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Loan A Loan B (8%, 3 year) (11%, 4 years) - $150 = $200 = $350 Total Assets Deposit A Deposit B Total Liabilities (5%,
Loan A Loan B (8%, 3 year) (11%, 4 years) - $150 = $200 = $350 Total Assets Deposit A Deposit B Total Liabilities (5%, 2 years) =$250 (7%, 3 year) = $100 = $350 The GAP 3 yr=-200 if all interest rates decrease by 3%, net impact on net interest income (ANII) is +$6 +$7 +$8 +$9
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