Structural liquidity statement, per bucket 8-14 29 days- 15-28 days Time bucket 1 day 2-7 days days Bm Bm-6m 6m-1yr lyr-3yr Byr-5yr þver 5 yr Inflows 403.84 319.22 348.58 362.52 751.79 630.27 645.81 2281.06 731.66 2530.76 Outflows 96.72 378.22 307.3 218.01 | 669.71 | 1358.9 1124.37 | 3053.03 469.22 Cumulative Outflow 96.72 1015.84 474.94 782.24 1000.25 1669.96 3028.86 4153.23 | 7206.26 | 7675.48 17664.63
Structural liquidity statement, per bucket 8-14 29 days- 15-28 days Time bucket 1 day 2-7 days days Bm Bm-6m 6m-1yr lyr-3yr Byr-5yr þver 5 yr Inflows 403.84 319.22 348.58 362.52 751.79 630.27 645.81 2281.06 731.66 2530.76 Outflows 96.72 378.22 307.3 218.01 | 669.71 | 1358.9 1124.37 | 3053.03 469.22 Cumulative Outflow 96.72 1015.84 474.94 782.24 1000.25 1669.96 3028.86 4153.23 | 7206.26 | 7675.48 17664.63
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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The following table contains the liquidity table for an American company. Time buckets considered are between 1 day and 5 years.
- On the 1st row, you have the liquidity inflows (received) over 5 years, per bucket
- On the 2nd row, you have the liquidity outflows (paid) over 5 years, per bucket
- On the 3rd row, you have the cumulative outflow , per bucket You are asked :
1. calculate the liquidity GAP = inflows - outflows, per bucket
2. calculate the cumulative GAP, per bucket
3. What will be the Net interest income variation for the period of 29 days - 3 months, if interest rates have a 3% variation?
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