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[24:26, 2/23/2021] Rico: The First National Bank finds that its asset and liability portfolio contain the following distribution of maturities and repricing opportunities: Coming Week

[24:26, 2/23/2021] Rico: The First National Bank finds that its asset and liability portfolio contain the following distribution of maturities and repricing opportunities: Coming Week Next 30Days Next 31-90Days More Than 90Days Loans Gh200 Gh300 Gh475 Gh525 Securities Gh21 Gh 26 Gh 40 Gh 70 Transaction deposits Gh320 0 0 0 Time Accts Gh100 Gh290 Gh196 Gh100 Money Mkt. Borrowings Gh136 Gh140 Gh100 Gh 65 When and by how much is the bank exposed to interest rate risk? For each maturity or repricing interval, what changes in interest rates will be beneficial and which will be damaging, given the current portfolio position? [10:22, 2/23/2021] Rico: The First National Bank finds that its asset and liability portfolio contain the following distribution of maturities and repricing opportunities: Coming Week Next 30Days Next 31-90Days More Than 90Days Loans Gh200 Gh300 Gh475 Gh525 Securities Gh21 Gh 26 Gh 40 Gh 70 Transaction deposits Gh320 0 0 0 Time Accts Gh100 Gh290 Gh196 Gh100 Money Mkt. Borrowings Gh136 Gh140 Gh100 Gh 65 When and by how much is the bank exposed to interest rate risk? For each maturity or repricing interval, what changes in interest rates will be beneficial and which will be damaging, given the current portfolio position?

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