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Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets
Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets = $122 million; Rate-sensitive liabilities = $61 million. b. Rate-sensitive assets = $61 million; Rate-sensitive liabilities = $172 million. c. Rate-sensitive assets = $87 million; Rate-sensitive liabilities = $81 million. (For all requirements, negative amounts should be indicated by a minus sign. Enter your answers in millions rounded to 2 decimal places. (e.g., 32.16))
Repricing gap Net interest income a. b. million million million million million million CStep by Step Solution
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