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a. Cul es la brecha de reprecio (GAP acumulativa) si el perodo de planificacin es de 30 das? 6 meses? 1 ao? 2 aos? 5

a. Cul es la brecha de reprecio (GAP acumulativa) si el perodo de planificacin es de 30 das? 6 meses? 1 ao? 2 aos? 5 aos? b. Cul es la exposicin al riesgo de tasa de inters del banco para cada perodo de planificacin? C. Cul ser el impacto en los prximos seis meses sobre el ingreso neto por intereses si las tasas de inters de los RSA aumentan 60 puntos bsicos y las de los RSL aumentan 40 puntos bsicos? Qu cambios en la composicin de la cartera recomendara a la direccin (si fuera necesario)? Se especfico. $ $ 250 20 20 150 150 100 200 50 250 300 350 200 Activos Efectivo Fondos federales (5,05%) Letras del Tesoro a 3 meses (5,25%) Notas del Tesoro a 2 aos (6,50%)

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