Refer to the CIBC First Caribbean Group Annual Report 2022

1. Calculate the cumulative one-year repricing gap (CGAP) for FYE 2022 under the following assumptions: Balances with Central Banks are interest free, amounts due from banks all carry fixed rates, 60% of loans and advances are rate sensitive, 25% of deposits and 50% of investment securities and 100% debt securities in issue are rate sensitive. Refer to the table on page 132 of the annual report for the appropriate inputs.