BAS Case Study - March 2023
IRRSA 4.1.2
Core Analysis: Earning Assets Su nn y S tate Bank
#
12/31/18 9/30/18 6/30/18 3/31/18 12/31/17 9/30/17 6/30/17 3/31/17 12/31/16 9/30/16 6/30/16 3/31/16
Measure
1 Market Proxy: Federal Funds
0.95%
0.69%
0.45%
0.30%
0.25%
2.22%
1.79%
1.44%
1.20%
1.06%
0.37%
1.92%
-7
2 Market Proxy Quarterly Change (bp)
26
12
6
13
35
24
24
15
14
11
30
-19%
3 Market Proxy Percent Change
16%
24%
20%
13%
50%
32%
7%
12%
53%
38%
48%
4 Total Assets ($000s)
82,223
82,772
83,573
84,017
84,165
82,990
81,209
85,003
81,748
86,109
84,099
82,758
5 Tier 1 leverage capital ratio
7.96%
7.74%
7.69%
7.89%
8.41%
8.51%
8.70%
8.90%
8.97%
8.17%
8.44%
8.84%
6 Notional Derivatives ($000s)
0
0
0
0
0
0
0
0
0
0
0
0
7 Earning Assets{% of Total Assets): 8 Loans Oto 1 Year
6%
6%
6%
6%
7%
5%
5%
5%
7%
7%
5%
7%
9 Loans 1 to 5 Years
6%
7%
7%
7%
7%
7%
7%
7%
8%
8%
8%
8%
42%
43%
42%
41%
42%
42%
41%
40%
41%
43%
39%
10 Loans Over 5 Years
40%
TotalLoans
56%
55%
55%
55%
54%
54%
54%
55%
55%
56%
53%
55%
11
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
12 Other MBS with WAL 3 Years or Less
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
13 Other MBS with WAL Over 3 Years
14 Mortgage Pass-Throughs 0-1 Year
0%
0%
0%
1%
1%
1%
1%
1%
1%
1%
1%
1%
6%
2%
2%
2%
2%
2%
15 Mortgage Pass-Throughs 1-5 Years
1%
1%
1%
1%
1%
1%
14%
15%
15%
15%
14%
13%
14%
14%
14%
14%
14%
16 Mortgage Pass-Throughs Over 5 Years
8%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
17 Other Debt Securities 0-1 Year
1%
1%
4%
2%
2%
2%
2%
2%
2%
2%
18 Other Debt Securities 1-5 Years
3%
1%
1%
1%
13%
13%
12%
12%
10%
11%
14%
10%
19 Other Debt Securities Over 5 Years
13%
13%
10%
11%
20 Equities
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
TotalSecurities
31%
31%
31%
31%
31%
21
30%
30%
30%
30%
31%
32%
31%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
22 Trading Assets
2%
2%
23 Other Interest Bearing Assets
0%
0%
0%
3%
0%
0%
0%
0%
1%
1%
24
TotalEarningAssets
86%
86%
86%
86%
86%
86%
87%
87%
87%
87%
87%
87%
25 Risk Indicators{%Tier 1 capital): 26 Securities Appreciation (Depreciation)
-13% -19% -16%
-15% -7%
-10%
2%
3%
-4% -3%
-8%
1%
42%
42%
42%
28%
35%
21%
27 Structured Notes Amortized Cost
43%
46% 46% 46% 46% 46%
-3% -2% -1% -1% -2% -2% 0%
-2% -3% -3%
0%
0%
28 Structured Notes Apprec. (Depree.)
29 Mortgage Servicing Assets plus Retained Interests
1%
1% 1%
1% 1%
1% 1% 1%
1% 1%
1%
1%
30 Assets with Embedded Options{%TA): 31 Residential Fixed-Rate Mortgages
32%
30%
30%
29%
27%
26%
26%
27%
31%
28%
28%
31%
32 1 Residential ARMs
3%
4%
4%
5%
3%
3%
3%
3%
4%
4%
4%
4%
33 Closed-End Jr Lien Residential Mortgages
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
1%
34 Mortgage Servicing Assets
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
0%
35 Mortgage Securities
15%
15%
17%
15%
17%
17%
17%
16%
16%
16%
16%
16%
4%
3%
2%
2%
36 Structured Notes
4%
4%
3%
4%
4%
4%
4%
4%
52%
52%
37
54%
53%
TotalEmbeddedOptions
54%
55%
52%
50%
50%
51%
51%
54%
Footnotes: 1. For Call Report FFIEC 051, Memorandum item 4 is to be completed semiannually in the June and December reports only.
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