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Given below the balance sheet, Assets Liquidity level Liabilities and Equity Run-off factor Cash 12 Level 1 Stable retail deposits 55 3% Deposits at the
Given below the balance sheet,
Assets Liquidity level Liabilities and Equity Run-off factor Cash 12 Level 1 Stable retail deposits 55 3% Deposits at the Fed 19 Level 1 Less stable retail deposits 20 10 Treasury securities 125 Level 1 Unsecured wholesale funding from: GNMA securities 94 Level 2A Stable small business deposit 80 5 Loans to AA rated corporations 138 Level 2A Less stable small business deposits 49 10 Loans to BB rated corporations 106 Level 2B Nonfinancial corporates 250 75 Premises 20 Equity 60 Total $514 Total $514 Cash inflows over the next 30 days from the bank's performing assets are 55.5 million. Calculate the LCR for ABC Bank. Is the bank in compliance with LCR requirementStep by Step Solution
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