$($Repricing gaps$)$ Consider a financial institution with the following Balance

Sheet $($amounts are in million; market yields are in parenthesis$)$

$($a$)$ What are $x,y$ and $z?$

$($b$)$ What are the cumulative repricing gaps for $3$ month $(CGA{P}_{3-\text{m}\text{o}\text{n}\text{t}\text{h}}),6$

months $(CGA{P}_{6-\text{m}\text{o}\text{n}\text{t}\text{h}}),1$ year $(CGA{P}_{1-\text{y}\text{e}\text{a}\text{r}}),$ and $2$ years $(CGA{P}_{2-\text{y}\text{e}\text{a}\text{r}})?$

$($c$)$ What is the impact over the next $3$ months on the net interest income if

interest rates on RSAs and RSLs both decrease by $20$ basis points $($i$.$e$.$

$-0\mathrm{.}2\%$

$($d$)$ What is the impact over the next two years on the net interest income

if interest rate on RSAs increases by $20$ basis points and interest rate on

RSLs increases by $30$ basis points?