Question: a. Using the data below, determine the bank's repricing gap and cumulative gap for the four maturity categories. maturity range time deposits MMDA runoff
a. Using the data below, determine the bank's repricing gap and cumulative gap for the four maturity categories. maturity range time deposits MMDA runoff savings runoff 3 months or less over 3 months to I year over 1 year to 3 expected expected loans and securities leases 200000 550000 750000 5000 2500000 750000 2250000 2250000 100000 2450000 250000 0 1800000 250000 years over 3 years 380000 0550000 100000 b. Which maturity categories have refinancing risk and which have repricing risk?
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