D Question 34 The following are the assets and liabilities of a government security dealer -...
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D Question 34 The following are the assets and liabilities of a government security dealer - Assets: $ 150 million 30 day Treasury bills S 275 million 91 day Treasury bills S 90 million 180 day municipal notes $ 350 million 2 year Treasury notes Liabilities: $ 575 million 14 day repurchase agreements $ 290 million 1 year commercial paper Calculate the following - 1. Use the repricing model to determine the funding gap for a maturity bucket of 30 days. 2. What is the impact over the next 30 days on the dealer's net interest income if all interest rates increase by 50 basis points? Edit View Insert Format Tools Table D Question 34 The following are the assets and liabilities of a government security dealer - Assets: $ 150 million 30 day Treasury bills S 275 million 91 day Treasury bills S 90 million 180 day municipal notes $ 350 million 2 year Treasury notes Liabilities: $ 575 million 14 day repurchase agreements $ 290 million 1 year commercial paper Calculate the following - 1. Use the repricing model to determine the funding gap for a maturity bucket of 30 days. 2. What is the impact over the next 30 days on the dealer's net interest income if all interest rates increase by 50 basis points? Edit View Insert Format Tools Table
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