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The questions are located at the bottom. Thank you! 4% 6% A B C D E F 1 Bank 5 2 Assets Yield Liabilities Rate
The questions are located at the bottom. Thank you!
4% 6% A B C D E F 1 Bank 5 2 Assets Yield Liabilities Rate 3 Rate Sensative 600 8% 500 4 Fixed Rate 250 11% 320 5 Non Earning 150 0% 100 6 7 Equity 80 8 Total 1000 1000 9 10 11 Calulate Gap 12 Net interest income 13 Net interest margin 14 15 16 Recalculate values for a 1% change in interst rates 17 Recalculate values for a 1% decease in interst rates 18 Recalculate if the spread decreases by 1%, RSA = 8.5% RSL = 5.5% 19 Recalculate if the spread increase by 1% RSA = 8.5% RSL = 4.5% 20 Recalculate if mix is changed, RSA 700, FRA 150, 21 Recalcute if mix is changed, RSL 350, FRL 470 =Step by Step Solution
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