Bank Analysis School Case Study eBook

Sunny State Bank

CALCULATIONS - ASSETS CONTINUED

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Chart

Formula

16. Securities Portfolio

Securities Appreciation/Depreciation % of Portfolio

Total Fair Value of HTM Securities, Total Available-for-Sale Securities, Less Total Held-to-Maturity Securities, Less Total Amortized Cost Of Available-For-Sale Securities % Total Held-to-Maturity Securities, Total Amortized Cost Of Available-For-Sale Securities ((UBPR1771+UBPR1773-UBPR1754-UBPR1772)/(UBPR1754+UBPR1772)) Total Fair Value of HTM Securities, Total Available-for-Sale Securities, Less Total Held-to-Maturity Securities, Less Total Amortized Cost Of Available-For-Sale Securities % Tier 1 Capital Allowable Under The Risk-Based Capital Guidelines ((UBPR1771+UBPR1773-UBPR1754-UBPR1772)/UBPR8274)

Securities Appreciation/Depreciation % of Tier 1 Capital

Securities Mix (% of Total Securities)

Asset-Backed = Asset Backed Securities % Total Securities (UBPRM032) CMOs = Cmo and Remic Mortgage Backed Securities % Total Securities (UBPRM030) Comm. MBS = Commercial Mortgage Backed Securities % Total Securities (UBPRM031) Corporates = Other Domestic Debt Securities % Total Securities (UBPRM034) Municipals = Municipal Securities % Total Securities (UBPRM028)

Pass Thru MBS = Pass-Through Mortgage Backed Securities % Total Securities (UBPRM029) Treas./Agency = US Treasuries and Government Agencies % Total Securities (UBPRM027) Other = Structured Finance Products, Foreign Debt Securities, Investments in Mutual Funds and Other Marketable Securities % Total Securities (UBPRM033+UBPRM035+UBPRM036)

Securities Volume Over Time: HTM (cost, blue) & AFS (fair value, red)

HTM = Held-to-Maturity Securities (UBPR1754) AFS = Available-for-Sale Securities (UBPR1773)