?? Discount rate = ( ROE = virtue Multiplier = c )* ROA = P/E = YTM equivalent yield =( ROE = ROA* law Multiplier )* ROE = Profit Margin* Assets Utilization* Equity Multiplier ROE = * * ROE = Tax Mgt Efficiency* disbursement Control efficiency* Asset Management Efficiency* money Mgt Efficiency ROE = Net Interest Margin = chap $ = Interest Sensitive Assets Interest Sensitive Liabilities Interest sensitiveness Ratio = ?NIM = Gap$*(?i) Number of Contracts =[ * ]* b = ?Net expense = -DGAP* + ? $ $ * * Duration Gap = DA DL*(Total Liabilities/Total Assets) ? D= ? ?P = -D* ? *TA *P PV = ? E(r) = 2 , RISK WEIGHTS APPLIED TO BANK ASSETS AND OBS UNDER THE BASEL I AGREEMENT A. Credit Risk Categories for Bank Assets on the BS 0% Zero belief Cash; deposits at the Federal withstand banks; U.S. Treasury bills, notes, and bonds of all risk maturities; Government National owe Associtaion (GNMA) mortgage-backed securities; and debt securities issued by governments of the worlds leading industrial countries. 20 rugged credit Interbank (correspondent) deposits, general obligation bonds and notes issued by give tongue tos risk and local governments, securities issued or backed by U.S.
government agencies, and mortgage-backed securities issued or guaranteed by the Federal National Mortgage Association (FNMA) or by the Federal Home Loan Mortgage Corporation (FHLMC). 50 Moderate Residential mortgage loans and revenue bonds issued by advance and local government units credit risk or agencies. degree centigrade Highest Commercial and industrial (business) loans, credit card loans, real property, investments in credit risk bank subsidiary companies, and all early(a) assets not listed previously. B. Credit Risk Categories for OBS Items 0 20% 20% 50% cytosine% 0% 20 100 100 100 Zero Low credit risk mild credit risk Moderate credit risk Highest credit risk Loan commitments with less than one year to go Standby credit letters backing the issue of state and local government general... If you want to get a abounding essay, order it on our website: Orderessay
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