expected cash inflow in the next 30 days is $20.5. What is the FI's liquidity coverage ratio? O a. 86% Ob. 97% O c. 116% O d. 88% An FI holds the following Level 1 HQLA: cash ($60), deposits at the Fed ($35), T-bills ($90), qualifying marketable securities ($80). It also holds the following Level 2A HQLA: GNMA bonds ($30), loans to AA-corporations ($540). The FI's liability items and their run-off factors (in parenthesis) are: stable retail deposits $35 (3%), less stable retail deposits $90 (10%) , CDs $20 (0%), stable small business deposits $105 (5%), less stable small business deposits $190 (10%), and nonfinancial corporates $590 (75%). The FI's expected cash inflow in the next 30 days is $20.5. What is the FI's liquidity coverage ratio? O a. 86% Ob. 97% O c. 116% O d. 88%