a) What are x and y? b) What are the cumulative repricing gaps for 1 month (CGAP1-month), 3 months (CGAP3-month), 1-year (CGAP1-year), and 2 years (CGAP2year)? c) What is the impact over the next three months on the net interest income if interest rate on RSAS and RSLS both increase by 40 basis points (i.e. +0.4%)?
a) What are x and y? b) What are the cumulative repricing gaps for 1 month (CGAP1-month), 3 months (CGAP3-month), 1-year (CGAP1-year), and 2 years (CGAP2year)? c) What is the impact over the next three months on the net interest income if interest rate on RSAS and RSLS both increase by 40 basis points (i.e. +0.4%)?
Intermediate Accounting: Reporting And Analysis
3rd Edition
ISBN:9781337788281
Author:James M. Wahlen, Jefferson P. Jones, Donald Pagach
Publisher:James M. Wahlen, Jefferson P. Jones, Donald Pagach
Chapter4: The Balance Sheet And The Statement Of Shareholders' Equity
Section: Chapter Questions
Problem 16P: Ratios Analyses: McCormick Refer to the information for McCormick above. Additional information for...
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