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1 . Calculate the cumulative one - year repricing gap ( CGAP ) for FYE 2 0 2 2 under the following assumptions: Balances with

1. Calculate the cumulative one-year repricing gap (CGAP) for FYE 2022 under the following assumptions: Balances with Central Banks are interest free, amounts due from banks all carry fixed rates, 60% of loans and advances are rate sensitive,25% of deposits and 50% of investment securities and 100% debt securities in issue are rate sensitive.2. Calculate the gap ratio. Based on this ratio, will net interest income rise or fall if interest rates rise? 3. Calculate the dollar impact on net interest income of a 2% rise in interest rates.
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