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    Examples Bank Balancesheet

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    debojyoti
    The document provides details on the balance sheet of a bank, including capital amounts, cash reserves, deposits, investments, loans, and risk-weighted assets. It also outlines capital requirements and risk tolerance limits under Basel I and Basel II regulations. Key metrics like gross revenue, capital ratios, and prices for different bank products are also listed.

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    Download as XLSX, PDF, TXT or read online from Scribd

    Examples Bank Balancesheet

    Uploaded by

    debojyoti
    39 views3 pages
    The document provides details on the balance sheet of a bank, including capital amounts, cash reserves, deposits, investments, loans, and risk-weighted assets. It also outlines capital requirements and risk tolerance limits under Basel I and Basel II regulations. Key metrics like gross revenue, capital ratios, and prices for different bank products are also listed.

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    examples_bank_balancesheet

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    The document provides details on the balance sheet of a bank, including capital amounts, cash reserves, deposits, investments, loans, and risk-weighted assets. It also outlines capital requirements and risk tolerance limits under Basel I and Basel II regulations. Key metrics like gross revenue, capital ratios, and prices for different bank products are also listed.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    39 views3 pages

    Examples Bank Balancesheet

    Uploaded by

    debojyoti
    The document provides details on the balance sheet of a bank, including capital amounts, cash reserves, deposits, investments, loans, and risk-weighted assets. It also outlines capital requirements and risk tolerance limits under Basel I and Basel II regulations. Key metrics like gross revenue, capital ratios, and prices for different bank products are also listed.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 3

    Ex2 Bank Accounting for SLR/CRR 6500 354 1250

    Capital 10000 Cash 2000 RWA (Basel I) 6500


    Tier I 4000 Cash in Chest CRR 3000 50975 0
    Tier II (Sub Junior) 6000 Cash in RBI CRR 1500 7646 225
    Deposits 70000 Investment MD 44000 8000
    Savings 20000 Sov Bonds 4.5 25000 2% (Risk Tolerance Limit) 2358
    Current 12000 State Bonds 4.1 6000 2% (Risk Tolerance Limit) 108
    Recurring 8000 Munis 3.2 4000 2% (Risk Tolerance Limit)
    Fixed 30000 Corporate 3.5 9000 2% (Risk Tolerance Limit)
    Borrowing 39500 Loans Risk Wght 69000 492 NDTL
    Inter-bank (O/N, NOTICE( 13000 Govt 5% 4500 0% Collateral CRR
    Overnight 4500 States 10% 1500 0% Collateral SLR
    Term 8500 Retail 100% 25000 40% Collateral CRE
    Notes 26500 Corporate 100% 38000 30% Collateral MRC
    Short Term 11500 Stand App ORC
    Long Term 15000 15% of Gross Rev CAP
    119500 119500 Term=>Adjust ALM
    GROSS REVENUE 5000
    Cap (Basel II) =Capital Amount/(CRE+
    1000 2250
    35000 9000
    0 100%
    150 15000
    100%
    26600
    100%

    .
    101000
    3030 4500 1470
    18180 31000 12820
    41975
    3628
    750 Basel II
    10.34%

    =Capital Amount/(CRE+(MRC+ORC)*12.5)
    15000 947.5 948.2 12000 IP 947.85
    8500 947 949 10500 BP 946.325
    13500 946 949.5 11000 SP 949.838
    7500 945.5 951 10000 ICB 0.16%
    25000 944 953 24000 ICS 0.21%
    AIC 0.19%

    15000 362.5 362.6 12000 IP 362.55


    8500 362.45 362.75 10500 BP 362.327
    13500 362.35 362.85 11000 SP 362.9425
    7500 362.15 363.1 10000 ICB 0.06%
    25000 361.85 363.8 24000 ICS 0.11%
    AIC 0.08%

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