Question: please can some one help me with this question. thank you Use the data provided for Gotbucks Bank, Incorporated, to answer this question. Gotbucks Bank,

please can some one help me with this question. thank you
please can some one help me with this question. thank you Use

Use the data provided for Gotbucks Bank, Incorporated, to answer this question. Gotbucks Bank, Incorporated (dollars in millions Assets Liabilities and Equity Cash $ 30 Core deposits $20 Federal funds 20 Federal funds 50 Loans (floating) 105 Euro CDS 1330 Loans (fixed) 65 Equity 20 Total assets $ 220 Total 1labilities and equity $ 220 Notes to the balance sheet: Currently, the fed funds rate is 8.5 percent Variable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five-year maturities with 12 percent interest paid annually. Assume that fixed rate loans are non-amortizing, Core deposits are all fixed rate for two years at 8 percent pold annually Euro CDs currently yleld 9 percent a. What is the duration of Gotbucks Bank's (GBi) fixed-rate loan portfolio if the loans are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) b. If the average duration of GBI's floating-rate loans (including fed fund assets) is 0.36 year, what is the duration of the bank's assets? (Note that the duration of cash is zero:) (Do not round Intermediate calculations. Round your answer to 3 decimal places. (e.g. 32.161)) c. What is the duration of GBI's core deposits if they are priced at par? (Do not round intermediate calculations, Round your answer to 3 decimal places. (e.g. 32.161)) d. If the duration of GBI's Euro CDs and fed fund liabilities is 0.401 year, what is the duration of the bank's liabilities? (Do not round Intermediate calculations. Round your answer to 4 decimal places, (e.g. 32.1616)) e-1. What is GBI's duration gap? (Do not round intermediate calculations. Round your answer to 4 decimal places. (e.g. 32.1616)) e-2. What is the expected change in equity value if all yields increase by 100 basis points? (Enter your answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to the nearest dollar amount.) e-3. Given the equity change in e-2, what is the expected new market value of equity after the interest rate change? (Enter your answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to the nearest dollar amount.) not entirely correct

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