Calculate the dollar impact on net interest income of a 2% rise in interest rates 0 -
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Question:
Calculate the dollar impact on net interest income of a 2% rise in interest rates | |||
0 - 3 months | 3- 12 months | Total | |
Assets | |||
Cash and balances with Central Banks | 0 | ||
Due from banks | 0 | ||
Derivative financial instruments | 3,756 | 102 | 3,858 |
Securities | 531,141 | 121,423 | 652,564 |
Loans and advances to customers | 623,120 | 159,640 | 782,760 |
Total Assets | 1,158,017 | 281,165 | 1,439,182 |
Liabilities | |||
Derivative financial instruments | 4,061 | 90 | 4,151 |
Customer deposits | 2,651,758 | 189,411 | 2,841,169 |
Debt securities | 0 | 461 | 461 |
Total Liabilities | 2,655,819 | 189,962 | 2,845,781 |
Net assets / liabilities | -1,497,802 | 91,203 | -1,406,599 |
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