Question: 1 . Calculate the cumulative one - year repricing gap ( CGAP ) for FYE 2 0 2 2 under the following assumptions: Balances with
Calculate the cumulative oneyear repricing gap CGAP for FYE under the following assumptions: Balances with Central Banks are interest free, amounts due from banks all carry fixed rates, of loans and advances are rate sensitive of deposits and of investment securities and debt securities in issue are rate sensitive Refer to the table on page of the annual report for the appropriate inputs. Calculate the gap ratio. Based on this ratio, will net interest income rise or fall if interest rates rise? Calculate the dollar impact on net interest income of a rise in interest rates
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