Capital Markets School - October 2023

Internal Use Only

Cash Flow Analysis

Sources of Liquidity

Uses of Liquidity

• Securities Portfolio • P&I payments • MBS cashflows • Maturities & calls • Loan Portfolio • P&I payments • Maturities

• Loan commitments • CD maturities • Public funds obligations • Repos • Borrowing repayments

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Internal Use Only

Cash Flow Analysis

Behavioral assumptions: • Deposit flows • Prepayments • Loan activity • Investments

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