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FIN 4100 Management of Financial Institutions Spring 2019 Assignment 5 – capital adequacy You may work individually or with one other person on this assignment. Please show enough of your work that I...

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FIN 4100
Management of Financial Institutions
Spring 2019
Assignment 5 – capital adequacy
You may work individually or with one other person on this assignment. Please show enough of your work that I can determine how you obtain your answers, (e.g, by turning in the spreadsheet you use to do the calculations).
1. A depository institution that has the following assets with weights as indicated:
$875 million in commercial loans with one to three years maturity (100%);
$105 million in long term treasuries (0%);
$635 million loans secured by 1-4 family first mortgages (35%);
$12 million cash items in collection (20%);
$200 million in cash and reserves (0%);
$500 million in mortgage backed securities guaranteed by US government agencies (20%);
$285 million in multifamily mortgages (50%);
$250 million in consumer loans (100%);
$65 million in state and local governments bonds (20%); and
$25 million in loans that are 90 days or more past due (150%).
a. How much Common Equity Tier 1 capital must the depository institution have to be considered adequately capitalized?
. How much Tier 1 capital must the depository institution have to be considered adequately capitalized?
c. How much total Tier 1 and Tier 2 capital must the depository institution have to be considered adequately capitalized?
d. Assume the depository has Tier 1 capital as determined in part a, what is the maximum amount of total liabilities the depository institution can have and be considered adequately capitalized according to the Tier 1 leverage ratio.
2a. If a securities firm has net worth of $145 million, what is the maximum market value of its assets?
. If the firm from part a has assets as indicated in part a, what requirement must the firm meet with regard to the liquidity of those assets?
3. If a property/casualty insurance company has risk-based assets as indicated in the table below, how much equity must it have?
    Risk category
    Description
    Risk adjusted charge (millions)
    R0
    Property-casualty affiliates
    2.5
    R1
    Assets -fixed income
    35
    R2
    Assets - equity
    25
    R3
    Credit risk on receivables
    5
    R4
    Underwriting risk – loss and LAE reserves with growth surcharge
    50
    R5
    Underwriting risk – written premiums with growth surcharge
    35
    R6
    Catastrophe – hu
icane
    5
    R7
    Catastrophe - earthquake
    7.5


4. If a life insurance company has risk-based assets as indicated in the table below, how much equity must it have?
    Risk category
    Description
    Risk adjusted charge (millions)
    C0
    Asset risk – affiliates
    4.25
    C1
    
    
    
    C1cs
    Asset risk – Common stock
    7.50
    
    C!o
    Asset risk – Other investments
    3.50
    C2
    Insurance risk
    9.00
    C3
    
    
    
    C3a
    Credit risk
    4.75
    
    C3
    Interest rate risk
    6.35
    
    C3c
    Market risk
    3.60
    C4
    
    
    
    C4a
    Business risk
    4.00
    
    C4
    Administrative risk
    1.25
Answered Same Day Nov 24, 2021

Solution

Kushal answered on Nov 29 2021
158 Votes
Q1
        1
            Asset Type    Assets    Risk Weight    Risk Weighted Assets
            Commercial Loans 1 to 3 years    875    100%    875
            Treasuries    105    0    0
            Loans secured by 1 to 4 mortgages    635    35%    222.25
            Cash    12    20%    2.4
            Cash and reserves    200    0%    0
            MBS guaranteed by US agencies    500    20%    100
            Multifamily mortgages    285    50%    142.5
            Consumer loans    250    100%    250
            State and local bonds    65    20%    13
            Loan past 90 days    90    150%    135
            Total    3017    58%    1740.15
        A.    Based on the Basel III nroms, the commone tier1 equity capital is 4.5%
            Required     4.50%
            CET1 Required    78.30675
            Assumption - No capital conservation buffer included
            CET1 with Capital Conservbation buffe
    7%
            CET1    121.81        Counter cyclical buffer not added
        B    Tier 1 Capital required    6%
            Required total Tier 1    104.409
            Additional apart from CET1    26.10225
            With Capital onservation    8.500%
            TIER1    147.91275
        C    Tier 1 + Tier 2    8.00%        *Without Capital conservation buffe
            Total T1 + T2 capital    139.212
        D    Tier 1 leverage ratio    3%
            Total Assets exposure    3017
            Tier 1 Capital    90.51
            The firm can have 97% of...
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