Bank 3 Liabilities (millions) 9. 17 Assets (millions) Maturities 1 day +1 day-3mos +3 mos-6 mos +6 mos-12 mos +l year- 5 years 6. 11 10 43 15 52 90 11 Use the Repricing Model. If interest rates rise...


Bank 3<br>Liabilities (millions)<br>9.<br>17<br>Assets (millions)<br>Maturities<br>1 day<br>+1 day-3mos<br>+3 mos-6 mos<br>+6 mos-12 mos<br>+l year- 5 years<br>6.<br>11<br>10<br>43<br>15<br>52<br>90<br>11<br>Use the Repricing Model. If interest rates rise by 56 basis points for<br>assets and 142 basis points for liabilities over the next year, then<br>how will impact the interest income of Bank 3 over the next year?<br>O Bank 3 will experience a loss of $1,483,000<br>O Bank 3 will experience a gain of $679,400<br>Bank 3 will experience a loss of $679,400<br>Bank 3 will experience a gain of $1,953,400<br>

Extracted text: Bank 3 Liabilities (millions) 9. 17 Assets (millions) Maturities 1 day +1 day-3mos +3 mos-6 mos +6 mos-12 mos +l year- 5 years 6. 11 10 43 15 52 90 11 Use the Repricing Model. If interest rates rise by 56 basis points for assets and 142 basis points for liabilities over the next year, then how will impact the interest income of Bank 3 over the next year? O Bank 3 will experience a loss of $1,483,000 O Bank 3 will experience a gain of $679,400 Bank 3 will experience a loss of $679,400 Bank 3 will experience a gain of $1,953,400

Jun 02, 2022
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