Repricing model Allied National Banks balance sheet is listed below Market yields are in parenthesis and amounts are in millions Assets Cash Interbank lending (5.05%) 3-month T-notes (25%) Million 250 20 340 Million Liabilities and equity 20 Demand deposits 150 Savings accounts (1.9% 150 Money market deposit accounts (4.5%) (no minimum balance requirement) 1003-month CDs (4.2%) 2006 month CDs (4.3% 50 year CDs (4.5%) 120 220 375 250 2.year CDs (5) 300-year CDs (5.3%) 350 Syear CDs (6) 200 Interbank borowings (5%) 275 Overnight repos (59) 425 330 350 225 290 300 2-year T-Boods (6.50%) 8-year T-Bond (7.50%) 5-year corporate bonds (floating rate) (8.20%,repriced 6 months) 6-month consumer loans (8%) 1-year consumer loans (5.8%) Syear personal loans (7) 7 month commercial loans (5.8%) 2-year commercial loans (floating rate) (5.15% repriced 6. months) 15 year variable rate mortgages (58%,repriced 6-months) 15 year variable rate mortgages (6.1%,repriced year) 15 year fixed-rate mortgages (785%) 30-year variable rate mortgages 16.3%, repricedurer) 30-year variable rate mortgages (6,4%, repriced month) 30-year fixed-rate mortgages (829) Premises and equipment Totalsts 200 2006 month bank accepted bills (5.05%) 400 Subordinate notes 3-year fired ac (6.5%) 300 Subordinated debe: 7year fixed rate (725% 225 Total liabilities 100 3545 355 20 Equity $3945 Total liabilities and equity 51945 (a) What is the repricing sup if the planning period is 30 days6 meth1 year? 2 year! 5 years? (b) What is the impact over the next 30 days period on net interest income if interest rates increase by 0 basis points? (c) What is the impact over the next year on net interest income if interest rates on RSAS increase basis points and on RSL increase 40 basis points? Repricing model Allied National Banks balance sheet is listed below Market yields are in parenthesis and amounts are in millions Assets Cash Interbank lending (5.05%) 3-month T-notes (25%) Million 250 20 340 Million Liabilities and equity 20 Demand deposits 150 Savings accounts (1.9% 150 Money market deposit accounts (4.5%) (no minimum balance requirement) 1003-month CDs (4.2%) 2006 month CDs (4.3% 50 year CDs (4.5%) 120 220 375 250 2.year CDs (5) 300-year CDs (5.3%) 350 Syear CDs (6) 200 Interbank borowings (5%) 275 Overnight repos (59) 425 330 350 225 290 300 2-year T-Boods (6.50%) 8-year T-Bond (7.50%) 5-year corporate bonds (floating rate) (8.20%,repriced 6 months) 6-month consumer loans (8%) 1-year consumer loans (5.8%) Syear personal loans (7) 7 month commercial loans (5.8%) 2-year commercial loans (floating rate) (5.15% repriced 6. months) 15 year variable rate mortgages (58%,repriced 6-months) 15 year variable rate mortgages (6.1%,repriced year) 15 year fixed-rate mortgages (785%) 30-year variable rate mortgages 16.3%, repricedurer) 30-year variable rate mortgages (6,4%, repriced month) 30-year fixed-rate mortgages (829) Premises and equipment Totalsts 200 2006 month bank accepted bills (5.05%) 400 Subordinate notes 3-year fired ac (6.5%) 300 Subordinated debe: 7year fixed rate (725% 225 Total liabilities 100 3545 355 20 Equity $3945 Total liabilities and equity 51945 (a) What is the repricing sup if the planning period is 30 days6 meth1 year? 2 year! 5 years? (b) What is the impact over the next 30 days period on net interest income if interest rates increase by 0 basis points? (c) What is the impact over the next year on net interest income if interest rates on RSAS increase basis points and on RSL increase 40 basis points
