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Please use an excel sheet to calculate and give the answers, thank you! Question 8: A bank has the following balance sheet: m 3.1 m
Please use an excel sheet to calculate and give the answers, thank you!
Question 8: A bank has the following balance sheet: m 3.1 m 25.0 Cash Treasury Bonds (>1 yr) Corporate Bonds Rated A Residential Mortgages Small Business Loans (1 yr) Tier 2 capital Tier 1 Capiral 14.6 44.4 4.0 3.2 8.8 100.0 (a) What is the Net Stable Funding Ratio? (b) The bank decides to satisfy Basel III by raising more retail deposits (stable) and keeping the proceeds in Treasury bonds. What extra retail deposits need to be raised? Question 8: A bank has the following balance sheet: m 3.1 m 25.0 Cash Treasury Bonds (>1 yr) Corporate Bonds Rated A Residential Mortgages Small Business Loans (1 yr) Tier 2 capital Tier 1 Capiral 14.6 44.4 4.0 3.2 8.8 100.0 (a) What is the Net Stable Funding Ratio? (b) The bank decides to satisfy Basel III by raising more retail deposits (stable) and keeping the proceeds in Treasury bonds. What extra retail deposits need to be raisedStep by Step Solution
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