Assets ($'mn) Cash 29-day T-bills 270-day Commercial Paper 2-year Corporate Bond 15-year T-Bond 25-year ARM (reset...
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Assets ($'mn) Cash 29-day T-bills 270-day Commercial Paper 2-year Corporate Bond 15-year T-Bond 25-year ARM (reset quarterly) $1,000 Total assets 8,570 9,555 4,457 900 2.705 Liabilities and Equity ($'mn) $27.187 Overnight Federal funds 5-year Subordinated fixed rate debt Equity $18,587 5,300 Total liabilities & equity What is the effect on the financial institution's net interest income if interest rates increase by 55 basis points based on the 1-year repricing gap? 3.300 $27.187 Assets ($'mn) Cash 29-day T-bills 270-day Commercial Paper 2-year Corporate Bond 15-year T-Bond 25-year ARM (reset quarterly) $1,000 Total assets 8,570 9,555 4,457 900 2.705 Liabilities and Equity ($'mn) $27.187 Overnight Federal funds 5-year Subordinated fixed rate debt Equity $18,587 5,300 Total liabilities & equity What is the effect on the financial institution's net interest income if interest rates increase by 55 basis points based on the 1-year repricing gap? 3.300 $27.187
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Related Book For
Business Analysis Valuation Using Financial Statements
ISBN: 978-1111972301
5th edition
Authors: Paul M. Healy
Posted Date:
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