Exercise 1 a) Please fill out the following table: CGaps Repricing Bucket 1 day to 3 months 3 to 6 months 6 to 12 months 1 to 5 years Over 5 years Assets 40 80 60 50 50 Liabilities Gaps 20 20 10 10 b) The interest rate changes for the asset rate and the liability rate are r = 0.01. Calculate the change in the NII (Net interest income) and the change in the CNNI (Cumulative net interest income) for all the buckets. c) Consider rRSA-005 and the change in the cumulative net interest income (ACN!!) for the buckets up to and including 6 months is zero. Calculate rRL. Exercise 1 a) Please fill out the following table: CGaps Repricing Bucket 1 day to 3 months 3 to 6 months 6 to 12 months 1 to 5 years Over 5 years Assets 40 80 60 50 50 Liabilities Gaps 20 20 10 10 b) The interest rate changes for the asset rate and the liability rate are r = 0.01. Calculate the change in the NII (Net interest income) and the change in the CNNI (Cumulative net interest income) for all the buckets. c) Consider rRSA-005 and the change in the cumulative net interest income (ACN!!) for the buckets up to and including 6 months is zero. Calculate rRL