EXAMPLE ANSWER FORMAT FOR THIS PART - *Demand Deposits / 1

PART B

PART C

SOLVE BOTH AND THEN COMPARE RESULTS AND EXPLAIN THE DIFFERENCES

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Demand deposits Fed funds v7-month C&I loans Fixed-rate mortgages (maturing in 1 year) MMDAs (no minimum balance requirement) Fixed-rate mortgages (maturing in 5 months) 3-month T-bills Savings accounts Fixed-rate mortgages (maturing in 5 years) 3-month CDs Subordinate notes: 1-year fixed rate Premises and equipment Fed Funds 1. Rate Sensitive 2. Not Rate Sensitive 2. Not Rate Sensitive 1-year CDs 5-year car loans Fixed-rate mortgages (maturing in 20 years) 8-year T-bonds Subordinated debt: 7-year fixed rate 6-month consumer loans 5-year munis 6-month commercial Equity Repos Cash 2-year C&I loans 5-year CDs 1. Calculate the total rate sensitive assets (RSAs) in the 6-month maturity bucket 2. Calculate the total rate sensitive liabilities (RSLs) in the 6-month maturity bucket 3. Calculate the 6-month repricing gap (CGAP) Enter your answer in millions of dollars. Do not type commas(,) or dollar signs($). Use for negative numbers Blank # 1 Blank # 2 Blank # 3 As What is the impact over the next six months on net interest income if interest rates on RSAs and RSLs both increase 50 basis points? Enter your answer in millions of dollars. Do not type commas(,) or dollar signs($). Use for negative numbers (Show your answer up to two decimal points) What is the impact over the next six months on net interest income if interest rates on RSAs increase 50 basis points and on RSLs increase 35 basis points? Enter your answer in millions of dollars. Do not type commas(.) or dollar signs($). Use for negative numbers Demand deposits Fed funds v7-month C&I loans Fixed-rate mortgages (maturing in 1 year) MMDAs (no minimum balance requirement) Fixed-rate mortgages (maturing in 5 months) 3-month T-bills Savings accounts Fixed-rate mortgages (maturing in 5 years) 3-month CDs Subordinate notes: 1-year fixed rate Premises and equipment Fed Funds 1. Rate Sensitive 2. Not Rate Sensitive 2. Not Rate Sensitive 1-year CDs 5-year car loans Fixed-rate mortgages (maturing in 20 years) 8-year T-bonds Subordinated debt: 7-year fixed rate 6-month consumer loans 5-year munis 6-month commercial Equity Repos Cash 2-year C&I loans 5-year CDs 1. Calculate the total rate sensitive assets (RSAs) in the 6-month maturity bucket 2. Calculate the total rate sensitive liabilities (RSLs) in the 6-month maturity bucket 3. Calculate the 6-month repricing gap (CGAP) Enter your answer in millions of dollars. Do not type commas(,) or dollar signs($). Use for negative numbers Blank # 1 Blank # 2 Blank # 3 As What is the impact over the next six months on net interest income if interest rates on RSAs and RSLs both increase 50 basis points? Enter your answer in millions of dollars. Do not type commas(,) or dollar signs($). Use for negative numbers (Show your answer up to two decimal points) What is the impact over the next six months on net interest income if interest rates on RSAs increase 50 basis points and on RSLs increase 35 basis points? Enter your answer in millions of dollars. Do not type commas(.) or dollar signs($). Use for negative numbers