Which of the following will not affect a bank’s duration estimate for the year?
a. Prepayments on loans that exceed expectations.
b. A 20-year corporate bond that is unexpectedly called in 6 months.
c. Certificates of deposit that are withdrawn early.
d. Holding a 30-year Treasury bond until maturity.
e. All of the above will affect a bank’s estimated duration for the year.
Answer:
Which of the following would be considered a “negative” loan covenant?
a. The firm’s current ratio cannot fall below 2.0
b. All property must be maintained in good condition
c. The firm’s net worth must exceed $10,000,000
d. The firm must carry property insurance on all collateral.
e. Cash dividends cannot exceed 50% of earnings.
Answer: