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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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