Question: pls do e f and g roblem Set1: Integrated Mini Case: calculating and using repricing and duration gap, Page 268 CALCULATING AND USING REPRICING AND
roblem Set1: Integrated Mini Case: calculating and using repricing and duration gap, Page 268 CALCULATING AND USING REPRICING AND DURATION GAP State Bank's balance sheet is listed below. Market yields and durations (in years) are in parenthesis, and amounts are in millions. 2. what is State Br. repricing gap if the plan- e. Use these duration values to calculate the Whan - Bank's dur, eap? liabilities of State Bank for a predicted decrease on nen the the over the of 0.35 percent in interest rates on assets and increase 50 incur interest, of RSAs 0.50 percent on liabilities. increase 50 . boints a. 7 RSIs a. ase 35 f. What is the change in equity value fore. F oointe rixph the resuh casted from the duration values for decrease of d. Wry be impan ver the hy year 0.35 percent in interest rates on assets and net inte. reome if 7 . 'est ra_ RSAs 0.50 percent on liabilities? decrease (ith 435 bash. 4 and on RSL. g. Use the duration gap model to calculate th decrease (increas 0 basis por.est Explain the of in equity value if the relative change in al results. interest rates is a decrease of 50 basis poin
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
