[go: up one dir, main page]
Scribd
Upload
103 views3 pages

Examples Bank Balancesheet

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.

Uploaded by

debojyoti
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
103 views3 pages

Examples Bank Balancesheet

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.

Uploaded by

debojyoti
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 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%

You might also like