Capital Markets School - October 2023

Internal Use Only

Phase 3 (Year 1) Based on the loans and deposits you gathered, security purchases, and borrowings, revise you balance sheet structure

Calculate your liquidity position

Analyze your anticipated change in interest rate risk

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Internal Use Only

Phase 4 (Year 1) Use the Decision Sheet to document amounts of loans, deposits, investment security purchases, and borrowings • Turn in Loan and Deposit cards with your sheet Your new balance sheet structure will be modeled for Earnings at Risk exposure •Results will be returned after lunch

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