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ASSETS The balance sheet of bank ABC is given below. Calculate the impact of a change in the interest rate from 0.0563 percent to 0.0797

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ASSETS The balance sheet of bank ABC is given below. Calculate the impact of a change in the interest rate from 0.0563 percent to 0.0797 percent on the value of the banks equity position fuse 4 decimal points Value (USD) Duration LIABILITIES Value (USD) Duration Reserves 200 0.0 CD (1 year) 650 10 Corporate loans 300 2.5 CD12 years) 300 3.2 Mortgages 600 62 Bonds (5 years) 400 45 Credit cards 400 3.4 Net worth 150 Total Assets 1500 Total 1500 Formulas: DA=W1DA1+w2*DAZW3DA3 DL-21041220DL22303 DGAP-DA-(UAEDL AE = GDAP Ar/t1+r) A

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