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For a bank, you observe the following Rate Sensitivity (repricing sap) Report (dollars in millions): Maturity 1-30 days 31-180 days 181 days 1 year Not

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For a bank, you observe the following Rate Sensitivity (repricing sap) Report (dollars in millions): Maturity 1-30 days 31-180 days 181 days 1 year Not rate sensitive (over 1 year) 330 280 160 130 Assets Liabilities: 195 265 230 300 You are interested in the one-year cumulative gap (CGAP). The impact on net interest income (NIT) from those rate sensitive assets and liabilities (1.e., the 0 to 1 year bucket or cumulative gap) given a 2% decrease in interest rates (use the formula) is Positive $1.2 million Negative 53.6 million Negative $2.4 million Positive $2.4 million

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