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ASSETS LIABILITIES 2-year commercial loans, 10 %, annual fixed rate, at par $800 million 1-year CDs, 7 % annual fixed rate, at par $900 million
ASSETS | LIABILITIES | ||
2-year commercial loans, 10 %, annual fixed rate, at par | $800 million | 1-year CDs, 7 % annual fixed rate, at par | $900 million |
1-year Treasury bills | $200 million | Net Worth (Equity) | $100 million |
31) What is the repricing gap over the 1-year maturity interval?
32) If all interest rates decrease by 15 basis points (0.15%), what is the expected impact on the FI's net interest income?
33) What is the two year repricing gap?
34) If all interest rates decrease by 20 basis points (0.2%), what is the expected impact on the FI's net interest income?
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