Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest
Question:
a. Rate-sensitive assets = $ 100 million; Rate-sensitive liabilities = $ 50 million.
b. Rate-sensitive assets = $ 50 million; Rate-sensitive liabilities = $ 150 million.
c. Rate-sensitive assets = $ 75 million; Rate-sensitive liabilities = $ 70 million.
d. What conclusions can you draw about the repricing gap model from the above results?
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a Repricing gap RSA RSL 100 50 million 50 million NII 50 mil...View the full answer
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Related Book For
Financial Markets and Institutions
ISBN: 978-0077861667
6th edition
Authors: Anthony Saunders, Marcia Cornett
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