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You are given your bank's most recent financial statement and are asked to calculate the liquidity coverage ratio. All dollar amounts are in millions. The

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You are given your bank's most recent financial statement and are asked to calculate the liquidity coverage ratio. All dollar amounts are in millions. The run-off factors are 30-day runoffs. You expect cash inflows over the next 30 days to be $8 Assets Liabilities & Equity Run-Off Factor Cash Deposits at the Fed Liquidity Level $9Level 1 $16Level 1 $100Level 1 $71Level 2A $99 $42 5.15% 13.1% Treasury Securities $98 5.5% Stable retail depsoits Less stable retail depsoits Unsecured wholesale funding from: Stable small businesess deposits Less stable small businesess deposits Non-financial corporates Equity $102Level 2A $74 GNMA Securities Loans to A-rate Corporations Loans to B-rated corporations Premises total 12.4% $89Level 2B $50 74% $20 $407 $44. $407 You calculate the liquidity coverage ratio to be: 385% 399% 323%

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