Question
Calculate the repricing gap and impact on net interest income of a 1 percent increase in rates for the following: RSA=100 million RSL=50 million RSA=75
Calculate the repricing gap and impact on net interest income of a 1 percent increase in rates for the following:
RSA=100 million RSL=50 million
RSA=75 million RSL=100 million
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Financial Markets and Institutions
Authors: Anthony Saunders, Marcia Cornett
6th edition
9780077641849, 77861663, 77641841, 978-0077861667
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