Which of the following assets or liabilities fit the one-year repricing sensitivity test? (Please write Yes/No...
Which of the following assets or liabilities fit the one-year repricing sensitivity test?
(Please write Yes/No for each item)
- 3-month U.S. Treasury Bills
- 1-year U.S. Treasury Notes
- 20-year U.S. Treasury Bonds
- 20-year floating-rate corporate bonds with annual repricing
- 30-year floating-rate mortgages with repricing every two years
- 30-year floating-rate mortgages with repricing every six months
- Overnight fed funds
- 9-month fixed rate CDs
- 5-year floating-rate CDs with annual repricing
- Common Stock
Homework Answers
a.3-month U.S. Treasury Bills - yes
b.1-year U.S. Treasury Notes - yes
c.20-year U.S. Treasury Bonds - no
d.20-year floating-rate corporate bonds with annual repricing -yes
e.30-year floating-rate mortgages with repricing every two years - no
f.30-year floating-rate mortgages with repricing every six months - yes
g.Overnig fed funds - yes
h.9-month fixed rate CDs -yes
i.5-year floating-rate CDs with annual repricing -yes
j.Common Stock - no
Add Answer to:
Which of the following assets or liabilities fit the one-year
repricing sensitivity test?
(Please write Yes/No...
please include details Bank of Baruch Liabilities: 1 year Certificates of Deposit $ 225m 5 year...
please include details
Bank of Baruch Liabilities: 1 year Certificates of Deposit $ 225m 5 year Certificates of Deposit Overnight Fed Funds Equity Assets 91 day US Treasury bills 2 year US Treasury notes 5 year corporate loans-floating rate: LIBOR+150bp, quarterly roll date S 75m $150m 35m 105m 15m S55m 10 year floating rate mortgages 9-month roll dates $100m 33.What is the bank's debt a. 3.95% asset ratio? b. 4.11% c. 96.05% d. 24.33 f. 32.88% 34. What does your...
Use the following to answer questions 8-25. Bank of Baruch (BOOK VALUES - S millions) Assets:...
Use the following to answer questions 8-25. Bank of Baruch (BOOK VALUES - S millions) Assets: Liabilities: 180 day US Treasury bills $350m Overnight Repos 2 year C&I loans $500m 1 year Certificates of Deposit 10 yr floating rate mortgages $250m 30 year Subordinated debt 10 year US Treasury bonds $200m Equity 15 yr commercial mortgages S600m $275m $925m $560m Notes: The 180-day US Treasury bills yield 1.5% pa. The two year commercial (C&I) loans have an annual coupon rate...
Problem 6 (10%): The balance sheet of XYZ Bank appears below. All figures in millions of...
Problem 6 (10%): The balance sheet of XYZ Bank appears below. All figures in millions of U.S. dollars. Assets $150 1 Equity capital (fixed) Liabilities Short-term consumer loans (one-year maturity) Long-term consumer loans 1252 1303 1354 Three-month Treasury bills Six-month Treasury notes Three-year Treasury bond 1705 Demand deposits (two-year maturity) Passbook savings Three-month CDs Three-month bankers acceptances Six-month commercial paper One-year time deposits 10-year, fixed- rate mortgages 1206 30-year, 1407 floating-rate mortgages (rate adjusted every nine months) Two-year time deposits...
Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses; amounts are in millions.) Liabilities and Equity $225 Assets Cash S...
Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses; amounts are in millions.) Liabilities and Equity $225 Assets Cash S 26 Overnight repos 107 Subordinated debt 1-month T-bills (7.21%) 3-month T-bills (7.41%) 2-year T-notes (7.66%) 8-year T-notes (9.1 2%) 5-year munis (floating rate) (8.36% reset every six month) 107 7-year fixed (8.71%) 166 116 41 Equity 72 Total $463 Total $463 a. What is the repricing or funding gap if the...
please show all the calculations thanks so much. 3. The balance sheet of First Republic Bank...
please show all the calculations thanks so much.
3. The balance sheet of First Republic Bank appears below. All figures in millions of Canadian dollars. Liabilities 1Equity capital (fixed) Assets 1 Short-term consumer loans (one-year maturity) 2 Long-term consumer loans $150 $120 125 2 Term deposits (two- year maturity) 3 Demand deposits 40 3 Three-month Treasury 130 130 bills 4Three-month GICS 5Three-month bankers acceptances 6 Six-month commercial paper 140 7One-year term deposits 4 Six-month Treasury notes 5Three-year Treasury bond 135...
What is the duration of the bank’s assets? 1.05 years 1.0008 years 0.94 years 0.46 years 3.8...
What is the duration of the bank’s assets?
1.05 years
1.0008 years
0.94 years
0.46 years
3.85 years
Bank of Baruch Assets: 91 day US Treasury bill 2 vear commercial loans million Liabilities: 1 year Certificates of Deposit 5 year Bonds $150m 75m $825n 70n Fixed rate, 9% pa. annually 10 year corporate loans-iloating rate: LIBOR+50bp, semiannual roll date Overnight Fed Funds 91-day Commercial Paper Equity 100n 270r 65n 505m 1o year floating rate mortgages quarterly roll dates 600m Notes:...
9. What is the duration of the floating rate mortgages? a. 0.25 years b. 10 years c. 2 years d. 0...
9. What is the duration of the floating rate mortgages?
a. 0.25 years
b. 10 years
c. 2 years
d. 0.5 years
e. There is not enough information to answer the
question.
the right answer is A please show the work
Bank of Baruch ion Assets: 91 day US Treasury bill 2 year commercial loans $150m 75m Liabilities 1 year Certificates of Deposit 5 year Bonds $825n 70n Fixed rate, 9% pa. annually 10 year corporate loans-floating rate Overnight Fed...
The balance sheet of FIN 4100-601 Bank is listed below. Market yields are in parentheses, and...
The balance sheet of FIN 4100-601 Bank is listed below. Market yields are in parentheses, and amounts are in millions Liabilities and Equity Assets Cash Fed funds (2.05%) 3-month T-bills (3.25%) 8-year T-bonds (6.50%) 5-year munis (7.20%) 7-month C&I loans (4.8%) 2-year C&I loans (4.15%) Fixed-rate mortgages (5.10%) Duration Duration $30 150 200 250 50 200 275 Demand deposits $150 0.02 Savings accounts (0.5%) 0.22 MMDAs (3590) 7.55 (no minimum balance requirement) 4.25 3-month CDs (3.200) 0.55 5-year CDs (5%)...
11) Which of the following typically has the lowest yield? A) 5-year AAA corporate bond B)...
11) Which of the following typically has the lowest yield? A) 5-year AAA corporate bond B) 2-year U.S. Treasury note C) Fed Funds D) 3-month U.S. Treasury bill 12) Debt instruments are also called: A) adjustable notes B) credit instruments C) perpetual securities D) interest rate swaps 13) Which of the following characteristic is NOT fixed on a coupon bond? A) Current yield B) Coupon rate C) Maturity D) Par amount 14) If you purchased a U.S. Treasury at a...
please solve 4, and 5. 175 110 4. County Bank has the following market value balance...
please solve 4, and 5.
175 110 4. County Bank has the following market value balance sheet (in millions, all interest at annual rates). Assets Liabilities and Equity Cash $85 Demand deposits $185 10-year commercial loan at 10% 5-year CDs at 6% interest, interest, balloon payment balloon payment 235 15-year mortgages at 8% interest, 30-year debentures at 7% interest, balloon payment 440 balloon payment Equity Total assets $700 Total liabilities & equity $700 a) What is the maturity gap for...
please include details
Bank of Baruch Liabilities: 1 year Certificates of Deposit $ 225m 5 year Certificates of Deposit Overnight Fed Funds Equity Assets 91 day US Treasury bills 2 year US Treasury notes 5 year corporate loans-floating rate: LIBOR+150bp, quarterly roll date S 75m $150m 35m 105m 15m S55m 10 year floating rate mortgages 9-month roll dates $100m 33.What is the bank's debt a. 3.95% asset ratio? b. 4.11% c. 96.05% d. 24.33 f. 32.88% 34. What does your...
Use the following to answer questions 8-25. Bank of Baruch (BOOK VALUES - S millions) Assets: Liabilities: 180 day US Treasury bills $350m Overnight Repos 2 year C&I loans $500m 1 year Certificates of Deposit 10 yr floating rate mortgages $250m 30 year Subordinated debt 10 year US Treasury bonds $200m Equity 15 yr commercial mortgages S600m $275m $925m $560m Notes: The 180-day US Treasury bills yield 1.5% pa. The two year commercial (C&I) loans have an annual coupon rate...
Problem 6 (10%): The balance sheet of XYZ Bank appears below. All figures in millions of U.S. dollars. Assets $150 1 Equity capital (fixed) Liabilities Short-term consumer loans (one-year maturity) Long-term consumer loans 1252 1303 1354 Three-month Treasury bills Six-month Treasury notes Three-year Treasury bond 1705 Demand deposits (two-year maturity) Passbook savings Three-month CDs Three-month bankers acceptances Six-month commercial paper One-year time deposits 10-year, fixed- rate mortgages 1206 30-year, 1407 floating-rate mortgages (rate adjusted every nine months) Two-year time deposits...
Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses; amounts are in millions.) Liabilities and Equity $225 Assets Cash S 26 Overnight repos 107 Subordinated debt 1-month T-bills (7.21%) 3-month T-bills (7.41%) 2-year T-notes (7.66%) 8-year T-notes (9.1 2%) 5-year munis (floating rate) (8.36% reset every six month) 107 7-year fixed (8.71%) 166 116 41 Equity 72 Total $463 Total $463 a. What is the repricing or funding gap if the...
please show all the calculations thanks so much.
3. The balance sheet of First Republic Bank appears below. All figures in millions of Canadian dollars. Liabilities 1Equity capital (fixed) Assets 1 Short-term consumer loans (one-year maturity) 2 Long-term consumer loans $150 $120 125 2 Term deposits (two- year maturity) 3 Demand deposits 40 3 Three-month Treasury 130 130 bills 4Three-month GICS 5Three-month bankers acceptances 6 Six-month commercial paper 140 7One-year term deposits 4 Six-month Treasury notes 5Three-year Treasury bond 135...
What is the duration of the bank’s assets?
1.05 years
1.0008 years
0.94 years
0.46 years
3.85 years
Bank of Baruch Assets: 91 day US Treasury bill 2 vear commercial loans million Liabilities: 1 year Certificates of Deposit 5 year Bonds $150m 75m $825n 70n Fixed rate, 9% pa. annually 10 year corporate loans-iloating rate: LIBOR+50bp, semiannual roll date Overnight Fed Funds 91-day Commercial Paper Equity 100n 270r 65n 505m 1o year floating rate mortgages quarterly roll dates 600m Notes:...
9. What is the duration of the floating rate mortgages?
a. 0.25 years
b. 10 years
c. 2 years
d. 0.5 years
e. There is not enough information to answer the
question.
the right answer is A please show the work
Bank of Baruch ion Assets: 91 day US Treasury bill 2 year commercial loans $150m 75m Liabilities 1 year Certificates of Deposit 5 year Bonds $825n 70n Fixed rate, 9% pa. annually 10 year corporate loans-floating rate Overnight Fed...
The balance sheet of FIN 4100-601 Bank is listed below. Market yields are in parentheses, and amounts are in millions Liabilities and Equity Assets Cash Fed funds (2.05%) 3-month T-bills (3.25%) 8-year T-bonds (6.50%) 5-year munis (7.20%) 7-month C&I loans (4.8%) 2-year C&I loans (4.15%) Fixed-rate mortgages (5.10%) Duration Duration $30 150 200 250 50 200 275 Demand deposits $150 0.02 Savings accounts (0.5%) 0.22 MMDAs (3590) 7.55 (no minimum balance requirement) 4.25 3-month CDs (3.200) 0.55 5-year CDs (5%)...
11) Which of the following typically has the lowest yield? A) 5-year AAA corporate bond B) 2-year U.S. Treasury note C) Fed Funds D) 3-month U.S. Treasury bill 12) Debt instruments are also called: A) adjustable notes B) credit instruments C) perpetual securities D) interest rate swaps 13) Which of the following characteristic is NOT fixed on a coupon bond? A) Current yield B) Coupon rate C) Maturity D) Par amount 14) If you purchased a U.S. Treasury at a...
please solve 4, and 5.
175 110 4. County Bank has the following market value balance sheet (in millions, all interest at annual rates). Assets Liabilities and Equity Cash $85 Demand deposits $185 10-year commercial loan at 10% 5-year CDs at 6% interest, interest, balloon payment balloon payment 235 15-year mortgages at 8% interest, 30-year debentures at 7% interest, balloon payment 440 balloon payment Equity Total assets $700 Total liabilities & equity $700 a) What is the maturity gap for...
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