You are required to:

i$)$ Calculate the $12$ months Rate Sensitive Assets $($RSA$),$ Rate Sensitive Liabilities and Re$-$

pricing gap.

ii$)$ Calculate the impact of a $300$ basis point increase in interest rate on the bank's net

interest income over the next $12$ months

iii$)$ Calculate the impact on the bank's net interest income if as a results of increase in market

interest rates, asset rates increase by $400bps$ whilst liability rate increase by $300bps.$

iv$)$ Briefly highlights the bank can do to minimize its interest rate risk position.