Calculate repricing gap and impact on net interest income

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Question - Rate-sensitive assets = $100 million Rate-sensitive liabilities = $150 million.

Calculate the repricing gap and the impact on net interest income of a 1 percent increase in interest rates.

Calculate the impact on net interest income with a 1 percent decrease in interest rates.

What conclusion can you draw about the repricing model from these results?

Reference no: EM133062648

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