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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 decim places. (e.g., 32.16)) 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 decim places. (e.g., 32.16))
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