Question

Sunset Savings Bank currently has the following interest-sensitive assets and liabilities on its balance sheet with the interest-rate sensitivity weights noted.


What is the bank’s current interest-sensitive gap? Adjusting for these various interest rate sensitivity weights what is the bank’s weighted interest-sensitive gap? Suppose the federal funds interest rate increases or decreases 50 basis points. How will the bank’s net interest income be affected (a) given its current balance sheet makeup and (b) reflecting its weighted balance sheet adjusted for the foregoing rate-sensitivityindexes?


$1.99
Sales0
Views165
Comments0
  • CreatedOctober 31, 2014
  • Files Included
Post your question
5000