Uniform Bank Performance report help!

UBPR: https://cdr.ffiec.gov/public/Reports/UbprReport.aspx?rptCycleIds=101%2c86%2c81%2c76%2c72&rptid=283&idrssd=3118447&peerGroupType=&supplemental=

Analyzing Risk Measures Worksheet

Use Year-end 2016 Data for First Community Bank (FDIC Cert. #34047) to Complete Sections A, B & E

Overview:

Use average balance sheet data and periodic flow income statement data to calculate ratios.

Always compare ratios over time to capture trends and relative to peer institutions at the

same point in time to assess the relative level of performance.

A. Capital Adequacy

1. Tier 1 Leverage Ratio = Tier 1 Capital /TA = _______________

2. Tier 1 Risk-based Ratio = Tier 1 Capital / Risk-weighted assets = _______________

3. Total Risk-based Ratio = Total Capital / Risk-weighted assets = _______________

4. Tangible equity / Tangible assets =

B. Asset Quality

5. Non-current loans / Total loans = _____________

6. Troubled debt restructurings / Total loans = ________

7. Net charge-offs / Total loans = _____________

8. Allowance for loan losses / Total loans = _____________

9. Allowance for loan losses / Non-current loans = _____________

10. ( ALLL + Net charge-offs ) / ( Non-current loans + Net charge-offs) = _______________

11. Total delinquencies / Total loans =

12. Texas Ratio = Non-current loans / ( Tangible equity + ALLL ) =

C. Management

13. Look at CAMELS ratings

14. What is the quality of key policies?

15. Examine corporate governance practices and policies

16. What is the depth of senior management?

17. Examine management turnover

D. Earnings (See Profitability Analysis)

E. Liquidity Risk

18. Short-term investments = _______________

TA

19. Core deposits = _______________

TA

20. Short-term non-core funding = _______________

TA

21. Net non-core funding dependence = Non-core liabilities Short-term investments =

Long-term assets

22. Net loans & leases = _______________

Core deposits

23. Available-for-sale securities = _______________

Total securities

24. Pledged securities = _______________

Total securities

F. Sensitivity to Market Risk

25. GAP (1-year cumulative)

26. Earnings sensitivity for rate shocks (+/- 1%, 2%, 3%, 4%, 5%)

27. Economic value of equity sensitivity (+/- 1%, 2%, 3%, 4%, 5%)

28. Value-at-Risk (VaR)

G. Legal & Regulatory Risk

29. Is the bank under an enforcement action?

30. What outstanding or anticipated material legal actions exist or are likely to arise?

31. Are there any dissident stockholders or shareholder unrest?

32. How common are exceptions to policies?

H. Reputation Risk

33. What is the firms reputation in the local community?

34. What is the firms reputation in the capital markets?

35. What is the firms reputation among peer institutions?

36. Has the firm faced negative publicity and how did management and employees handle it?

I. Operational Risk

37. What is the quality of audits?

38. What is the firms reputation regarding operations among customers and peers?

39. Has the firm has policy breaches that are material?