1.Calculate the repricing gap and impact on net interest income of a 1 per cent increase in...
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1.Calculate the repricing gap and impact on net interest income of a 1 per cent increase in interest rates for the following positions:
Rate-sensitive assets = $100 million. Rate-sensitive liabilities = $50 million.
Rate-sensitive assets = $50 million. Rate-sensitive liabilities = $150 million.
Rate-sensitive assets = $75 million. Rate-sensitive liabilities = $70 million.
Compare the interest rate risk exposure of the institutions in parts (a),
(b) and (c). LO 5.3, 5.4
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Related Book For
Financial Institutions Management A Risk Management
ISBN: 9781743073551
4th Edition
Authors: Helen Lange, Anthony Saunders, Marcia Millon Cornett
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