Mini-Case 1- Bal Sht & Inc St - FA2010-Set Up

Mini-Case 1- Bal Sht & Inc St - FA2010-Set Up -...

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Financial Statement Mini-Project All Dollar Values are in Millions of $ All interest rates are stated as the average, annual % rate on the respective category of asset or liability Definitions REL Real Estate Loans COML Commercial Loans CONL Consumer Loans STS Short-term Securities INVS Investment Securities NIBTA Non-Interest Bearing Transaction Accounts (Demand Deposits) NOW Interest Bearing Transactions Accounts (NOW Accts., ATS, Sharedrafts, etc.) CD BF Borrowed Funds RLLL PD Probability of Default LGD Loss Given Default = (1 - recovery rate) EAD Exposure at Default  PLLL Provision for Loan and Lease Losses Asset or Liability REL COML CONL STS INVS NOW Interest Rate Paid or Received 6.0600% 7.0000% 6.9300% 4.3000% 4.3000% 2.3200% Probability of Default PD 1.8000% 1.7700% 4.7500% Loss Given Default - LGD 20.0000% 40.0000% 50.0000% Note: EAD is assumed to be the entire loan balance outstanding for each type of loan
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This note was uploaded on 03/16/2011 for the course FIN 4324 taught by Professor Clark during the Spring '11 term at FSU.

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Mini-Case 1- Bal Sht & Inc St - FA2010-Set Up -...

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