On a bank's balance sheet,

have 6months (180days) deposits [Liabilities]

have Overdrafts (daily rate reset) current rate 3.5% $100,000,000 [Assets]

have 5 year Housing (6mth rate reset) current rate 4% 350,000,000 [Assets]

The Par rate for

call 1.5%

6 months 1.84%

1 year 1.72%

1.5years 1.60%

2 years 1.50%

2.5years 1.43%

3 years 1.40%

3.5 years 1.41%

4 years 1.42%

4.5 years 1.43%

5 years 1.44%

I need help understand this question: Draw the cashflow ladder for this bank's interest rate sensitive assets and liabilities. use the six-monthly buckets up to 5 years (e.g. 6 months, 12 months etc.)

I do not understand how to consider these on the Cashflow ladder with "daily rate reset" and especially the "6 mth rate reset" 5 year housing loan.

Please explain if I use PVBP model, what the rate reset means to me when I consider interest rate risk?

will appreciate your help.