Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Hello I need help with the following question. Please include formulas in excel so i can better understand how to complete the problem. 4% 6%
Hello I need help with the following question. Please include formulas in excel so i can better understand how to complete the problem.
4% 6% A B C D E F 1 Bank 5 2 Assets Yield Liabilities Rate 3 Rate Sensative 600 8% 500 4 Fixed Rate 250 11% 320 5 Non Earning 150 0% 100 6 7 Equity 80 8 Total 1000 1000 9 10 11 Calulate Gap 12 Net interest income 13 Net interest margin 14 15 16 Recalculate values for a 1% change in interst rates 17 Recalculate values for a 1% decease in interst rates 18 Recalculate if the spread decreases by 1%, RSA = 8.5% RSL = 5.5% 19 Recalculate if the spread increase by 1% RSA = 8.5% RSL = 4.5% 20 Recalculate if mix is changed, RSA 700, FRA 150, 21 Recalcute if mix is changed, RSL 350, FRL 470 = 4% 6% A B C D E F 1 Bank 5 2 Assets Yield Liabilities Rate 3 Rate Sensative 600 8% 500 4 Fixed Rate 250 11% 320 5 Non Earning 150 0% 100 6 7 Equity 80 8 Total 1000 1000 9 10 11 Calulate Gap 12 Net interest income 13 Net interest margin 14 15 16 Recalculate values for a 1% change in interst rates 17 Recalculate values for a 1% decease in interst rates 18 Recalculate if the spread decreases by 1%, RSA = 8.5% RSL = 5.5% 19 Recalculate if the spread increase by 1% RSA = 8.5% RSL = 4.5% 20 Recalculate if mix is changed, RSA 700, FRA 150, 21 Recalcute if mix is changed, RSL 350, FRL 470 =Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started