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AssetsRateLiabilitiesRateFloating RateFloating Rate$ 6 5 0 5 . 2 5 % $ 3 5 5 3 . 2 0 % Fixed RateFixed Rate$ 1 7

AssetsRateLiabilitiesRateFloating RateFloating Rate$6505.25%$3553.20%Fixed RateFixed Rate$1756.2%$125255%Non-earningEquity.$250$600What is the bank's Repricing Gap value? 5 pts What is the bank's expectation of interest rate change, based on the GAP position, and why? 10 ptsCalculate Net Interest Income (NII)15 pts show all stepsCalculate Net Interest Margin (NIM)10 pts show all stepsIf rates go up by 70 basis points, was the bank hedged accurately in anticipation of the rate change - show all calculations for Nil and NIM. 20 ptsWhy or why not? 6pts
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