Question: b . XYZ Bank Ltd . ( Balance sheet ) table [ [ Asscts , Tk . , AD , ED , Liabilities,Taka,AD ,
b
XYZ Bank LtdBalance sheet
tableAssctsTkADEDLiabilities,Taka,ADEDCashCurrent deposit,tableLongterm mortgageloantableSavingsRSCorporate loan RSFixed deposit RSSME loan RStableNondepositliabilitiestableShortterm retail loanRSOther liabilities RSInvestment RSFixed asset,Equity,Total asset,Total liabilities,
Actual duration in ycars, Effective duration in years, Rate Sensitive
Requirement: Find GAP & Duration Gap. What will be the impact of increase or decrease in the interest rate in long & short run?
Please give a proper mathematical solution step by step without using excel
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