Question
This is the 2nd Bank's Balance Sheet Assets Liabilities Cash 55,000 Demand deposits 200,000 Reverse REPO's 177,000 Savings Accounts 341,000 Treasury Bills 275,000 Money Market
This is the 2nd Bank's Balance Sheet Assets Liabilities Cash 55,000 Demand deposits 200,000 Reverse REPO's 177,000 Savings Accounts 341,000 Treasury Bills 275,000 Money Market Accounts 267,000 Treasury Bonds CD (retail < 250,000) Short-term 85,000 Short-term 363,000 Long term 115,000 Long term 438,000 Corporate Bonds CD (wholesale > 250,000) 544,000 Short-term 35,000 FED Funds purchased 42,000 Long term 85,000 other liabilities 29,000 Loans Total Liabilities 2,224,000 - Variable Rate 195,000 - Fixed Rate Equity Short-term 320,000 Common Stock 75,000 Long term 1,085,000 Surplus 52,000 Retained Earnings 86,000 other assets 10,000 Total Equity 213,000 Total Assets 2,437,000 Total Liabilities & equity 2,437,000
Calculate:
1.) Interest Rate Sensitive Assets
2.) Interest Rate Sensitive Liabilities
3.) Dollar Gap
4.) Sensitivity Ratio
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