Time Frame for Rate Sensitivity You have worked with planning horizon of 1 year: however, in practice banks will create a Periodic Gap and Cumulative GAP. This exercise is to bring you up to speed. 1-7 Days 8-30 Days 31-90 Days 91-180 Days 181-365 Days Over 1 year Not Rate Sensitive Total 0.7 3.3 3.7 3.6 1.2 0.7 1.2 1.8 1.0 2.2 6.6 Assets U.S. Treas & ag MM Inv Municipals FF & Repo's Comm loans Install loans Earn assets 5.0 1.0 0.3 14.8 0.5 2.9 1.6 4.7 1.3 4.6 1.9 15.5 8.2 Cash and Due Other assets 7.0 4.7 Nonearn assets Total Assets 5.0 5,0 1.0 0.9 1.1 9.3 13.1 7.9 5.9 6.9 2.9 1.8 1.2 14.6 Liabilities and Equity MMDA Time deposits 100,000 FF purchased NOW Savings Market-rate liab DD Other liabilities Equity Nonpay liab and Equity Total Liab & Eq. 1.9 13.5 1.0 7.0 Periodic GAP 2 points Cumulative GAP 2 points Time Frame for Rate Sensitivity You have worked with planning horizon of 1 year: however, in practice banks will create a Periodic Gap and Cumulative GAP. This exercise is to bring you up to speed. 1-7 Days 8-30 Days 31-90 Days 91-180 Days 181-365 Days Over 1 year Not Rate Sensitive Total 0.7 3.3 3.7 3.6 1.2 0.7 1.2 1.8 1.0 2.2 6.6 Assets U.S. Treas & ag MM Inv Municipals FF & Repo's Comm loans Install loans Earn assets 5.0 1.0 0.3 14.8 0.5 2.9 1.6 4.7 1.3 4.6 1.9 15.5 8.2 Cash and Due Other assets 7.0 4.7 Nonearn assets Total Assets 5.0 5,0 1.0 0.9 1.1 9.3 13.1 7.9 5.9 6.9 2.9 1.8 1.2 14.6 Liabilities and Equity MMDA Time deposits 100,000 FF purchased NOW Savings Market-rate liab DD Other liabilities Equity Nonpay liab and Equity Total Liab & Eq. 1.9 13.5 1.0 7.0 Periodic GAP 2 points Cumulative GAP 2 points