Blue Moon National Bank holds assets and liabilities whose a…

Blue Moon National Bank holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Assett & Liability Items Avg. Duration (years) Dollar Amount (millions)  Investment-grade bonds  15 $65.00  Commercial loans  3  400  Consumer loans  7 250  Deposits 1.25  600  Non-deposit borrowings  0.50  50 What is the weighted-average duration of Blue Moon’s asset portfolio and liability portfolio?

Blue Moon National Bank holds assets and liabilities whose a…

Blue Moon National Bank holds assets and liabilities whose average durations and dollar amounts are as shown in this table: Assett & Liability Items Avg. Duration (years) Dollar Amount (millions) Investment-grade bonds 15 $65.00 Commercial loans 3 400 Consumer loans 7 250 Deposits 1.25 600 Non-deposit borrowings 0.50 50 What is its leverage-adjusted duration gap?

You were informed that a bank’s latest income and expense st…

You were informed that a bank’s latest income and expense statement contained the following figures (in $ millions): Net interest income $800 Net noninterest income -500 Pretax net operating income 372 Security gains 100 Increases in bank’s undivided profits 246.40 Suppose you also were told that the bank’s total interest income is twice as large as its total interest expense and its non-interest income is ¾ of its non-interest expense. Imagine that its provision for loan losses equals 3% of its total interest income, while its taxes generally amount to 30% of its net income before income taxes. What is the total noninterest income and total noninterest expense:

The Sea Level Bank has Gross Loans of $1 billion with an ALL…

The Sea Level Bank has Gross Loans of $1 billion with an ALL account of $85 million. Two years ago the bank made a loan of $12 million to finance the Sunset Hotel. Two million dollars in principal was repaid before the borrowers defaulted on the loan. The Loan Committee at Sea Level Bank believes the hotel will sell at auction for $7 million and they want to charge off the remainder immediately. After the charge off, what is the dollar figure for ALL assuming no other transactions?