Bank Analysis School Case Study

Sunny State Bank

SECURITIES PORTFOLIO

Securities Mix Qtr

Securities Portfolio Over Time

28M

20X5 Q4

24M

Securities Mix (Single Quarter)

20M

Quarter

20X5 Q4

16M

Metrics

Asset-Backed CMOs Comm. MBS Corporates Municipals Pass Thru MBS Treas./Agency

12M

18.7%

31.1%

8M

4M

50.2%

20X0 Q4

20X1 Q1

20X1 Q2

20X1 Q3

20X1 Q4

20X2 Q1

20X2 Q2

20X2 Q3

20X2 Q4

20X3 Q1

20X3 Q2

20X3 Q3

20X3 Q4

20X4 Q1

20X4 Q2

20X4 Q3

20X4 Q4

20X5 Q1

20X5 Q2

20X5 Q3

20X5 Q4

Securities Appreciation/Depreciation % of Portfolio

Securities Appreciation/Depreciation % of Tier 1 Capital

2.91%

2.00%

4.00%

1.68%

2.35%

0.61%

0.86%

(0.18%)

1.00%

0.52%

0.00%

0.43%

0.69%

0.15%

(2.28%)

(2.84%)

(0.87%)

(0.22%)

(1.58%)

0.00%

(0.49%)

(2.20%)

(3.94%)

(4.00%)

(0.79%)

(0.44%)

(0.51%)

(1.00%)

(7.03%)

Metrics

(8.00%)

(8.46%)

(1.70%)

(9.14%)

(2.00%)

(2.00%)

Bank State All Banks

(2.36%)

(10.32%)

(12.00%)

(13.01%)

(2.68%)

(3.00%)

(3.10%)

(3.37%)

(15.23%)

(3.66%)

(15.63%)

(16.00%)

(4.00%)

(15.81%)

(3.86%)

(18.66%)

(4.65%)

(5.00%)

(20.00%)

20X0 Q4

20X1 Q1

20X1 Q2

20X1 Q3

20X1 Q4

20X2 Q1

20X2 Q2

20X2 Q3

20X2 Q4

20X3 Q1

20X3 Q2

20X3 Q3

20X3 Q4

20X4 Q1

20X4 Q2

20X4 Q3

20X4 Q4

20X5 Q1

20X5 Q2

20X5 Q3

20X5 Q4

20X0 Q4

20X1 Q1

20X1 Q2

20X1 Q3

20X1 Q4

20X2 Q1

20X2 Q2

20X2 Q3

20X2 Q4

20X3 Q1

20X3 Q2

20X3 Q3

20X3 Q4

20X4 Q1

20X4 Q2

20X4 Q3

20X4 Q4

20X5 Q1

20X5 Q2

20X5 Q3

20X5 Q4