8. Consider the following balance sheet positions for a financial institution: Rate-sensitive assets = $200 million Rate-sensitive liabilities = $100 million 206 Part Two Measuring Risk Rate-sensitive assets = $100 million Rate-sensitive liabilities = $150 million Rate-sensitive assets = $150 million Rate-sensitive liabilities = $140 million a. Calculate the repricing gap and the impact on net interest income of a 1 percent increase in interest rates for each position. b. Calculate the impact on net interest income of each of the above situations, assuming a 1 percent decrease in interest rates. c. What conclusion can you draw about the repricing model from these results? 8. Consider the following balance sheet positions for a financial institution: Rate-sensitive assets = $200 million Rate-sensitive liabilities = $100 million 206 Part Two Measuring Risk Rate-sensitive assets = $100 million Rate-sensitive liabilities = $150 million Rate-sensitive assets = $150 million Rate-sensitive liabilities = $140 million a. Calculate the repricing gap and the impact on net interest income of a 1 percent increase in interest rates for each position. b. Calculate the impact on net interest income of each of the above situations, assuming a 1 percent decrease in interest rates. c. What conclusion can you draw about the repricing model from these results