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Central Bank has the following balance sheet (in millions of dollars). Assets Liquidity Level Liabilities and Equity Run-off factor Cash $ 15 Level 1 Stable

Central Bank has the following balance sheet (in millions of dollars).

Assets

Liquidity

Level

Liabilities and Equity

Run-off

factor

Cash

$ 15

Level 1

Stable retail deposits

$ 190

3%

Deposits at the Fed

30

Level 1

Less stable retail deposits

70

10%

Treasury bonds

145

Level 1

CDs maturing in 6 months

100

0%

Qualifying marketable securities

50

Level 1

Unsecured wholesale funding from:

GNMA bonds

60

Level 2A

Stable small business deposits

125

5%

Loans to AA- corporations

540

Level 2A

Less stable small business deposits

100

10%

Mortgages

285

Nonfinancial corporates

450

75%

Premises

40

Equity

130

Total

$1,165

Total

$1,165

Cash inflows over the next 30 days from the banks performing assets are $7.5 million.

Calculate the LCR for Central Bank.

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