Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets = $100 million; Rate-sensitive liabilities = $50 million. b. Rate-sensitive assets = $50 million; Rate-sensitive liabilities = $150 million. c. Rate-sensitive assets = $75 million; Rate-sensitive liabilities = $70 million. (For all requirements, negative amounts should be indicated by a minus sign. Enter your answers in millions rounded to 2 decimal places. (e.g., 32.16)) Repricing gap > Answer is not complete. Net interest income a. $ b. $ 61.00 million (111.00) million $ (111.00) million million C. $ 6.00 million million
Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets = $100 million; Rate-sensitive liabilities = $50 million. b. Rate-sensitive assets = $50 million; Rate-sensitive liabilities = $150 million. c. Rate-sensitive assets = $75 million; Rate-sensitive liabilities = $70 million. (For all requirements, negative amounts should be indicated by a minus sign. Enter your answers in millions rounded to 2 decimal places. (e.g., 32.16)) Repricing gap > Answer is not complete. Net interest income a. $ b. $ 61.00 million (111.00) million $ (111.00) million million C. $ 6.00 million million
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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