Obtain the most recent Call Report for a bank located in a state other than Utah (Do not use Forcht Bank in Lexington, Kentucky).
You can access Call Reports on the FDIC website. Under the “Industry Analysis” menu, select “Bank Data & Statistics” and “Institution Directory”. Enter the desired state (or city and state) in the form and click “search”. This will provide a list of institutions in the selected state sorted by total assets. You can sort instead by name of the bank or other listed variables. Find the bank you want to use for this assignment and click on the “cert” number (i.e., the bank’s FDIC certificate numbers). On the screen that appears, click on “FFIEC Call/TFR Report.
2. From the call report obtain the maturity and repricing data for securities (in schedule RB-C), loans and leases (in schedule RC-C), and for deposit liabilities (in schedule RC-E). Enter the amounts on a table with columns:
“loans and leases”, and
“three months or less”,
“over three months through 12 months”,
“over one year through three years”,
“over three years through five years”,
“over five years through 15 years”, and
“over 15 years”
In addition, obtain the total savings deposits (both “money market deposit accounts” and “other savings deposits” from schedule RC-E).
(If the bank’s Call Report does not provide detail for all six maturity ranges, use the maturity ranges for which data is provided in the Call Report.)
3a. Calculate the ratio of total savings to the sum of total savings and total risk sensitive liabilities.
b. Assume a run-off percentage between 10% and 45% and assume that include half of the