Does the bank have sufficient liquid capital to cushion any unexpected losses as per the Basle III requirement? Please ignore the cyclical buffer requirement . following link from APRA

- x 2019 Sem 2 FIN20013 Assignment 2-1.pdf - Adobe Reader File Edit View Document Tools Window Help + 213 66.7% - Find - Click to decrease the magnification of the entire page 9 YER BANK's balance sheet is listed below. The current market yield for the securities is in parentheses. The amounts are in millions. Asset Cash 6 month T-bills (4.25%) 55 50 Liability & Equity Demand deposits Savings accounts (2.0%) 100 3 month CD (2.50%) 2 year personal fixed rate loan at 6.50% 3 year T bills (4.85%) 100 9 months CDs (3.85%) 90 1 year term deposit (4.0%) 100 3 year 5.5% semi-annual coupon T-notes (5.25%) 5 year 6.2% semi-annual coupon T-notes (5.75%) 5 year personal loan (11.5%, repriced yearly) 2 year term deposits (4.30%) 350 150 5 year bond 8.0% annual coupon issued by Spanish govemment with rating credit rating B 5-year bonds at 6.75% semiannual interest, balloon payment 20-year bonds at 7.5% interest, balloon payment 10 year commercial loan (12.25% repriced @ 6 months) 730 Subordinate notes: 3-year fixed rate (5.65%) 15-year commercial loan at 10% interest (repriced monthly) 20-year sovereign bonds 12.0% annual-coupon issued by Cambodian government with BB rating 150 6-year fixed rate (6.00%) 240 Ordinary Equity Preference shares 20-year mortgages at 8.5% interest (LVR 65%, no mortgage insurance), balloon payment Retained Earnings Building Total Assets 150 2485 Total liability and equity 1 Type here to search o B e B @ @ 9 w ^ D 12:54 AM IT. 1) 10/5/2019