The Following Information Is from First Yaupon Savings Association [Reference: 8-99]
-What Is the Repricing Gap Over the 1-Year
The following information is from First Yaupon Savings Association. [Reference: 8-99]
-What is the repricing gap over the 1-year maturity bucket?
A) +$100 million.
B) -$500 million.
C) -$100 million.
D) +$500 million.
E) -$900 million. [Refer to: 8-99]
Correct Answer:
Verified
Q83: The gap ratio is
A).015.
B)-.015.
C).025.
D)-.144.
E).154.
[Reference: 8-84]
Q84: Total one-year rate-sensitive liabilities is
A)$540 million.
B)$580 million.
C)$555
Q85: What is the weighted average maturity of
Q86: How will a decrease of 25 basis
Q87: The average maturity of the liabilities
Q89: Use the repricing model to determine the
Q90: Suppose that interest rates rise by 2
Q91: What is the repricing gap if a
Q92: Use the repricing model to determine the
Q93: What is the impact over the next
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