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Midwinter Bank Conference

Midwinter Bank Conference. Add location and date here. 10. Which of the following mortgage characteristics are most likely to be labelled SUBPRIME?. FICO = 650, LTV = 85.5%, Full Doc = 17.5% * FICO = 705, LTV = 55.3%, Full Doc = 43.7% FICO = 742, LTV = 72.6%, Full Doc = 35.3%

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Midwinter Bank Conference

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  1. Midwinter Bank Conference Add location and date here

  2. 10 Which of the following mortgage characteristics are most likely to be labelled SUBPRIME? • FICO = 650, LTV = 85.5%, Full Doc = 17.5% * • FICO = 705, LTV = 55.3%, Full Doc = 43.7% • FICO = 742, LTV = 72.6%, Full Doc = 35.3% • FICO = 688, LTV = 68.5%, Full Doc = 82.1%

  3. 10 What is the current spread to swaps quote for 10yr CMBS securities rated AAA with 30% credit support? • + 22 bps • + 177 bps * • +65bps • + 306 bps

  4. 10 My bank’s interest rate risk management scenario analysis primarily relies on • Shocks • Gradual moves • Equity at risk

  5. 10 My bank’s biggest concern on asset quality is in our: • Consumer book • Commercial real estate • Commercial & Industrial loans • Exposure to financials

  6. 10 The biggest business news story in 2008 will be: • Default of one or more monolines • Default of a broker-dealer • Bank failure • Large non-financial corporate gets into trouble • Home prices rebound • Europe cuts rates, decoupling myth exploded

  7. 10 What is the most inverted spread, historically since 1980, for US 10yr Swaps - US 2yr Swaps? • -40 • -137 • +145 • -3 *

  8. 10 Generally, the beta of our core deposits relative to 3mL or fed funds is • 60% or more when rates move down and 40% or less when rates move up • 50% when rates move up or down • 40% or less when rates move down and 60% or more when rates move up

  9. 10 2007 will be a year of significant consolidation in the bank world • Agree • Disagree

  10. 10 Commercial loan demand in 2007 will be • Stronger • Weaker • About the same as last year

  11. 10 Consumer loan demand in 2007 will be • Stronger • Weaker • About the same as last year

  12. 10 The shift from money market deposit accounts and other low cost deposits to fixed rate time that occurred in 2007, will continue in 2007? • Agree • Disagree

  13. 10 The most important metric used by my management in assessing my bank’s financial performance is: • Return on equity • EPS • Net Interest Margin • Efficiency Ratio • Deposit growth

  14. 30 My bank has participated in the Fed’s TAF program this year • Yes • No

  15. 10 The DJIA will end the year • Up • Down • Flat

  16. 10 The winner of the 2008 U.S. presidential election will be a • Democrat • Republican

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