Accounting ProBanker & Bank Management Simulation Excel Sheet

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ProBanker Simulations
Bank Management Simulation
Game
Game mode
Last quarter simulated
SIMAR’s ASSIGNMENT 7
autosim
1
Total number of markets
Total number of banks
1
1
Last simulated
Reporter version
2020-04-01 14:16:22
v2.0.0
Bank
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Performance Report
Market Value
Times Recapitalized
Cumulative Dividends
Price per Share
Current Net Income
ROA
ROE
NIM
Bond Market Report
Floating-rate Loan Base
Gross Domestic Product ($ billions)
Maturing start of:
Quarter T
Market Price (T)
Quarter T+1
Market Price (T+1)
Market Yield (T+1)
Coupon Amount (T+1)
Quarter T+2
Market Price (T+2)
Market Yield (T+2)
Coupon Amount (T+2)
Quarter T+3
Market Price (T+3)
Market Yield (T+3)
Coupon Amount (T+3)
Quarter T+4
Market Price (T+4)
Market Yield (T+4)
Coupon Amount (T+4)
Quarter T+5
Market Price (T+5)
Market Yield (T+5)
Coupon Amount (T+5)
Quarter T+6
Market Price (T+6)
Market Yield (T+6)
Coupon Amount (T+6)
Quarter T+7
Market Price (T+7)
Market Yield (T+7)
Coupon Amount (T+7)
Quarter T+8
Market Price (T+8)
Q0
$20.746,97
0
$0,00
$20,75
$552,11
0,05%
0,60%
0,99%
Q0
4,23%
$4.231,00
$1.000,00
$1.004,95
4,23%
$62,30
$1.006,90
4,83%
$62,30
$1.008,82
5,03%
$62,30
$1.009,77
5,23%
$62,30
$1.009,18
5,48%
$62,30
$1.007,46
5,73%
$62,30
$1.004,63
5,98%
$62,30
$1.000,00
Market Yield (T+8)
Coupon Amount (T+8)
Economic Environment Report
CAPITAL REQUIREMENTS
Minimum Tier I + Tier II Capital to Risk Assets
Minimum Tier I Capital to Risk Assets
Minimum Tier I Capital to Total Assets
DEPOSIT RESTRICTIONS
Retail Demand Deposits
Reserve Requirement
Interest Rate Ceiling
Corporate Demand Deposits
Reserve Requirement
Interest Rate Ceiling
Savings Deposits
Reserve Requirement
Interest Rate Ceiling
Retail CDs
Reserve Requirement
Interest Rate Ceiling
Long-term Time Deposits
Reserve Requirement
Interest Rate Ceiling
Negotiable CDs
Reserve Requirement
ASSET RISK WEIGHTS
Required Reserves
Excess Reserves
Federal Funds Sold
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Bonds
Fixed Assets
OTHER RATES
Annualized FDIC Premium (% of insured deposits)
Annualized Penalty Premium on Discount Window Advances
Percentage of Nonperforming Loans in Loan Loss Allowance
Corporate Income Tax Rate
Long-Term Capital Gains Tax Rate
Minimum Holding Period for Long-term Capital Gains
6,23%
$62,30
Q0
8,00%
4,00%
3,00%
10,00%
0,00%
10,00%
0,00%
0,00%
9.900,00%
0,00%
-9.900,00%
0,00%
-9.900,00%
0,00%
0,00%
20,00%
20,00%
100,00%
100,00%
100,00%
50,00%
0,00%
100,00%
0,28%
5,00%
100,00%
35,00%
35,00%
0
Q1
$24.207,11
0
$0,00
$24,21
$744,88
0,07%
0,81%
0,96%
Q1
4,23%
$4.275,74
$1.000,00
$1.004,95
4,23%
$62,30
$1.006,88
4,83%
$62,30
$1.008,78
5,03%
$62,30
$1.009,68
5,23%
$62,30
$1.009,00
5,48%
$62,30
$1.007,14
5,73%
$62,30
$1.004,12
5,98%
$62,30
$1.000,00
6,23%
$62,30
Q1
8,00%
4,00%
3,00%
10,00%
0,00%
10,00%
0,00%
0,00%
9.900,00%
0,00%
-9.900,00%
0,00%
-9.900,00%
0,00%
0,00%
20,00%
20,00%
100,00%
100,00%
100,00%
50,00%
0,00%
100,00%
0,28%
5,00%
100,00%
35,00%
35,00%
0
Market Average Balance Sheet
ASSETS
Required Reserves
Excess Reserves
Federal Funds Sold
Federal Funds (Rate)
Fixed-rate Corporate Loans
Fixed-rate Corporate Loans (Rate)
Floating-rate Corporate Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
Consumer Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Retail Mortgage Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Government Bonds, maturing start of:
T+1
T+2
T+3
T+4
T+5
T+6
Q0
$18.513,76
$0,00
$0,00
4,23%
$99.452,00
9,30%
$130.675,66
4,00%
$132.571,74
4,00%
$62.374,50
11,00%
$51.313,91
11,00%
$66.622,09
11,00%
$55.217,62
11,00%
$39.602,30
9,00%
$35.190,68
9,00%
$32.834,30
9,00%
$28.647,09
9,00%
$34.012,86
9,00%
$33.561,60
9,00%
$31.234,88
9,00%
$30.864,13
9,00%
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
T+7
T+8
Fixed Assets
Loan Loss Allowance
TOTAL ASSETS
LIABILITIES
Federal Funds Purchased
Federal Funds Purchased (rate)
Demand Deposits
Retail
Retail (rate)
Corporate
Corporate (rate)
Negotiable CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Savings Deposits
Savings Deposits (rate)
Retail CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
Long-term Time Deposits, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Discount Window Advances
$15.000,00
$15.000,00
$14.739,00
$3.500,29
$1.013.927,84
$25.000,00
4,23%
$99.447,39
0,00%
$85.690,19
0,00%
$33.000,00
5,23%
$33.000,00
5,23%
$33.000,00
5,23%
$33.000,00
5,23%
$58.294,50
5,00%
$115.073,94
6,00%
$120.743,01
6,00%
$26.651,00
7,50%
$25.477,53
7,50%
$26.094,26
7,50%
$26.308,81
7,50%
$27.889,83
7,50%
$26.745,60
7,50%
$26.436,12
7,50%
$25.342,70
7,50%
$75.463,21
Discount Window Advances (rate)
EQUITY CAPITAL
Net Worth and Retained Earnings
TOTAL LIABILITIES AND NET WORTH
Bank
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Regional Interest Rate Report
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Retail Demand Deposits
Corporate Demand Deposits
Savings Deposits
Retail CDs
Long-term Time Deposits
9,23%
$91.269,72
$1.013.927,84
Q0
9,30%
4,00%
11,00%
9,00%
0,00%
0,00%
5,00%
6,00%
7,50%
Q1
$17.715,51
$0,00
$0,00
4,23%
$93.389,10
9,30%
$132.571,74
4,00%
$126.103,03
4,00%
$51.313,91
11,00%
$66.622,09
11,00%
$55.217,62
11,00%
$123.204,42
8,50%
$35.190,68
9,00%
$32.834,30
9,00%
$28.647,09
9,00%
$34.012,86
9,00%
$33.561,60
9,00%
$31.234,88
9,00%
$30.864,13
9,00%
$6.425,40
11,50%
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$14.370,53
$4.348,66
$1.028.930,23
$50.000,00
4,23%
$89.936,17
0,00%
$87.218,92
0,00%
$33.000,00
5,23%
$33.000,00
5,23%
$33.000,00
5,23%
$50.000,00
5,23%
$56.290,74
5,00%
$120.743,01
6,00%
$106.911,32
6,00%
$25.477,53
7,50%
$26.094,26
7,50%
$26.308,81
7,50%
$27.889,83
7,50%
$26.745,60
7,50%
$26.436,12
7,50%
$25.342,70
7,50%
$23.667,68
7,50%
$68.852,94
9,23%
$92.014,60
$1.028.930,23
Q1
9,30%
4,00%
8,50%
11,50%
0,00%
0,00%
5,00%
6,00%
7,50%
Summary Balance Sheet
ASSETS
Required Reserves (at the Federal Reserve)
Excess Reserve Balances
Federal Funds Sold
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Government Bonds
Fixed Assets
Loan Loss Allowance
TOTAL ASSETS
LIABILITIES
Federal Funds Purchased
Corporate Demand Deposits
Retail Demand Deposits
Negotiable CDs
Savings Deposits
Retail CDs
Long-term Time Deposits
Discount Window Advances
Net Worth and Retained Earnings
TOTAL LIABILITIES AND NET WORTH
Income and Expense Report
CURRENT REVENUE
Fee Income
Retail Demand Deposits
Corporate Demand Deposits
Interest Income
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Government Bonds
Federal Funds Sold
Realized Gain/Loss on Bonds
TOTAL REVENUE
CURRENT EXPENSES
Interest Expense
Federal Funds Purchased
Corporate Demand Deposits
Retail Demand Deposits
Negotiable CDs
Savings Deposits
Q0
$18.513,76
$0,00
$0,00
$99.452,00
$263.247,39
$235.528,13
$265.947,84
$120.000,00
$14.739,00
$3.500,29
$1.013.927,84
$25.000,00
$85.690,19
$99.447,39
$132.000,00
$58.294,50
$235.816,95
$210.945,86
$75.463,21
$91.269,72
$1.013.927,84
Q0
$745,86
$321,34
$2.309,09
$5.400,01
$6.413,48
$5.977,96
$1.869,00
$0,00
$0,00
$23.036,73
$264,38
$0,00
$0,00
$1.725,90
$728,68
Long-term Time Deposits
Retail CDs
Discount Window Advances
Provision for Loan Losses
Advertising
Consumer Loans
Mortgage Loans
Retail Demand Deposits
Corporate Demand Deposits
Retail CDs
Savings Deposits
Long-term Time Deposits
Other Non-interest Operating Costs
FDIC Insurance Premium
Federal Funds
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Government Bonds
Retail Demand Deposits
Corporate Demand Deposits
DD Costs Offset by Excess Reserves
Negotiable CDs
Savings Deposits
Retail CDs
Long-term Time Deposits
Premises and Fixed Assets
Other Transaction Costs
Restructuring Charges
TOTAL EXPENSES
NET CURRENT OPERATING EARNINGS
Taxes on Current Earnings
Realized Capital Gains
Taxes Applicable to Capital Gains
Total Taxes
TOTAL NET INCOME
Bank Balance Sheet
ASSETS
Required Reserves
Excess Reserves
Federal Funds Sold
Federal Funds (Rate)
Fixed-rate Corporate Loans
Fixed-rate Corporate Loans (Rate)
Floating-rate Corporate Loans, maturing start of:
$3.955,23
$3.537,25
$1.741,31
$634,85
$150,00
$80,00
$410,00
$580,00
$290,00
$140,00
$60,00
$575,54
$27,50
$198,90
$526,49
$1.162,98
$409,60
$30,00
$747,54
$321,34
$0,00
$36,30
$76,06
$308,94
$263,68
$3.099,61
$105,25
$4,31
$22.187,34
$849,40
$297,29
$0,00
$0,00
$297,29
$552,11
Q0
$18.513,76
$0,00
$0,00
4,23%
$99.452,00
9,30%
T+1
T+1 (rate)
T+2
T+2 (rate)
Consumer Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Retail Mortgage Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Government Bonds, maturing start of:
T+1
T+2
T+3
T+4
T+5
T+6
T+7
T+8
Fixed Assets
Loan Loss Allowance
TOTAL ASSETS
LIABILITIES
Federal Funds Purchased
Federal Funds Purchased (rate)
Demand Deposits
Corporate
$130.675,66
4,00%
$132.571,74
4,00%
$62.374,50
11,00%
$51.313,91
11,00%
$66.622,09
11,00%
$55.217,62
11,00%
$39.602,30
9,00%
$35.190,68
9,00%
$32.834,30
9,00%
$28.647,09
9,00%
$34.012,86
9,00%
$33.561,60
9,00%
$31.234,88
9,00%
$30.864,13
9,00%
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$14.739,00
$3.500,29
$1.013.927,84
$25.000,00
4,23%
$85.690,19
Corporate (rate)
Retail
Retail (rate)
Negotiable CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Savings Deposits
Savings Deposits (rate)
Retail CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
Long-term Time Deposits, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Discount Window Advances
Discount Window Advances (rate)
EQUITY CAPITAL
Net Worth and Retained Earnings
TOTAL LIABILITIES AND NET WORTH
Bond Portfolio Report
Book Value of Portfolio
Market Value of Portfolio
Maturing start of:
Quarter T
0,00%
$99.447,39
0,00%
$33.000,00
5,23%
$33.000,00
5,23%
$33.000,00
5,23%
$33.000,00
5,23%
$58.294,50
5,00%
$115.073,94
6,00%
$120.743,01
6,00%
$26.651,00
7,50%
$25.477,53
7,50%
$26.094,26
7,50%
$26.308,81
7,50%
$27.889,83
7,50%
$26.745,60
7,50%
$26.436,12
7,50%
$25.342,70
7,50%
$75.463,21
9,23%
$91.269,72
$1.013.927,84
Q0
$120.000,00
$120.775,74
Market Price (T)
Bank Holdings
Quarter T+1
Market Price (T+1)
Market Yield (T+1)
Coupon Amount (T+1)
Bank Holdings
Quarter T+2
Market Price (T+2)
Market Yield (T+2)
Coupon Amount (T+2)
Bank Holdings
Quarter T+3
Market Price (T+3)
Market Yield (T+3)
Coupon Amount (T+3)
Bank Holdings
Quarter T+4
Market Price (T+4)
Market Yield (T+4)
Coupon Amount (T+4)
Bank Holdings
Quarter T+5
Market Price (T+5)
Market Yield (T+5)
Coupon Amount (T+5)
Bank Holdings
Quarter T+6
Market Price (T+6)
Market Yield (T+6)
Coupon Amount (T+6)
Bank Holdings
Quarter T+7
Market Price (T+7)
Market Yield (T+7)
Coupon Amount (T+7)
Bank Holdings
Quarter T+8
Market Price (T+8)
Market Yield (T+8)
Coupon Amount (T+8)
Capitalization Report
Price Per Share
Current quarter
Prior quarter
Market Value of Equity
$1.000,00
$15.000,00
$1.004,95
4,23%
$62,30
$15.000,00
$1.006,90
4,83%
$62,30
$15.000,00
$1.008,82
5,03%
$62,30
$15.000,00
$1.009,77
5,23%
$62,30
$15.000,00
$1.009,18
5,48%
$62,30
$15.000,00
$1.007,46
5,73%
$62,30
$15.000,00
$1.004,63
5,98%
$62,30
$15.000,00
$1.000,00
6,23%
$62,30
Q0
$20,75
$19,38
Current quarter
Prior quarter
Book Value of Equity
Current quarter
Prior quarter
Number of Shares Outstanding
Current quarter
Prior quarter
Number of Shares Sold by Management
Current quarter
Prior quarter
Price of Shares Sold by Management
Current quarter
Prior quarter
Number of Shares Sold by Regulators
Current quarter
Prior quarter
Price of Shares Sold by Regulators
Current quarter
Prior quarter
Dividends Paid
Current quarter
Prior quarter
Net Total Assets
Current quarter
Prior quarter
Risk-weighted Assets
Current quarter
Prior quarter
Basel Tier I Ratio
Current quarter
Prior quarter
Basel Tier I+II Ratio
Current quarter
Prior quarter
Capital/Asset Ratio
Current quarter
Prior quarter
Loan Performance Report
Fixed-Rate Corporate Loans
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
Floating-Rate Corporate Loans
$20.746,97
$19.384,26
$91.269,72
$91.269,72
1.000.000
1.000.000
0
0
$0,00
$0,00
0
0
$0,00
$0,00
$0,00
$0,00
$1.013.927,84
$1.053.390,55
$745.940,44
$783.020,64
12,24%
11,66%
12,70%
12,14%
9,00%
8,66%
Q0
$111.402,64
$96,44
0,09%
0,14%
$136,41
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
Consumer Loans
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
Mortgage Loans
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
TOTAL
TOTAL Matured Last Quarter ($1,000s)
TOTAL Defaulted ($1,000s)
TOTAL Nonperforming ($1,000s)
Decisions
Quantities
Initial Reserve Allocation
Federal Funds Sold
Federal Funds Purchased
90-day Negotiable CDs to Issue
180-day Negotiable CDs to Issue
360-day Negotiable CDs to Issue
New 8-quarter Bonds to Purchase
Bonds to Sell, due start of T+2
Bonds to Sell, due start of T+3
Bonds to Sell, due start of T+4
Bonds to Sell, due start of T+5
Bonds to Sell, due start of T+6
Bonds to Sell, due start of T+7
Bonds to Sell, due start of T+8
Rates
Fixed-rate Corporate Loans
Floating-rate Loan Spread
Consumer Loans
Mortgage Loans
Corporate Demand Deposits
Retail Demand Deposits
Savings Deposits
Retail CDs
$148.501,26
$279,57
0,19%
0,30%
$792,40
$62.438,61
$490,30
0,79%
0,98%
$2.310,58
$34.822,21
$24,50
0,07%
0,10%
$260,90
$357.164,72
$890,81
$3.500,29
Q0
$0,00
$0,00
$25.000,00
$0,00
$0,00
$33.000,00
$15.000,00
$0,00
$0,00
$0,00
$0,00
$0,00
$0,00
$0,00
9,30%
4,00%
11,00%
9,00%
0,00%
0,00%
5,00%
6,00%
Long-term Time Deposits
Advertising
Consumer Loans
Mortgage Loans
Retail Demand Deposits
Corporate Demand Deposits
Retail CDs
Savings Deposits
Long-term Time Deposits
Other Miscellaneous Decisions
Number of Shares to Sell
Provision for Loan Losses
Corporate Loan Standard, Fixed Rate
Corporate Loan Standard, Floating-rate
Total Dividends
Percent of Cost Charged to Retail DD
Percent of Cost Charged to Corporate DD
7,50%
$150,00
$80,00
$410,00
$580,00
$290,00
$140,00
$60,00
0
$1,00
0
0
$0,00
100,00%
100,00%
Q1
$17.715,51
$0,00
$0,00
$93.389,10
$258.674,77
$296.358,04
$232.770,95
$120.000,00
$14.370,53
$4.348,66
$1.028.930,23
$50.000,00
$87.218,92
$89.936,17
$149.000,00
$56.290,74
$227.654,33
$207.962,54
$68.852,94
$92.014,60
$1.028.930,23
Q1
$449,68
$261,66
$2.167,99
$5.302,24
$7.305,13
$5.272,16
$1.869,00
$0,00
$0,00
$22.627,87
$528,75
$0,00
$0,00
$1.948,18
$703,63
$3.899,30
$3.414,81
$1.588,78
$1.798,83
$150,00
$80,00
$410,00
$580,00
$290,00
$140,00
$60,00
$572,64
$55,00
$46,69
$129,34
$419,56
$1.228,11
$30,00
$449,68
$263,19
$0,00
$55,00
$28,15
$113,83
$103,98
$2.368,48
$25,98
$0,00
$21.481,90
$1.145,97
$401,09
$0,00
$0,00
$401,09
$744,88
Q1
$17.715,51
$0,00
$0,00
4,23%
$93.389,10
9,30%
$132.571,74
4,00%
$126.103,03
4,00%
$51.313,91
11,00%
$66.622,09
11,00%
$55.217,62
11,00%
$123.204,42
8,50%
$35.190,68
9,00%
$32.834,30
9,00%
$28.647,09
9,00%
$34.012,86
9,00%
$33.561,60
9,00%
$31.234,88
9,00%
$30.864,13
9,00%
$6.425,40
11,50%
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$15.000,00
$14.370,53
$4.348,66
$1.028.930,23
$50.000,00
4,23%
$87.218,92
0,00%
$89.936,17
0,00%
$33.000,00
5,23%
$33.000,00
5,23%
$33.000,00
5,23%
$50.000,00
5,23%
$56.290,74
5,00%
$120.743,01
6,00%
$106.911,32
6,00%
$25.477,53
7,50%
$26.094,26
7,50%
$26.308,81
7,50%
$27.889,83
7,50%
$26.745,60
7,50%
$26.436,12
7,50%
$25.342,70
7,50%
$23.667,68
7,50%
$68.852,94
9,23%
$92.014,60
$1.028.930,23
Q1
$120.000,00
$120.758,20
$1.000,00
$15.000,00
$1.004,95
4,23%
$62,30
$15.000,00
$1.006,88
4,83%
$62,30
$15.000,00
$1.008,78
5,03%
$62,30
$15.000,00
$1.009,68
5,23%
$62,30
$15.000,00
$1.009,00
5,48%
$62,30
$15.000,00
$1.007,14
5,73%
$62,30
$15.000,00
$1.004,12
5,98%
$62,30
$15.000,00
$1.000,00
6,23%
$62,30
Q1
$24,21
$20,75
$24.207,11
$20.746,97
$92.014,60
$91.269,72
1.000.000
1.000.000
0
0
$0,00
$0,00
0
0
$0,00
$0,00
$0,00
$0,00
$1.028.930,23
$1.013.927,84
$779.177,91
$745.940,44
11,81%
12,24%
12,37%
12,70%
8,94%
9,00%
Q1
$99.452,00
$129,02
0,13%
0,15%
$142,09
$130.675,66
$274,21
0,21%
0,38%
$971,66
$62.374,50
$517,56
0,83%
1,01%
$2.999,33
$39.602,30
$29,66
0,07%
0,10%
$235,58
$332.104,46
$950,46
$4.348,66
Q1
$25.000,00
$0,00
$50.000,00
$0,00
$0,00
$50.000,00
$15.000,00
$0,00
$0,00
$0,00
$0,00
$0,00
$0,00
$0,00
9,30%
4,00%
8,50%
11,50%
0,00%
0,00%
5,00%
6,00%
7,50%
$150,00
$80,00
$410,00
$580,00
$290,00
$140,00
$60,00
0
$500,00
0
0
$0,00
100,00%
100,00%
ProBanker Simulations
Bank Management Simulation
Game
Game mode
Last quarter simulated
SIMAR’s ASSIGNMENT 7-B
autosim
1
Total number of markets
Total number of banks
1
1
Last simulated
Reporter version
2020-04-01 14:23:00
v2.0.0
Bank
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Performance Report
Market Value
Times Recapitalized
Cumulative Dividends
Price per Share
Current Net Income
ROA
ROE
NIM
Bond Market Report
Floating-rate Loan Base
Gross Domestic Product ($ billions)
Maturing start of:
Quarter T
Market Price (T)
Quarter T+1
Market Price (T+1)
Market Yield (T+1)
Coupon Amount (T+1)
Quarter T+2
Market Price (T+2)
Market Yield (T+2)
Coupon Amount (T+2)
Quarter T+3
Market Price (T+3)
Market Yield (T+3)
Coupon Amount (T+3)
Quarter T+4
Market Price (T+4)
Market Yield (T+4)
Coupon Amount (T+4)
Quarter T+5
Market Price (T+5)
Market Yield (T+5)
Coupon Amount (T+5)
Quarter T+6
Market Price (T+6)
Market Yield (T+6)
Coupon Amount (T+6)
Quarter T+7
Market Price (T+7)
Market Yield (T+7)
Coupon Amount (T+7)
Quarter T+8
Market Price (T+8)
Q0
$20,746.97
0
$0.00
$20.75
$552.11
0.05%
0.60%
0.99%
Q0
4.23%
$4,231.00
$1,000.00
$1,004.95
4.23%
$62.30
$1,006.90
4.83%
$62.30
$1,008.82
5.03%
$62.30
$1,009.77
5.23%
$62.30
$1,009.18
5.48%
$62.30
$1,007.46
5.73%
$62.30
$1,004.63
5.98%
$62.30
$1,000.00
Market Yield (T+8)
Coupon Amount (T+8)
Economic Environment Report
CAPITAL REQUIREMENTS
Minimum Tier I + Tier II Capital to Risk Assets
Minimum Tier I Capital to Risk Assets
Minimum Tier I Capital to Total Assets
DEPOSIT RESTRICTIONS
Retail Demand Deposits
Reserve Requirement
Interest Rate Ceiling
Corporate Demand Deposits
Reserve Requirement
Interest Rate Ceiling
Savings Deposits
Reserve Requirement
Interest Rate Ceiling
Retail CDs
Reserve Requirement
Interest Rate Ceiling
Long-term Time Deposits
Reserve Requirement
Interest Rate Ceiling
Negotiable CDs
Reserve Requirement
ASSET RISK WEIGHTS
Required Reserves
Excess Reserves
Federal Funds Sold
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Bonds
Fixed Assets
OTHER RATES
Annualized FDIC Premium (% of insured deposits)
Annualized Penalty Premium on Discount Window Advances
Percentage of Nonperforming Loans in Loan Loss Allowance
Corporate Income Tax Rate
Long-Term Capital Gains Tax Rate
Minimum Holding Period for Long-term Capital Gains
6.23%
$62.30
Q0
8.00%
4.00%
3.00%
10.00%
0.00%
10.00%
0.00%
0.00%
9,900.00%
0.00%
-9,900.00%
0.00%
-9,900.00%
0.00%
0.00%
20.00%
20.00%
100.00%
100.00%
100.00%
50.00%
0.00%
100.00%
0.28%
5.00%
100.00%
35.00%
35.00%
0
Q1
$17,369.58
0
$0.00
$17.37
($123.09)
-0.01%
-0.13%
0.90%
Q1
4.23%
$4,275.74
$1,000.00
$1,004.95
4.23%
$62.30
$1,006.88
4.83%
$62.30
$1,008.78
5.03%
$62.30
$1,009.68
5.23%
$62.30
$1,009.00
5.48%
$62.30
$1,007.14
5.73%
$62.30
$1,004.12
5.98%
$62.30
$1,000.00
6.23%
$62.30
Q1
8.00%
4.00%
3.00%
10.00%
0.00%
10.00%
0.00%
0.00%
9,900.00%
0.00%
-9,900.00%
0.00%
-9,900.00%
0.00%
0.00%
20.00%
20.00%
100.00%
100.00%
100.00%
50.00%
0.00%
100.00%
0.28%
5.00%
100.00%
35.00%
35.00%
0
Market Average Balance Sheet
ASSETS
Required Reserves
Excess Reserves
Federal Funds Sold
Federal Funds (Rate)
Fixed-rate Corporate Loans
Fixed-rate Corporate Loans (Rate)
Floating-rate Corporate Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
Consumer Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Retail Mortgage Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Government Bonds, maturing start of:
T+1
T+2
T+3
T+4
T+5
T+6
Q0
$18,513.76
$0.00
$0.00
4.23%
$99,452.00
9.30%
$130,675.66
4.00%
$132,571.74
4.00%
$62,374.50
11.00%
$51,313.91
11.00%
$66,622.09
11.00%
$55,217.62
11.00%
$39,602.30
9.00%
$35,190.68
9.00%
$32,834.30
9.00%
$28,647.09
9.00%
$34,012.86
9.00%
$33,561.60
9.00%
$31,234.88
9.00%
$30,864.13
9.00%
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
T+7
T+8
Fixed Assets
Loan Loss Allowance
TOTAL ASSETS
LIABILITIES
Federal Funds Purchased
Federal Funds Purchased (rate)
Demand Deposits
Retail
Retail (rate)
Corporate
Corporate (rate)
Negotiable CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Savings Deposits
Savings Deposits (rate)
Retail CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
Long-term Time Deposits, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Discount Window Advances
$15,000.00
$15,000.00
$14,739.00
$3,500.29
$1,013,927.84
$25,000.00
4.23%
$99,447.39
0.00%
$85,690.19
0.00%
$33,000.00
5.23%
$33,000.00
5.23%
$33,000.00
5.23%
$33,000.00
5.23%
$58,294.50
5.00%
$115,073.94
6.00%
$120,743.01
6.00%
$26,651.00
7.50%
$25,477.53
7.50%
$26,094.26
7.50%
$26,308.81
7.50%
$27,889.83
7.50%
$26,745.60
7.50%
$26,436.12
7.50%
$25,342.70
7.50%
$75,463.21
Discount Window Advances (rate)
EQUITY CAPITAL
Net Worth and Retained Earnings
TOTAL LIABILITIES AND NET WORTH
Bank
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Bank 1
Regional Interest Rate Report
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Retail Demand Deposits
Corporate Demand Deposits
Savings Deposits
Retail CDs
Long-term Time Deposits
9.23%
$91,269.72
$1,013,927.84
Q0
9.30%
4.00%
11.00%
9.00%
0.00%
0.00%
5.00%
6.00%
7.50%
Q1
$17,715.51
$0.00
$0.00
4.23%
$93,389.10
9.30%
$132,571.74
4.00%
$126,103.03
4.00%
$51,313.91
11.00%
$66,622.09
11.00%
$55,217.62
11.00%
$17,297.08
13.50%
$35,190.68
9.00%
$32,834.30
9.00%
$28,647.09
9.00%
$34,012.86
9.00%
$33,561.60
9.00%
$31,234.88
9.00%
$30,864.13
9.00%
$132,429.50
6.50%
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$14,370.53
$3,404.33
$1,049,971.33
$50,000.00
4.23%
$89,936.17
0.00%
$87,218.92
0.00%
$33,000.00
5.23%
$33,000.00
5.23%
$33,000.00
5.23%
$50,000.00
5.23%
$56,290.74
5.00%
$120,743.01
6.00%
$106,911.32
6.00%
$25,477.53
7.50%
$26,094.26
7.50%
$26,308.81
7.50%
$27,889.83
7.50%
$26,745.60
7.50%
$26,436.12
7.50%
$25,342.70
7.50%
$23,667.68
7.50%
$90,762.00
9.23%
$91,146.63
$1,049,971.33
Q1
9.30%
4.00%
13.50%
6.50%
0.00%
0.00%
5.00%
6.00%
7.50%
Summary Balance Sheet
ASSETS
Required Reserves (at the Federal Reserve)
Excess Reserve Balances
Federal Funds Sold
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Government Bonds
Fixed Assets
Loan Loss Allowance
TOTAL ASSETS
LIABILITIES
Federal Funds Purchased
Corporate Demand Deposits
Retail Demand Deposits
Negotiable CDs
Savings Deposits
Retail CDs
Long-term Time Deposits
Discount Window Advances
Net Worth and Retained Earnings
TOTAL LIABILITIES AND NET WORTH
Income and Expense Report
CURRENT REVENUE
Fee Income
Retail Demand Deposits
Corporate Demand Deposits
Interest Income
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Government Bonds
Federal Funds Sold
Realized Gain/Loss on Bonds
TOTAL REVENUE
CURRENT EXPENSES
Interest Expense
Federal Funds Purchased
Corporate Demand Deposits
Retail Demand Deposits
Negotiable CDs
Savings Deposits
Q0
$18,513.76
$0.00
$0.00
$99,452.00
$263,247.39
$235,528.13
$265,947.84
$120,000.00
$14,739.00
$3,500.29
$1,013,927.84
$25,000.00
$85,690.19
$99,447.39
$132,000.00
$58,294.50
$235,816.95
$210,945.86
$75,463.21
$91,269.72
$1,013,927.84
Q0
$745.86
$321.34
$2,309.09
$5,400.01
$6,413.48
$5,977.96
$1,869.00
$0.00
$0.00
$23,036.73
$264.38
$0.00
$0.00
$1,725.90
$728.68
Long-term Time Deposits
Retail CDs
Discount Window Advances
Provision for Loan Losses
Advertising
Consumer Loans
Mortgage Loans
Retail Demand Deposits
Corporate Demand Deposits
Retail CDs
Savings Deposits
Long-term Time Deposits
Other Non-interest Operating Costs
FDIC Insurance Premium
Federal Funds
Fixed-rate Corporate Loans
Floating-rate Corporate Loans
Consumer Loans
Mortgage Loans
Government Bonds
Retail Demand Deposits
Corporate Demand Deposits
DD Costs Offset by Excess Reserves
Negotiable CDs
Savings Deposits
Retail CDs
Long-term Time Deposits
Premises and Fixed Assets
Other Transaction Costs
Restructuring Charges
TOTAL EXPENSES
NET CURRENT OPERATING EARNINGS
Taxes on Current Earnings
Realized Capital Gains
Taxes Applicable to Capital Gains
Total Taxes
TOTAL NET INCOME
Bank Balance Sheet
ASSETS
Required Reserves
Excess Reserves
Federal Funds Sold
Federal Funds (Rate)
Fixed-rate Corporate Loans
Fixed-rate Corporate Loans (Rate)
Floating-rate Corporate Loans, maturing start of:
$3,955.23
$3,537.25
$1,741.31
$634.85
$150.00
$80.00
$410.00
$580.00
$290.00
$140.00
$60.00
$575.54
$27.50
$198.90
$526.49
$1,162.98
$409.60
$30.00
$747.54
$321.34
$0.00
$36.30
$76.06
$308.94
$263.68
$3,099.61
$105.25
$4.31
$22,187.34
$849.40
$297.29
$0.00
$0.00
$297.29
$552.11
Q0
$18,513.76
$0.00
$0.00
4.23%
$99,452.00
9.30%
T+1
T+1 (rate)
T+2
T+2 (rate)
Consumer Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Retail Mortgage Loans, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Government Bonds, maturing start of:
T+1
T+2
T+3
T+4
T+5
T+6
T+7
T+8
Fixed Assets
Loan Loss Allowance
TOTAL ASSETS
LIABILITIES
Federal Funds Purchased
Federal Funds Purchased (rate)
Demand Deposits
Corporate
$130,675.66
4.00%
$132,571.74
4.00%
$62,374.50
11.00%
$51,313.91
11.00%
$66,622.09
11.00%
$55,217.62
11.00%
$39,602.30
9.00%
$35,190.68
9.00%
$32,834.30
9.00%
$28,647.09
9.00%
$34,012.86
9.00%
$33,561.60
9.00%
$31,234.88
9.00%
$30,864.13
9.00%
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$14,739.00
$3,500.29
$1,013,927.84
$25,000.00
4.23%
$85,690.19
Corporate (rate)
Retail
Retail (rate)
Negotiable CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
Savings Deposits
Savings Deposits (rate)
Retail CDs, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
Long-term Time Deposits, maturing start of:
T+1
T+1 (rate)
T+2
T+2 (rate)
T+3
T+3 (rate)
T+4
T+4 (rate)
T+5
T+5 (rate)
T+6
T+6 (rate)
T+7
T+7 (rate)
T+8
T+8 (rate)
Discount Window Advances
Discount Window Advances (rate)
EQUITY CAPITAL
Net Worth and Retained Earnings
TOTAL LIABILITIES AND NET WORTH
Bond Portfolio Report
Book Value of Portfolio
Market Value of Portfolio
Maturing start of:
Quarter T
0.00%
$99,447.39
0.00%
$33,000.00
5.23%
$33,000.00
5.23%
$33,000.00
5.23%
$33,000.00
5.23%
$58,294.50
5.00%
$115,073.94
6.00%
$120,743.01
6.00%
$26,651.00
7.50%
$25,477.53
7.50%
$26,094.26
7.50%
$26,308.81
7.50%
$27,889.83
7.50%
$26,745.60
7.50%
$26,436.12
7.50%
$25,342.70
7.50%
$75,463.21
9.23%
$91,269.72
$1,013,927.84
Q0
$120,000.00
$120,775.74
Market Price (T)
Bank Holdings
Quarter T+1
Market Price (T+1)
Market Yield (T+1)
Coupon Amount (T+1)
Bank Holdings
Quarter T+2
Market Price (T+2)
Market Yield (T+2)
Coupon Amount (T+2)
Bank Holdings
Quarter T+3
Market Price (T+3)
Market Yield (T+3)
Coupon Amount (T+3)
Bank Holdings
Quarter T+4
Market Price (T+4)
Market Yield (T+4)
Coupon Amount (T+4)
Bank Holdings
Quarter T+5
Market Price (T+5)
Market Yield (T+5)
Coupon Amount (T+5)
Bank Holdings
Quarter T+6
Market Price (T+6)
Market Yield (T+6)
Coupon Amount (T+6)
Bank Holdings
Quarter T+7
Market Price (T+7)
Market Yield (T+7)
Coupon Amount (T+7)
Bank Holdings
Quarter T+8
Market Price (T+8)
Market Yield (T+8)
Coupon Amount (T+8)
Capitalization Report
Price Per Share
Current quarter
Prior quarter
Market Value of Equity
$1,000.00
$15,000.00
$1,004.95
4.23%
$62.30
$15,000.00
$1,006.90
4.83%
$62.30
$15,000.00
$1,008.82
5.03%
$62.30
$15,000.00
$1,009.77
5.23%
$62.30
$15,000.00
$1,009.18
5.48%
$62.30
$15,000.00
$1,007.46
5.73%
$62.30
$15,000.00
$1,004.63
5.98%
$62.30
$15,000.00
$1,000.00
6.23%
$62.30
Q0
$20.75
$19.38
Current quarter
Prior quarter
Book Value of Equity
Current quarter
Prior quarter
Number of Shares Outstanding
Current quarter
Prior quarter
Number of Shares Sold by Management
Current quarter
Prior quarter
Price of Shares Sold by Management
Current quarter
Prior quarter
Number of Shares Sold by Regulators
Current quarter
Prior quarter
Price of Shares Sold by Regulators
Current quarter
Prior quarter
Dividends Paid
Current quarter
Prior quarter
Net Total Assets
Current quarter
Prior quarter
Risk-weighted Assets
Current quarter
Prior quarter
Basel Tier I Ratio
Current quarter
Prior quarter
Basel Tier I+II Ratio
Current quarter
Prior quarter
Capital/Asset Ratio
Current quarter
Prior quarter
Loan Performance Report
Fixed-Rate Corporate Loans
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
Floating-Rate Corporate Loans
$20,746.97
$19,384.26
$91,269.72
$91,269.72
1,000,000
1,000,000
0
0
$0.00
$0.00
0
0
$0.00
$0.00
$0.00
$0.00
$1,013,927.84
$1,053,390.55
$745,940.44
$783,020.64
12.24%
11.66%
12.70%
12.14%
9.00%
8.66%
Q0
$111,402.64
$96.44
0.09%
0.14%
$136.41
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
Consumer Loans
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
Mortgage Loans
Matured Last Quarter ($1,000s)
Defaulted ($1,000s)
Percent Defaulted
Percent Nonperforming
Nonperforming ($1,000s)
TOTAL
TOTAL Matured Last Quarter ($1,000s)
TOTAL Defaulted ($1,000s)
TOTAL Nonperforming ($1,000s)
Decisions
Quantities
Initial Reserve Allocation
Federal Funds Sold
Federal Funds Purchased
90-day Negotiable CDs to Issue
180-day Negotiable CDs to Issue
360-day Negotiable CDs to Issue
New 8-quarter Bonds to Purchase
Bonds to Sell, due start of T+2
Bonds to Sell, due start of T+3
Bonds to Sell, due start of T+4
Bonds to Sell, due start of T+5
Bonds to Sell, due start of T+6
Bonds to Sell, due start of T+7
Bonds to Sell, due start of T+8
Rates
Fixed-rate Corporate Loans
Floating-rate Loan Spread
Consumer Loans
Mortgage Loans
Corporate Demand Deposits
Retail Demand Deposits
Savings Deposits
Retail CDs
$148,501.26
$279.57
0.19%
0.30%
$792.40
$62,438.61
$490.30
0.79%
0.98%
$2,310.58
$34,822.21
$24.50
0.07%
0.10%
$260.90
$357,164.72
$890.81
$3,500.29
Q0
$0.00
$0.00
$25,000.00
$0.00
$0.00
$33,000.00
$15,000.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
9.30%
4.00%
11.00%
9.00%
0.00%
0.00%
5.00%
6.00%
Long-term Time Deposits
Advertising
Consumer Loans
Mortgage Loans
Retail Demand Deposits
Corporate Demand Deposits
Retail CDs
Savings Deposits
Long-term Time Deposits
Other Miscellaneous Decisions
Number of Shares to Sell
Provision for Loan Losses
Corporate Loan Standard, Fixed Rate
Corporate Loan Standard, Floating-rate
Total Dividends
Percent of Cost Charged to Retail DD
Percent of Cost Charged to Corporate DD
7.50%
$150.00
$80.00
$410.00
$580.00
$290.00
$140.00
$60.00
0
$1.00
0
0
$0.00
100.00%
100.00%
Q1
$17,715.51
$0.00
$0.00
$93,389.10
$258,674.77
$190,450.71
$358,775.05
$120,000.00
$14,370.53
$3,404.33
$1,049,971.33
$50,000.00
$87,218.92
$89,936.17
$149,000.00
$56,290.74
$227,654.33
$207,962.54
$90,762.00
$91,146.63
$1,049,971.33
Q1
$449.68
$261.66
$2,167.99
$5,302.24
$5,291.40
$7,237.42
$1,869.00
$0.00
$0.00
$22,579.40
$528.75
$0.00
$0.00
$1,948.18
$703.63
$3,899.30
$3,414.81
$2,094.33
$854.50
$150.00
$80.00
$410.00
$580.00
$290.00
$140.00
$60.00
$572.64
$55.00
$46.69
$129.34
$207.75
$3,118.17
$30.00
$449.68
$263.19
$0.00
$55.00
$28.15
$113.83
$103.98
$2,368.48
$7.09
$0.00
$22,702.48
($123.09)
($43.08)
$0.00
$0.00
$0.00
($123.09)
Q1
$17,715.51
$0.00
$0.00
4.23%
$93,389.10
9.30%
$132,571.74
4.00%
$126,103.03
4.00%
$51,313.91
11.00%
$66,622.09
11.00%
$55,217.62
11.00%
$17,297.08
13.50%
$35,190.68
9.00%
$32,834.30
9.00%
$28,647.09
9.00%
$34,012.86
9.00%
$33,561.60
9.00%
$31,234.88
9.00%
$30,864.13
9.00%
$132,429.50
6.50%
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$15,000.00
$14,370.53
$3,404.33
$1,049,971.33
$50,000.00
4.23%
$87,218.92
0.00%
$89,936.17
0.00%
$33,000.00
5.23%
$33,000.00
5.23%
$33,000.00
5.23%
$50,000.00
5.23%
$56,290.74
5.00%
$120,743.01
6.00%
$106,911.32
6.00%
$25,477.53
7.50%
$26,094.26
7.50%
$26,308.81
7.50%
$27,889.83
7.50%
$26,745.60
7.50%
$26,436.12
7.50%
$25,342.70
7.50%
$23,667.68
7.50%
$90,762.00
9.23%
$91,146.63
$1,049,971.33
Q1
$120,000.00
$120,758.20
$1,000.00
$15,000.00
$1,004.95
4.23%
$62.30
$15,000.00
$1,006.88
4.83%
$62.30
$15,000.00
$1,008.78
5.03%
$62.30
$15,000.00
$1,009.68
5.23%
$62.30
$15,000.00
$1,009.00
5.48%
$62.30
$15,000.00
$1,007.14
5.73%
$62.30
$15,000.00
$1,004.12
5.98%
$62.30
$15,000.00
$1,000.00
6.23%
$62.30
Q1
$17.37
$20.75
$17,369.58
$20,746.97
$91,146.63
$91,269.72
1,000,000
1,000,000
0
0
$0.00
$0.00
0
0
$0.00
$0.00
$0.00
$0.00
$1,049,971.33
$1,013,927.84
$736,272.63
$745,940.44
12.38%
12.24%
12.84%
12.70%
8.68%
9.00%
Q1
$99,452.00
$129.02
0.13%
0.15%
$142.09
$130,675.66
$274.21
0.21%
0.38%
$971.66
$62,374.50
$517.56
0.83%
1.01%
$1,927.48
$39,602.30
$29.66
0.07%
0.10%
$363.10
$332,104.46
$950.46
$3,404.33
Q1
$25,000.00
$0.00
$50,000.00
$0.00
$0.00
$50,000.00
$15,000.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
$0.00
9.30%
4.00%
13.50%
6.50%
0.00%
0.00%
5.00%
6.00%
7.50%
$150.00
$80.00
$410.00
$580.00
$290.00
$140.00
$60.00
0
$500.00
0
0
$0.00
100.00%
100.00%
Questions:
From the capitalization and summary balance sheet reports for quarter 2, answer the
following:
a. Estimate the Basel 1 and Basel 1+II ratios for quarters o and 1 using the formula
below.
Basel 1 ratio Net Worth/(RWA-Excess LLA)
Basel 1+II ratio = (Net Worth + LLA)/(RWA-Excess LLA)
where
RWA is risk-weighted assets
LLA is loan Loss allowance
Excess LLA is (Max of LLA – 1.25% of RW, or o)
Did they decline from the previous quarter?
Include fixed assets in your calculation of your RWA.
Principles of Bank Management
b. What amount of Loan loss allowances was used in the estimation of Basel I+II?
c. What explains the increase or decrease in Basel ratios?