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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 = $126 million; Rate-sensitive liabilities = $63 million. b. Rate-sensitive assets = $63 million; Rate-sensitive liabilities = $176 million. c. Rate-sensitive assets = $91 million; Rate-sensitive liabilities = $83 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)) Answer is complete but not entirely correct. Repricing gap a. 63.00 million $ Net interest income 0.63 million 1.13 X million 0.08 million b. $ 113.00 x million $ C. $ 8.00 million $
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