Question
The balance sheet of FIN333 Bank appears below. All figures in billion of Thai Baht. Assets Liabilities and Equity Short-term consumer loans (one-year maturity) 115
The balance sheet of FIN333 Bank appears below. All figures in billion of Thai Baht.
Assets | Liabilities and Equity | ||
Short-term consumer loans (one-year maturity) | 115 | Equity capital (fixed) | 110 |
Long-term consumer loans | 110 | Demand deposits (two-year maturity) | 180 |
Three-month Treasury bills | 160 | Passbook savings | 135 |
Six-month Treasury notes | 155 | Three-month CDs | 175 |
Three-year Treasury bond | 170 | Three-month commercial paper | 135 |
10-year, fixed-rate mortgages | 120 | Six-month commercial paper | 160 |
30-year, floating-rate mortgages (rate adjusted every nine months) | 155 | One-year time deposits | 90 |
Two-year time deposits | 40 | ||
985 | 985 |
Total one-year rate-sensitive assets is .00 billion Baht. (Answer in a whole number without decimal point.)
Total one-year rate-sensitive liabilities is .00 billion Baht. (Answer in a whole number without decimal point.)
The cumulative one-year repricing gap (CGAP) for the bank is .00 billion Baht. (Answer in a whole number without decimal point.)
The gap ratio is %. (Round your answers to 2 decimal places. Do not include the percentage sign (%).)
Suppose that interest rates on RSAs and RSLs rise by 40 and 60 basis points, respectively. The expected annual change in net interest income of the bank is billion Baht. (Round your answers to 2 decimal places.)
The spread effect is (smaller / greater) than the CGAP effect.
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