How expensive is your TBTF
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Your favorite bankBank of AmericaCitiJPMorganGoldmanMorgan Stanley
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TickerCBACCJPMGSMS
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Shares outstanding5,512,800,00010,780,000,0002,930,000,0003,820,000,000495,140,0001,980,000,000
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Share price$1.02$7.96$31.67$41.78$110.04$16.15
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Annualized equity volatility265.00%40.00%36.00%26.00%28.00%42.00%
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Debt + preferred stock (face value)$1,745,962,000,000.00$1,967,738,000,000.00$1,761,012,000,000.00$2,138,402,000,000.00$854,496,000,000$681,328,000,000
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Quarterly dividend0$0.01$0.01$0.30$0.46$0.01
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Expected dividends in 1 year$0.00$0.04$0.04$1.17$1.79$0.04
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1-year discount rate1.00%1.00%1.00%1.00%1.00%1.00%
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**Assume x10.2306292.5356182.8490773.8872063.6325462.420893
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Assume N(x1)0.5911980.9943880.9978080.9999490.9998600.992259
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D$1,745,962,000,000$1,967,738,000,000$1,761,012,000,000$2,138,402,000,000$854,496,000,000$681,328,000,000
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E$5,623,056,000$85,808,800,000$92,793,100,000$159,599,600,000$54,485,205,600$31,977,000,000
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V$1,751,585,056,000$2,053,546,800,000$1,853,805,100,000$2,298,001,600,000$908,981,205,600$713,305,000,000
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DIV$0$420,631,886$114,327,591$4,471,652,522$888,728,843$77,258,918
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T111111
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sigma(E)2.650.400.360.260.280.42
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sigma(V)0.010.020.020.020.020.02
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**x10.2306482.5356182.8490773.8872063.6325462.420893
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x20.2162582.5188102.8310183.8691473.6157602.401918
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N(x1)0.5912060.9943880.9978080.9999490.9998600.992259
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N(x2)0.5856070.9941120.9976800.9999450.9998500.991845
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LLP$7,477,134,054$62,212,840$21,693,646$487,007$524,035$34,765,841
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IPD (basis points)42.8252970.3161640.1231890.0022770.0061330.510266
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Your bank costs this much$7,477,134,054$62,212,840$21,693,646$487,007$524,035$34,765,841
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