Copy of Problem 3 Ratios - Student.xls - Compatibility Mode - Saved to my Mac Acrobat %, .00 .0 .00 0 Conditional Format Formatting as Table Cell Styles Insert Delete Format M > > O ( 60 Search (Cmd + Ctrl + U) Tue Apr 23 4:18 PM Comments Share Sort & Filter Find & Select Sensitivity Add-ins Analyze Data Show ToolPak Create PDF and share link F G H | J K L M N O P Q R S T U V W X Wrap Text General Merge & Center Excel File Edit View Insert Format Tools Data Window Help AutoSave C Home Insert Draw Page Layout Formulas Data Review View Automate Paste E35 Arial BI U fx A B 10 A A A ac C D E 123456 FINA 3002 Introduction to Commercial Banking Problem 3 Ratio Calculation Due April 14th, 11:59 pm 7 Category Ratio 8 Profitability ROA 9 ROE 10 Net Interest Margin 11 Efficiency Efficiency Ratio Jan-24 Mar-24 % Change #DIV/0! #DIV/0! #DIV/0! #DIV/0! 12 Note: Use Loan Losses as Provision for Loan Losses, Non-interest expenses is only operating expenses 13 Credit Asset Quality #DIV/0! 14 Capital Capital Adequacy (Total Capital) #DIV/0! 15 16 Liquidity Tier 1 Ratio #DIV/0! Liquidity Coverage Ratio (1) #DIV/0! 17 Interest (2) Interest Sensitivity Gap #DIV/0! Grading 18 Interest Sensitivity Gap Ratio #DIV/0! 5 points each ratio 19 Interest Sensitivity Ratio #DIV/0! 20 21 25 26 28 29 30 31 35 36 38 39 40 41 45 46 48 49 50 51 222222222223233~2377277447 BS RWA Assume: Jan-24 Mar-24 Cash Outflows Cash Inflows Net Cash Outflows Answer IS + Ready Accessibility: Unavailable 9% of liabilities 13% of assets Threshold = 75% of cash outflows A I + 100% Copy of Problem 3 Ratios - Student.xls - Compatibility Mode - Saved to my Mac Acrobat Wrap Text Number Merge & Center %, .00 .0 .00 0 Conditional Format Formatting as Table Cell Styles Insert Delete Format M > > > O ( 60 Search (Cmd + Ctrl + U) Tue Apr 23 4:18 PM Comments Share Sort & Find & Filter Select Sensitivity Add-ins Analyze Data Show ToolPak Create PDF and share link B C D E F G H | J K L M N O P Q R S T U V W X Y Z AA Jan-24 Mar-24 Jan-24 Mar-24 Excel File Edit View Insert Format Tools Data Window Help AutoSave C Home Insert Draw Page Layout Formulas Data Review View Automate G Paste Arial 10 BI U A A A ac A17 123 A fx Derivative Liabilities (IRS) ASSETS Interest 4 Sensitivity Total 5 Cash 103,954 62,278 0% 0 0 6 Derivative Assets (IRS) 0 0% 0 0 7 ST Gov Securities 4,998 8,499 0% 0 0 8 Loans to banks 20,000 30,000 100% 20,000 30,000 9 Reverse Repos 0 0 0% 0 0 10 LT Gov Securities 16,403 25,879 0% 0 0 11 Loans to Customers 118,920 129,482 100% 118,920 129,482 12 Other Assets 8,645 8,596 0% 0 0 13 14 TOTAL ASSETS 272,920 264,735 138,920 159,482 15 16 LIABILITIES 17 Derivative Liabilities (IRS) 0 0 0% 0 0 18 Dep. from banks 0 100% 0 0 19 Savings Deposits 107,210 109,912 100% 107,210 109,912 20 Current Accounts 101,700 103,879 100% 101,700 103,879 21 Cert.of Deposit 35,950 22,343 0% 0 0 22 Floating Rate Notes 11,500 10,590 100% 11,500 10,590 23 Repos 0 0 100% 24 Centr Bank Advance 0 0 0% 25 Taxation 162 183 0% 26 27 Subordinated Debt 5,000 5,699 0% 28 Shareholder's Equity 11,398 12,129 0% 29 30 Total Capital 16,398 17,828 0% OOOOOOOO 0 0 0 0 0 0 0 0 0 0 0 0 OOOO 0 0 0 0 31 32 TOTAL LIABILITIES 261,522 252,606 220,410 224,381 33 & SH'S EQUITY 272,920 264,735 34 35 OFF-BALANCE SHEET 36 Commitments 37 Interest Rate Swaps 0 0 0 0 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 RWA Answer IS Accessibility: Unavailable BS Ready + | E 100% Copy of Problem 3 Ratios - Student.xls - Compatibility Mode - Saved to my Mac Acrobat M > > > O ( 60 Search (Cmd + Ctrl + U) Tue Apr 23 4:18 PM Comments Share Sort & Find & Filter Select Sensitivity Add-ins Analyze Data Show ToolPak Create PDF and share link P Q R S T U V W X Y Z AA AB Insert Delete %, .0 .00 0 .00 Conditional Format Cell Formatting as Table Styles Format Wrap Text General Merge & Center Excel File Edit View Insert Format Tools Data Window Help AutoSave C Home Insert Draw Page Layout Formulas Data Review View Automate Paste Arial BI U 10 A A A ac 90 P9 1 Risk-Weighted Assets A fx B C D E F G H I J K L M N 2 Jan-24 Mar-24 3 Risk Weight Amount RWA Amount RWA 4 Cash 0% 103,954 0 62.278 0 5 Derivative Assets (IRS) 100% 0 0 0 6 ST Gov Securities 0% 4,998 0 8,499 7 Loans to banks 20% 20,000 4,000 30,000 6,000 8 Reverse Repos 0% 0 0 0 0 9 LT Gov Securities 20% 10 Loans to Customers 100% 16,403 118,920 11 Other Assets 100% 8,645 3,281 118,920 8,645 25,879 129,482 5,176 8,596 129,482 8,596 12 TOTAL 134,846 149,255 13 14 15 16 17 67 18 19 20 21 25 26 28 29 30 35 36 38 39 2222222223233333337124444 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 BS RWA Answer IS + Ready Accessibility: Unavailable - A I 100% Copy of Problem 3 Ratios - Student.xls - Compatibility Mode - Saved to my Mac Acrobat WE > > > O Sort & Find & Filter Select ( 60 Search (Cmd + Ctrl + U) Tue Apr 23 4:18 PM Comments Share Sensitivity Add-ins Analyze Data Show ToolPak Create PDF and share link J K L M N O P Q R S T Insert Delete %, .0 .00 .00 0 Conditional Format Formatting as Table Styles Cell Format Wrap Text General Merge & Center Excel File Edit View Insert Format Tools Data Window Help AutoSave C Home Insert Draw Page Layout Formulas Data Review View Automate Paste Arial BI U 10 A A A ac H11 A fx B D E F G H Jan-24 Mar-24 1 2 INCOME 3 4 Interest Income 2,090.9 2,196.7 5 Treasury Bills 5.3 2.3 6 Treasury Bonds 56.7 85.9 7 Loans to banks 25.0 37.5 8 Reverse Repo 0.0 0.0 9 Commercial Loans 1,206.1 1,241.4 10 Consumer Loans 11 Personal Loans 202.1 195.7 12 Credit Cards 516.5 540.8 13 Mortgages Variable 79.2 93.0 14 15 Interest Expense -695.3 -710.3 16 Dep. from banks 0.0 0.0 17 Deposits 18 Savings Deposits -160.8 -206.1 19 Current Accounts -89.0 -116.9 20 Cert. of Deposit -247.4 -183.6 21 FRN -151.8 -150.2 22 Repo 0.0 0.0 23 Subordinated Debt -46.3 -53.6 24 C/Bank Advance 0.0 0.0 25 Net Interest Income 1,395.6 1,486.4 26 27 Other Income 834.4 716.6 28 Fees 180.2 240.2 29 Insurance Comm. 0.0 17.0 30 Private Banking 368.8 368.5 31 Investment Banking 331.6 111.8 32 Fin. Transactions -46.2 -21.0 33 IRS (Net Result) 0.0 0.0 34 TOTAL INCOME 2,230.1 2,203.0 35 EXPENSES -1,420.0 -1,289.0 36 Operating expenses -1,009.5 -846.1 37 Loan Losses -410.5 -443.0 38 39 INCOME BEFORE TAX 810.1 914.0 40 Taxation -162.0 -182.8 41 INCOME AFTER TAX 648.1 731.2 42 43 PROFIT APPROPRIATION 44 Dividend Ord Shares 0.0 0.0 45 Addition to Reserves 648.1 731.2 46 47 Dividend/ord share* 0.0 0.0 48 49 *Cent/Share 50 51 52 53 54 55 56 57 58 59 60 61 BS RWA Answer IS Ready Accessibility: Unavailable + | E 10070