Assets Liabilities Gaps CGap 1 day $10 $40 -$30 -$30 1 day to 3 months 25 50 -25 -55 3 to 6 months 50 60 -10 -65 6 to 12 months 30 35 -5 -70 1 to 5 years 70 5 +65 -5 Over 5 years 10 5 +5 0 $195 $195 0 (ii) Calculate the change in net interest income for each bucket assuming a 1% increase in interest rates for all assets and liabilities (when they are repriced). (iii) Calculate the change in net interest income if all assets and liabilities that can be repriced within the next year are subject to a 1% increase in interest rates. (iv) Explain carefully whether the problem of runoffs is relevant for this bank. Assets Liabilities Gaps CGap 1 day $10 $40 -$30 -$30 1 day to 3 months 25 50 -25 -55 3 to 6 months 50 60 -10 -65 6 to 12 months 30 35 -5 -70 1 to 5 years 70 5 +65 -5 Over 5 years 10 5 +5 0 $195 $195 0 (ii) Calculate the change in net interest income for each bucket assuming a 1% increase in interest rates for all assets and liabilities (when they are repriced). (iii) Calculate the change in net interest income if all assets and liabilities that can be repriced within the next year are subject to a 1% increase in interest rates. (iv) Explain carefully whether the problem of runoffs is relevant for this bank