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I have the answer I just want to know how did it is 300m for RSA and 300m for RSL. and also the RSA(2-year). 4.

I have the answer I just want to know how did it is 300m for RSA and 300m for RSL. and also the RSA(2-year). image text in transcribed
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4. Assume a bank has the following balance sheet (in millions). a. Determine the 1-year and 2-year GAP (GAP). RSA(1-year)=$300mRSL(1-year)=$300mGap1-year:0RSA(2-year)=$700mRSL(2-year)=$1,200mGap2-year:$500m b. What is the net impact on net interest income (NII), if interest rates are expected to change as specified in the Expected rate change, for the 1- and 2-year GAP? Interest impact on one-year RSA: $3002%=$6 Interest impact on one-year RSL: $1000.75%+$2001%=$0.75+$2=$2.75 NII=+$3.25 Interest impact on two-year RSA: $6.0+$4003%=$18 Interest impact on two-year RSL: $2.75+$9001.5%=$16.25 NII=+$1.75

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