Calculate the amount of liquidity a bank can generate from selling its AFS portfolio using the following information: USTs held in AFS = $92,053,000 Securities held in HTM = $13,500,000 Loans = $69,680,000 Settlement occurs on T+2 Maturing on T+1 = $16,000,000 Haircut = 5% USTs in AFS used as collateral for RP liabilities (i.e./ "encumbered") = $19,740,000

$56,313,000

$53,497,350

$52,697,350

$51,710,350