Repricing Model.

a$.$ What is Slalom Bank$$s repricing gap if the planning period is $6$ months? One year? and

$5$ years?

b$.$ What is the impact over the next one year and two years on net interest income if

interest rates on RSAs decrease by $75$ basis points and interest rates on RSLs increase

by $50$ basis points.

c$.$ Identify the most significant line item $($on this balance sheet$)$ that impacts Slalom

Bank$$s strategic risk as measured by its net interest income.

d$.$ What method would you recommend to Slalom Bank to adopt in managing this

strategic risk.