Chapter%208%20Integrated%20Mini-Case%20PR%20V

Chapter%208%20Integrated%20Mini-Case%20PR%20V - FIN 4620...

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Unformatted text preview: FIN 4620 Chapter Eight - Interest Rate Risk I In-Class Exercise State Banks Balance Sheet is listed below. Market yields are in parenthesis, and amounts are in millions. Assets Liabilities and Equity ______Cash $20 ______Demand Deposits $250 ______Fed Funds (5.05%) 150 ______Savings Accounts (1.5%) 20 ______3-month T-Bills (5.25%) 150 ______MMDAs (4.5%) ______2-year T-Notes (6.50%) 100 (no min bal requirement) 340 ______8-year T-Notes (7.50%) 200 ______3-month CDs (4.2%) 120 ______5-year Munis (floating rate) ______6-month CDs (4.3%) 220 (8.20%, repriced @ 6 months) 50 ______1-year CDs (4.5%) 375 ______6-month Consumer Loans (6%) 250 ______2-year CDs (5%) 425 ______1-year Consumer Loans (5.8%) 300 ______4-year CDs (5.5%) 330 ______5-year Car Loans (7%) 350 ______5-year CDs (6%) 200 ______7-month C&I Loans (5.8%) 200 ______Fed Funds (5%) 225 ______2-year C&I Loans (floating rate) ______Overnight Repos (5%) 290 (5.15%, repriced @ 6-months) 275 ___ ___6-mo Commercial Paper (5.05%) 300 ______15-year Variable Rate Mortgages ______Subordinate Notes: (5.8%, repriced @ 6-months) 200 (6.55%, 3-year fixed rate) 200 ______15-year Variable Rate Mortgages ______Subordinated Debt: (6.1%, repriced @ year) 400 (7.25%, 7-year fixed rate)(7....
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This note was uploaded on 01/26/2012 for the course FIN 4620 taught by Professor Patriciarobertson during the Spring '12 term at Kennesaw.

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Chapter%208%20Integrated%20Mini-Case%20PR%20V - FIN 4620...

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