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please study those items from Interest rate risk management point of view. These items are classified. into TWO groups based on whether they are interest
please study those items from Interest rate risk management point of view. These items are classified. into TWO groups based on whether they are interest rate sensitive items and interest rate non sensitive items.
a) Please state the classification 1 is correct or not
b) Please state the classification 2 is correct or not
CLASSIFICATION : ONE Rate Sensitive Items from long term view Non Rate sensitive Items from long term view Borrowings In Repo Refinance from SIDBI CDs issued Balances with RBI Mutual Fund Borrowings from HO Interbank Deposits PSU Bonds Govt Securities Borrowing in call Money lent under Repo Money lent under call CLASSIFICATION : TWO Rate Sensitive Items from long term view Non Rate sensitive Items from long term view Borrowings In Repo Refinance from SIDBI CDs issued Balances with RBI Borrowing in call Borrowings from HO Interbank Deposits Mutual Fund Govt Securities Money lent under Repo Money lent under call PSU Bonds GOODWILL BANK INTEGRATED TREASURY BRANCH Liabilities Rs in crore Assets Rs in crore Borrowing in Repo 100 Govt secuiritires 100 CDs issued 100 Balances with RBI 100 Bonds issued 100 100 Investment in equity Borrowing in call 100 Mutual Funds 100 100 Refinance from SIDBI 100 Money lent under Repo Borrowing from Head Office 100 Money lent in Call 100 100 Interbank deposits accepted 100 PSU Bonds/ Debentures 700 700
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