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Assume a bank has the following balance sheet Determine the 1-year and 2-year GAP (GAP). What is the net impact on net interest income (NII),

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Assume a bank has the following balance sheet Determine the 1-year and 2-year GAP (GAP). What is the net impact on net interest income (NII), if interest rates are expected to change as specified in the Potential rate change, for the 1- and 2-year GAP

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