Problem. 01: Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets =$100 million. Rate-sensitive liabilities =$50 million. b. Rate-sensitive assets =$50 million. Rate-sensitive iabilities =$150 million. c. Rate-sensitive assets =$75 million. Rate-sensitive liabilities =$70 million. d. Compare the interest rate risk exposure of the institutions in parts (a), (b) and (c). Solution