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Financial Institution (FI) Balance Sheet (Amount in millions, Duration in years) Assets Amount Duration Liabilities Amount Duration Cash 50 ? Core Deposits 750 1.25

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Financial Institution (FI) Balance Sheet (Amount in millions, Duration in years) Assets Amount Duration Liabilities Amount Duration Cash 50 ? Core Deposits 750 1.25 yrs Treasury Bonds 350 1.95 yrs CDs 300 1.00 yrs Loans (special) 650 ? Euro CDs ? 0.75 yrs Loans (fixed) 450 3.25 yrs Equity 150

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