Calculate the repricing gap and impact on net interest income of a 1 percent increase in rates

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Calculate the repricing gap and impact on net interest income of a 1 percent increase in rates for the following:

RSA=100 million RSL=50 million

RSA=75 million RSL=100 million

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Financial Markets and Institutions

ISBN: 978-0077861667

6th edition

Authors: Anthony Saunders, Marcia Cornett

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Posted Date: Mar 07, 2024 11:35 PM

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Calculate the repricing gap and impact on net interest income of a 1 percent increase in rates

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