Question 15 (5 points)

Assets	m	Liquidity Level	Liabilities and Equity	m	Run-off factor
Cash	12	Level 1	Stable retail deposits	55	3%
Deposits at the Central Bank	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 deposits	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 corporations	250	75%
Premises	20		Equity	60
Total	514			514

SBS Bank has the above balance sheet (in millions of ). Over the next 30 days, cash inflows from the bank's performing assets will be 5.5 million. The bank's LCR (liquidity coverage ratio) is

Question 15 options:

	116.00%
	105.50%
	96.45%
	112.26%