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6. Use the following information about a hypothetical bank for the following questions. Assets: $ 396 million in Cash $ 130 million 30 day Treasury
6. Use the following information about a hypothetical bank for the following questions. Assets: $ 396 million in Cash $ 130 million 30 day Treasury bills $ 190 million 180 day municipal notes $ 185 million 1 year Commercial and Industrial Loan $ 310 million 2 year Treasury notes $ 500 million 15 year Fixed Rate Loans $ 350 million adjustable rate mortgages Liabilities: $ 300 million in demand deposits $ 595 million 4 day Repurchase Agreements $ 346 million 180 day Jumbo CD's $150 million 2 year Notes $650 million Equities: Use the repricing (funding) model to determine the funding gap for the maturity bucket of "the" 180th day
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