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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