BANK MANAGEMENT - BLANK MODEL SET: THE BOOK'S OWN INPUTS

The four workbooks share one Inputs sheet. Type these 61 values into it - in any of the four files - and
the book's results come back. Cell references are on the Inputs sheet. Amounts in thousands of dollars;
rates and shares as decimals.

   Inputs!B9    Cash and equivalents                                          420000
   Inputs!B10   Securities, available for sale                                1180000
   Inputs!B11   Securities, held to maturity                                  1640000
   Inputs!B12   Loans, fixed rate                                             2850000
   Inputs!B13   Loans, floating rate                                          1610000
   Inputs!B14   Other assets                                                  300000
   Inputs!B15   Other assets, of which goodwill                               48000
   Inputs!B16   Deposits, non-interest-bearing                                1760000
   Inputs!B17   Deposits, savings and interest-bearing                        3240000
   Inputs!B18   Deposits, time                                                1480000
   Inputs!B19   FHLB advances                                                 620000
   Inputs!B20   Subordinated debt                                             150000
   Inputs!B21   Other liabilities                                             90000
   Inputs!B22   Common equity, opening                                        660000
   Inputs!B25   Market rate, year 0                                           0.0155
   Inputs!B26   Rate shock over the year                                      0.0425
   Inputs!B27   Yield on cash                                                 0.0155
   Inputs!B28   Yield on available-for-sale securities                        0.0172
   Inputs!B29   Yield on held-to-maturity securities                          0.0194
   Inputs!B30   Yield on fixed-rate loans                                     0.0435
   Inputs!B31   Spread over the index on floating loans                       0.024
   Inputs!B32   Cost of savings deposits, year 0                              0.0018
   Inputs!B33   Cost of time deposits, year 0                                 0.0085
   Inputs!B34   Cost of FHLB advances, year 0                                 0.0135
   Inputs!B35   Cost of subordinated debt                                     0.0525
   Inputs!B38   Duration, available for sale                                  4.6
   Inputs!B39   Duration, held to maturity                                    7.8
   Inputs!B40   Duration, fixed-rate loans                                    3.9
   Inputs!B41   Convexity, available for sale                                 24
   Inputs!B42   Convexity, held to maturity                                   71
   Inputs!B43   Convexity, fixed-rate loans                                   18
   Inputs!B44   Duration, time deposits                                       0.9
   Inputs!B45   Assumed life of non-maturity deposits, years                  4.2
   Inputs!B46   Deposit beta, savings                                         0.35
   Inputs!B47   Deposit beta, time deposits                                   0.85
   Inputs!B48   Tax rate                                                      0.25
   Inputs!B51   Operating expenses                                            148000
   Inputs!B52   Fee and other income                                          41000
   Inputs!B53   Provision for credit losses                                   26000
   Inputs!B54   Dividends paid                                                18000
   Inputs!B55   Risk-weighted assets, opening                                 5530000
   Inputs!B56   Risk-weighted assets, year end                                5610000
   Inputs!B57   Opening AOCI, gross of tax                                    -24000
   Inputs!B60   Share of deposits above the insurance limit                   0.46
   Inputs!B61   Haircut on pledged AFS securities                             0.02
   Inputs!B62   Haircut on pledged HTM securities                             0.03
   Inputs!B63   Total FHLB borrowing capacity                                 980000
   Inputs!B64   Deposit outflow, slow scenario, per day                       0.02
   Inputs!B65   Deposit outflow, fast scenario, per day                       0.25
   Inputs!B66   Well-capitalized CET1 threshold                               0.065
   Inputs!B69   Internal curve, per year of duration                          0.0025
   Inputs!B70   Internal curve, flat beyond this duration                     5
   Inputs!B71   Duration, FHLB advances                                       0.25
   Inputs!B72   Duration, subordinated debt                                   5
   Inputs!B73   Share of expenses charged to deposit gathering                0.8
   Inputs!B76   Share of floating loans carrying a floor                      0.42
   Inputs!B77   Average level of that floor                                   0.045
   Inputs!B78   Share of floating loans resetting annually                    0.35
   Inputs!B79   Average lag to the next reset, years                          0.5
   Inputs!B80   A deposit beta to test the year's profit against              0.62
   Inputs!B83   Amortization life of the deposit intangible, years            10

Results, once all 61 are in:
   01_Four_Readings_of_Capital_Blank.xlsx    readings 11.40, 8.66, 2.09 and 3.88 per cent; the bridge from 639,600 to 278,809
   02_Margin_and_Deposit_Beta_Blank.xlsx     net interest income 211,535 then 169,800; break-even beta 61.72 per cent; floating beta 78.02 per cent
   03_Gap_Duration_and_EVE_Blank.xlsx        economic equity 278,809; the surface from 608,716 to -44,722; value over earnings at 100 bp 11.08, 14.77 after tax
   04_Liquidity_and_the_Run_Blank.xlsx       coverage 97.32 and 90.91 per cent; 48.7 and 3.9 days; run threshold 28.02 per cent

