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Consider the following repricing buckets of a financial institution: Repricing bucket Assets Liabilities 1 day $70,000 $120,000 1 day to 3 months $100,000 $70,000 3
Consider the following repricing buckets of a financial institution: Repricing bucket Assets Liabilities 1 day $70,000 $120,000 1 day to 3 months $100,000 $70,000 3 to 6 months $100,000 $100,000 6 to 12 months $250,000 $80,000 1 to 5 years $75,000 $130,000 Over 5 years $25,000 $100,000 What is the annualised change in the bank's future net interest income if the average rate change for assets and liabilities that can be repriced within one year is a decrease of 1 percent? 0 - $150,000 O $1,700. O $150,000 0 $1,500. O $1,500
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