- Analyze your BHC in each of the nine liquidity ratios for the past four quarters.Discuss the trend for each ratio, and what this means for your BHC's liquidity position.Considering all 9 ratios together, is your BHC becoming more or less liquid overall?
- Compare your BHC to the peer group of banks in each of the nine liquidity ratios.Discuss the comparison for each ratio, and what this means for your BHC's relative liquidity position.Considering all 9 ratios together, is your BHC more or less liquid than the peer group of banks?
- Discuss how your BHC's liquidity position (trend and comparison to peers) affects performance ( risk and profitability).
Note: My BHC is NTRS as shown in the pictures and the excel file.
Cash Position Indicator Liquid Securities $0.40000 $0.25000 $0.35000 $0.20000 $0.30000 $0.25000 $0.15000 $0.20000 $0.15000 $0.10000 $0.10000 $0.05000 $0.05000 S- S- Report Date: Report Date: Report Date: Report Date: Report Date: Report Date: Report Date: Report Date 6/30/2020 3/31/2020 12/31/2019 9/30/2019 6/30/2020 3/31/2020 12/31/2019 9/30/2019 19 NTRS Cash Position $0.33588 $0.35294 $0.31991 $0.25535 NTRS Liquid Securities $0.18343 $0.17723 $0.20579 $0.22929 -Peer Groups Cash Position $0.09029 $0.08781 $0.02916 $0.08167 -Peer Groups Liquid Securities $0.14459 $0.15457 $0.15875 $0.16074 20 21 22 23 Net Federal funds and repurchase agreements Capacity Ratio 24 position $0.80000 25 $0.70000 26 $0.01000 27 $0.00500 $0.60000 $- $0.50000 $(0.00500) $0.40000 $(0.01000) $0.30000 $(0.01500) $(0.02000) $0.20000 $(0.02500) $0.10000 Report Date: Report Date: Report Date: Report Date 36 6/30/2020 3/31/2020 12/31/2019 9/30/2019 S- Report Date: NTRS Net Federal funds and repurchase Report Date: Report Date: Report Date: 37 agreements position $0.00642 $(0.02008) $(0.00130) $0.00201 6/30/2020 3/31/2020 12/31/2019 9/30/2019 $0.24824 38 Peer Groups Net Federal funds and NTRS Capacity ratio $0.22228 $0.23387 $0.23038 repurchase agreements position $(0.00172) $(0.00859) $(0.00312) $(0.00480) 39 -Peer Groups Capacity ratio $0.65142 $0.68973 $0.69678 $0.69143 40Pledge Securities Ratio Hot Money Ratio $0.30000 $4.00000 $0.25000 $3.50000 $3.00000 $0.20000 $250000 $0.15000 $200000 $0.10000 $150000 $100000 $0.05000 $0.50000 S- S- Report Date: Report Date: Report Date: Report Date: Report Date: Report Date: Report Date: 6/30/2020 3/31/2020 12/31/2019 9/30/2019 6/30/2020 3/31/2020 12/31/2019 Report Date: 9/30/2019 NTRS Pledge securities ratio $0.20912 $0.20072 $0.25299 $0.27414 NTRS Hot money ratio $0.82456 $0.78206 $0.76499 $0.69754 -Peer Groups Pledge securities ratio $0.05809 $0.05732 $0.04134 $0.04080 -Peer Groups Hot money ratio $3.74763 $1.26279 $1.12499 $1.30688 Deposit Brokerage Index $0.04500 $0.04000 $0.03500 $0.03000 $0.02500 $0.02000 $0.01500 $0.01000 $0.00500 Chart S- Report Date: Report Date: Report Date: Report Date: 6/30/2020 3/31/2020 12/31/2019 9/30/2019 -NTRS Deposit brokerage index $0.00381 -Peer Groups Deposit brokerage index $0.08501 $0.08775 $0.08909 $0.08966 181B C D E G H K NTRS Cash Position Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 NTRS Liquid Securities Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Cash and balance due from depository instituations / Total assets 0.33588 S 0.35294 S 0.31991 S 0.25535 US Government Securities / Total assets 0.18343 $ 0.17723 S 0.20579 0.22929 6 Peer Groups Cash Position Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Peer Groups Liquid Securities Report Date: 6/30/2020 | Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 10 11 12 Cash and balance due from depository instituations / Total assets $ 0.09029 $ 0.03781 $ 0.02916 $ 0.03167 US Government Securities / Total assets 0.14459 0.15457 $ 0.15875 $ 0.16074 13 14 15 NTRS Net Federal funds and repurchase agreements position Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 NTRS Capacity ratio Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 18 Federal funds sold & reverse repurchase agreements - 19 Federal funds purchased & repurchase agreements / $ 0.00642 $ (0.02008) $ (0.00130) $ 0.00201 Net loans and leases / Total assets $ 0.22228 $ 0.23387 0.23038 $ 0.24824 20 Total assets Peer Groups Net Federal funds and repurchase agreements position Report Date: 6/30/2020 | Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Peer Groups Capacity ratio Report Date: 6/30/2020 | Report Date: 3/31/2020 Report Date: 12/31/2019 |Report Date: 9/30/2019 25 Federal funds sold & reverse repurchase agreements - 26 Federal funds purchased & repurchase agreements / S (0.00172) $ (0.00859) $ (0.00312) $ (0.00480) Net loans and leases / Total assets $ 0.65142 $ 0.68973 $ 0.69678 $ 0.69143 27 Total asset 28 29 30 NTRS Pledge securities ratio Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 31 NTRS Hot money ratio Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Cash and balance due from 32 depositary instituations + other debt securities with 3 months or less to maturity + Federal funds 33 Pledge securities / Total assets S 0.20912 0.20072 0.25299 $ 0.27414 sold & reverse repurchase agreements / time deposits of $ 0.82456 0.78206 S 0.76499 0.69754 $250,000 or more + deposits held in foreign offices + Federal funds purchased & repurchase 34 agreementsB C D E G H K 31 Cash and balance due from 32 depositary instituations + other debt securities with 3 months or less to maturity + Federal funds sold & reverse repurchase 33 Pledge securities / Total assets 0.20912 $ 0.20072 $ 0.25299 $ 0.27414 agreements / time deposits of S 0.82456 $ 0.78206 $ 0.76499 S 0.69754 $250,000 or more + deposits held in foreign offices + Federal funds purchased & repurchase 34 agreements 35 36 37 Peer Groups Pledge securities ratio Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Peer Groups Hot money ratio Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 38 Cash and balance due from depositary instituations + other 39 debt securities with 3 months or less to maturity + Federal funds Pledge securities / Total assets 0.05809 $ 0.05732 $ 0.04134 $ 0.04080 sold & reverse repurchase agreements / time deposits of 3.74763 $ 1.26279 $ 1.12499 $ 1.30688 40 $250,000 or more + deposits held in foreign offices + Federal funds purchased & repurchase agreements NTRS Deposit brokerage index Report Date: 6/30/2020 Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Brokered deposits / Total assets 0.00381 $ $ Peer Groups Deposit brokerage index Report Date: 6/30/2020 | Report Date: 3/31/2020 Report Date: 12/31/2019 Report Date: 9/30/2019 Brokered deposits / Total assets S 0.03501 $ 0.03775 $ 0.03909 $ 0.03966 55 56Deposit Reporting Categories Nonexempt Institutions (Detailed Reporting) Net Exempt Institutions (Reduced Reporting) Net transaction accounts > $13.31 million OR Sum of transaction accounts $ $13.31 million AND Sum total transaction accounts, savings deposits, of total transaction accounts, savings deposits, and small time deposits 2 $1.7192 billion and small time deposits $13.31 million deposits $ $13.3 million deposits, and small time deposits, and small time File the 3-item FR 2910a Do not file an FR 2900 deposits 2 $306.7 deposits
