Question
Consider the following balance sheet positions for a financial institution: Rate-sensitive assets = $200 million; Rate-sensitive liabilities = $120 million Rate-sensitive assets = $100 million;
Consider the following balance sheet positions for a financial institution:
- Rate-sensitive assets = $200 million; Rate-sensitive liabilities = $120 million
- Rate-sensitive assets = $100 million; Rate-sensitive liabilities = $240 million
If interest rate for RSA increase by 1% and interest rate for RSL increase by 2%, what is the change in net interest income for each position?
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Management Of Islamic Finance
Authors: M. Kabir Hassan, Mamunur Rashid
1st Edition
1787564045, 978-1787564046
