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[3] Commercial banks: balance sheet exercise (25 points) Consider the following

ID: 2817826 • Letter: #

Question

[3] Commercial banks: balance sheet exercise (25 points) Consider the following information on Bank M's balance sheet Equity Loan to Banco Santander at 3.25% Loan to Japanese steel maker at 2.50% Mortgage loans at 7.5% Cash Time deposits, fixed rate at 2.50% Demand deposits (no interest) Bonds issued by the bank, fixed rate at 5.50% Personal loans at 7.00% [?1 230 million 685 million · 1,300 million 100 million 1,345 million 990 million 815 million 1,100 million QUESTIONS 1.- Find the value of equity. 2.- Calculate net interest income. 3.- Calculate the loan-to-deposit ratio.

Explanation / Answer

1. - Equity value can be calculated as follows -

Total Assets - Total Libilities = Equity

Value of Equity-

Particulars

Amount

Loan To Banco

230

Loan to japenese

685

Mortgage Loans

1300

Personal Loans

1100

Cash

100

Less - Time Deposits

1345

Less - Demand Deposits

990

Less - Bonds issued

815

Value of Equity

265

So, value of Equity is 265 Million

2. Net Interest Income -

Particulars

Amount

Interest Rate

Interest Income

Loan To Banco

230

3.25

7.475

Loan to japenese

685

2.5

17.125

Mortgage Loans

1300

7.5

97.500

Personal Loans

1100

7

77.000

Cash

100

0

0.000

Less - Time Deposits

1345

2.5

-33.625

Less - Demand Deposits

990

0

0.000

Less - Bonds issued

815

5.5

-44.825

Value of Equity

265

Interest income

120.650

Therefore, net Interest income is 120.65 Million

3. - Loan to Deposit Ratio -

Total Loans given /Total Deposits accepted

Total Loans = 3315 Million

Total Deposits = 2335 Million

Loan to Deposit ratio = 142%

Particulars

Amount

Loan To Banco

230

Loan to japenese

685

Mortgage Loans

1300

Personal Loans

1100

Cash

100

Less - Time Deposits

1345

Less - Demand Deposits

990

Less - Bonds issued

815

Value of Equity

265

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