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1. BB&T Bank currently has the following interest-sensitive assets and liabilities on its balance sheet with the interest-rate sensitivity weights noted. Interest-Sensitive Assets Federal fund
1. BB&T Bank currently has the following interest-sensitive assets and liabilities on its balance sheet with the interest-rate sensitivity weights noted. Interest-Sensitive Assets Federal fund loans Security holdings Loans and leases Interest-Sensitive Liabilities Interest-bearing deposits Money-market borrowings $ Amount $ 50.00 50.00 350.00 $ Amount $ 250.00 90.00 Rate Sensitivity Index 1.00 1.20 1.45 Rate Sensitivity Index 0.75 0.95 What is the bank's current interest-sensitive gap? Adjusting for these various interest rate sensitivity weights what is the bank's weighted interest-sensitive gap? Suppose the federal funds interest rate increases or decreases 50 basis points. How will the bank's net interest income be affected (a) given its current balance sheet makeup and (b) reflecting its weighted balance sheet adjusted for the foregoing rate-sensitivity indexes? 1. BB&T Bank currently has the following interest-sensitive assets and liabilities on its balance sheet with the interest-rate sensitivity weights noted. Interest-Sensitive Assets Federal fund loans Security holdings Loans and leases Interest-Sensitive Liabilities Interest-bearing deposits Money-market borrowings $ Amount $ 50.00 50.00 350.00 $ Amount $ 250.00 90.00 Rate Sensitivity Index 1.00 1.20 1.45 Rate Sensitivity Index 0.75 0.95 What is the bank's current interest-sensitive gap? Adjusting for these various interest rate sensitivity weights what is the bank's weighted interest-sensitive gap? Suppose the federal funds interest rate increases or decreases 50 basis points. How will the bank's net interest income be affected (a) given its current balance sheet makeup and (b) reflecting its weighted balance sheet adjusted for the foregoing rate-sensitivity indexes
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