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Assume a bank has the following balance sheet Determine the 1-year and 3-year cumulative GAP (CGAP). What is the net impact on net interest income
Assume a bank has the following balance sheet Determine the 1-year and 3-year cumulative GAP (CGAP). 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 3-year CGAP
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