Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest
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Question:
Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions:
a. Rate-sensitive assets = $138 million; Rate-sensitive liabilities = $69 million.
b. Rate-sensitive assets = $69 million; Rate-sensitive liabilities = $188 million
c. Rate-sensitive assets = $97 million; Rate-sensitive liabilities = $89 million. (For all requirements, negative amounts should be indicated by a minus sign. Enter your answers in millions rounded to 2 decimal places. (e.g., 32.16))
Related Book For
Financial Markets and Institutions
ISBN: 978-0077861667
6th edition
Authors: Anthony Saunders, Marcia Cornett
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