Intherest Rishi Cap Duration Analysis

Aspens

Liabiltes

Peplined Peserves

$8m$

Money Market Deposits $50m$

Exdesis Reserves

$7=$

$3-$year CDs

$40m$

Tals

$65m$

Capital

$10m$

Porigages $30-$year $,10m$

Commercal Luans $5$ year $10m$

The duration of asset is $1\mathrm{.}8$ years, the duration of liabilities $2$ years.

What is the amount of PSA, PSL and the income gap amount?

$2$ What happens to this barik's net income if the interest rises by $1\%$ does it go up or does it go down? Show work

$3$What happeris when the interest rises by $1\%$ to this bank's asset value, liability value and the net worth? Show work.$($first$,$ calculate duration gap$)$