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thats all the info Given the following information: (all numbers are in millions) Fixed rate CD's Treasury bills = Savings Deposits = Discount loans =
thats all the info
Given the following information: (all numbers are in millions) Fixed rate CD's Treasury bills = Savings Deposits = Discount loans = Treasury notes = Variable rate CD's = Demand deposits = $16 $11.5 $4 $2.3 $18 $2 $18 Variable rate mortgage loans Fed Funds borrowing = Fixed rate loans = Reserves = Equity Capital - Fed Funds lending = Money Market deposit accts = $4.5 S8 $11 $11 $3.5 $9 S8 A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-tate sensitive as illustrated in class notes (examples at the end of ch.10 ppts.). B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.25% decrease in interest rates and an average duration of assets of 6.3 years and an average duration of liabilities of 4.2 years c Determine the new level of equity capital Given the following information: (all numbers are in millions) Fixed rate CD's Treasury bills = Savings Deposits = Discount loans = Treasury notes = Variable rate CD's = Demand deposits = $16 $11.5 $4 $2.3 $18 $2 $18 Variable rate mortgage loans Fed Funds borrowing = Fixed rate loans = Reserves = Equity Capital - Fed Funds lending = Money Market deposit accts = $4.5 S8 $11 $11 $3.5 $9 S8 A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-tate sensitive as illustrated in class notes (examples at the end of ch.10 ppts.). B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.25% decrease in interest rates and an average duration of assets of 6.3 years and an average duration of liabilities of 4.2 years c Determine the new level of equity capital Step by Step Solution
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