Question

Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions:
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?



$1.99
Sales0
Views47
Comments0
  • CreatedJanuary 27, 2015
  • Files Included
Post your question
5000