ASB2525

Consider the four banks balance sheet in Appendix A and associated average interest rates. The period for rate sensitivity is one year.For each four banks in Appendix A, calculate their GAP, expected NII, and NIM if interest rates and portfolio composition remain constant during the year. Explain how each bank is positioned to profit if interest rates move in which direction.PART 2Calculate the change in expected NII and NIM if interest rates shi

15 Other / Other Bangor University / ASB2525 18 Nov 2020