Bank Analysis School Case Study

IRRSA 4.1.2

Core Analysis: Earning Assets Su nn y S tate Bank

12/31/ X5 9/30/ X5 6/30/ X5 3/31/ X5 12/31/ X4 9/30/ X4 6/30/ X4 3/31/ X4 12/31/ X 3 9/30/ X 3 6/30/ X 3 3/31/ X 3

#

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)

12

6

26

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%

Total Loans

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%

Total Securities

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

Total Earning Assets

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%

Total Embedded Options

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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