Week $6$ Live Session Deliverables

$1/$ What is the DEAR for the trading portfolio assets and bank overall before adding new products?

Current Yield $-3$yr Treasury Rate $0\mathrm{.}0236$

$ Duration s z$-$score Potential Adverse Yield Price Volitility Asset DEAR

US Treasuries $$100,000,0006\mathrm{.}460\mathrm{.}0012\mathrm{.}330\mathrm{.}23\%1\mathrm{.}51\%$ $$1,505,180$

GSE Bonds $$50,000,0003\mathrm{.}000\mathrm{.}00132\mathrm{.}330\mathrm{.}30\%0\mathrm{.}91\%$ $$454,350$

Municipal General Obligation Bonds $$140,000,0002\mathrm{.}500\mathrm{.}00152\mathrm{.}330\mathrm{.}35\%0\mathrm{.}87\%$ $$1,223,250$

Corporate Bonds Rated Better than A $$50,000,0002\mathrm{.}500\mathrm{.}0022\mathrm{.}330\mathrm{.}47\%1\mathrm{.}17\%$ $$582,500$

Corporate Bonds Rated Less than A $$30,000,0003\mathrm{.}000\mathrm{.}0032\mathrm{.}330\mathrm{.}70\%2\mathrm{.}10\%$ $$629,100$

Assets DEAR UST GSE Munis Corp$>$A CorpA $$582,50010\mathrm{.}8$

CorpA $1695852637500$

CorpA Corp