Bank Analysis School - Case Study & Resources

FDIC Certificate # OCC Charter # 0 Public Report

LIQUIDITY EXAMPLE BANK Liquidity & Investment Portfolio--Page 10A

12/31/2019

Percent of Total Assets

Year 5

PG 1 PCT

Year 4

PG 1 PCT

Year 3 14.55 0.01 41.92

PG 1 PCT

Year 2 11.14 0.00 50.90

PCT

Year 1

PG 2 PCT

Short Term Investments Marketable Equity Sec (MES) Net LN&LS & SBLC to Assets

6.29 0.00

13.86 0.02 52.72 27.40

40 31 18 56

5.80 0.00

17.86 0.03 48.76 23.61

19 29 16

18.41 0.03 49.73 26.28

43 53 26

3.90 0.02

89 44

9.79 0.01

3.71 0.02

86 54

37.03 29.08

33.29

70.28 38.81

5 4

53.94 10.24

70.17 38.77

8 4

Pledged Assets

4.10

9

6.85

6

8.22

Securities Mix % Total Securities US Treas & Govt Agencies

14.18 6.32 54.82 9.56 13.58 0.00 0.00

22.99 2.35 35.75 12.34 9.01 1.67 3.77

37 78 75 50 75 28 34 56 65 31 96 96 51 20 81 15 18 6

13.19 5.71 58.29 9.02 13.17 0.00 0.00

22.56 2.10 35.73 13.31 9.99 1.98 1.04

45 80 77 51 64 25 58 61 58 29 96 90 29 14 16 16 12 3

10.60 7.66 44.78 21.04 15.84 0.00 0.00

17.36 2.75 33.77 16.51 11.72 1.77 0.86

40 83 60 70 63 23 60 33 50 46 96 96 43 44 93 26 10 16

26.69 6.44 40.14 11.98 14.72 0.00 0.00

9.06 10.48 31.87 19.90 10.91 0.70 0.24

88 47 66 39 67 66 79 30 83 43 98 88 48 54 97 18

27.13 6.83 35.11 18.89 12.00 0.00 0.00

10.83 11.94 29.75 21.01 8.25 0.70 0.21

82 41 61 46 69 67 82 36 80 48 98

Municipal Securities

Pass-Through Mtg Backed Secs CMO & REMIC Mtg Backed Secs Commercial Mtg Back Secs Asset Backed Securities Structured Financial Products Other Domestic Debt Secs Foreign Debt Securities Inv Mut Fnd & Oth Mktbl Liquidity/Securities Ratios: App (Dep) Hi Risk & Struc/T1 Cap App (Dep) in AFS sec to AFS Sec App (Dep) in HTM Sec to HTM Sec App (Dep) in HTM Sec to Eqy Cap Pledged Securities to Tot Sec Pledged Loans to Total Loans Total

0.60 0.93 0.00

1.04 3.08 0.12

0.57 0.05 0.00

1.11 3.22 0.14

0.00 0.05 0.02

0.86 4.08 0.15

0.00 0.03 0.00

1.76 0.04 0.21

0.00 0.03 0.01

1.49 0.06 0.18

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

100.00

0.00 -8.86 -16.60 -98.08 47.19

-0.10 -8.40 -10.25 -17.06 23.46 36.65

0.00 -0.54 -0.99 -6.59 3.58 6.13 0.00

0.00 -0.02 1.23 -0.05 22.46 33.06 1.78

0.00 2.21 3.76 8.83 9.58 7.20 0.00

0.00 2.50 4.33 2.06

0.00 0.87 1.97 5.41

0.00 1.00 1.94 0.36

0.00 -0.92 -1.93 -6.57 15.44

-0.02 -1.51 -1.10 -0.36 37.56 44.62 0.35

96 78 36

2

24.15 37.05 1.39

11.31 7.87 0.00

34.49 45.64 0.64

20

7.30 0.00

6

7.70 0.00

5

Loans HFS to Total Loans

0.62

16

17

Short Term Investments Short Term Assets

13,140,000 56,078,000

12,091,000 52,598,000

16,569,229 44,056,220

7,788,572 28,119,449

5,495,418 21,680,742

Debt Securities 90+ Days P/D Total Non-Current Debt Sec Fair Value Structured Notes Pledged Securities Pledged Loans & Leases

0 0 0

0 0 0

0 0 0

0 0 0

0 0 0

55,358,000 5,421,000

4,483,000 4,062,000

4,543,516 3,251,281

3,138,965 2,609,279

3,564,029 2,181,988

Loans HFS

0

0

0

0

0

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