Question: Calculation question (please upload evidence of your calculation) Using the following balance sheet of Money Bank answer parts I and II. Cash Bank balance sheet

Calculation question (please upload evidence of your calculation) Using the following

balance sheet of Money Bank answer parts I and II. Cash Bank

Calculation question (please upload evidence of your calculation) Using the following balance sheet of Money Bank answer parts I and II. Cash Bank balance sheet ($ million) Assets S Liabilities Cash 10 Overnight interbank borrowing 295 1 month T-notes 175 5 year CDS 150 3 months T-notes 100 Savings account 20 2-year T bonds 50 Home loans 10-year fixed rate 100 Equity 15 Home loans 15-year fixed rate 25 Premises & equipment 20 Total assets 480 Total liabilities and Equity 480 1. Calculate the repricing gap (Cgap) for 30 days (one month) and 91 days (three month) period. 2. The bank is concerned about a tightening of monetary policy. What is the impact over the 30 days and 91 days period on net interest income if interest rates rise by 75 basis points

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