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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 = $132 million; Rate-sensitive liabilities = $66 million. b. Rate-sensitive assets = $66 million; Rate-sensitive liabilities = $182 million. c. Rate-sensitive assets = $91 million; Rate-sensitive liabilities = $86 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 million million million million b C. million million
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