Question
a. Calculate the value of MMCs rate-sensitive assets, rate sensitive liabilities, and repricing gap over the next year. Assets Liabilities 1. Cash and due from
a. Calculate the value of MMCs rate-sensitive assets, rate sensitive liabilities, and repricing gap over the next year.
Assets | Liabilities |
1. Cash and due from $6.25 | 1. Equity capital (fixed) $25.00 |
2. Short-term loan (1yr) 62.50 | 2. Demand deposits 50.00 |
3. Long-term loan (2yr) 31.25 | 3. Passbook savings 37.50 |
4. Three-month T-bills 37.50 | 4. Three-month CDs 50.00 |
5. Six-month T-notes 43.75 | 5. Three-month bankers acceptances 25.00 |
6. Three-year T-bonds 75.00 | 6. Six-month commercial paper 75.00 |
7.10yr, fixed-rate mortgage 25.00 | 7.One-year time deposits 25.00 |
8. 30yr, floating-rate mortgage 50.00 | 8.Two-year time deposits 50.00 |
9. Premises 6.25 |
|
Total $337.50 | Total 337.50 |
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