Question: Using the following data for First Bank: a) Calculate the banks static funding GAP over the various time buckets (0-6 months, 6 months - 1

Using the following data for First Bank:

a) Calculate the banks static funding GAP over the various time buckets (0-6 months, 6 months - 1 year, and over 1 year). Consider both the periodic GAP and

the cumulative GAP.

b) Calculate the banks income statement GAP over the various time buckets.

c) Evaluate this banks interest rate risk. Be sure you explain what information is contained in the static periodic and cumulative GAP and the income statement GAP measures.

Using the following data for First Bank: a) Calculate the banks static

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