A Financial Institution (FI) has provided you the following information. Assume the FI has $255 million in credit lines (assets) and 95 million in 1-month interbank deposits (liabilities).
a) Calculate the institution's one-year simple, maturity-adjusted, standardized, and standardized maturity-adjusted repricing gaps.
RSA	$m	Days to reset	*MA $m		$m x	*MA x		RSL	$m	Days to reset	*MA $m		$m x	*MA x
Credit line				0.99				Customer Demand Deposits	370			0.80
1 mo interbank deposits	75			0.97				1 mo interbank deposits				1.05
3 mo T-bills	35			1.01				Var rate CDs (reset 3 mo)	185			0.97
10-yr floating rate loans (6 mo reset)	140			0.92				5 yr fixed rate bonds	95			1.00
15-yr ARMs (LIBOR + 100 bp 1 yr reset)	115			1.01				10 yr var rate bonds (LIBOR + 50 bp 6 mo reset)	345			1.02
Total								Total