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    ninfipoo's Avatar
    ninfipoo Posts: 1, Reputation: 1
    New Member
    		  
    #1

    Oct 2, 2010, 10:33 AM
    Assets liabilities
    Assets
    ASSETS LIABILITIES
    cash assets $10M Demand deposit $10M
    Short term investment 20M (D=0.25 years) Interest bearing deposits maturing in less than 1 year $5M
    Long Term investment $5M (D=0.4years)
    (D=4 years) Interest bearing deposits maturing in more than 1 year $25M
    Loans maturing in less than 1 year $15M (D=8.5 years)
    (D=0.3 years) Borrowed funds (D=0.25years) $5M
    Loans maturing in more than 1 year $10 M Equity Capital $15M

    What is the Maturiy Gap and Duration Gap for this balance sheet?

    What will happen to the value of the equity for this bank if interest rates go down by 50 baisis points (Assume the original yield was 5%)
    (D=5 years)
    Curlyben's Avatar
    Curlyben Posts: 18,514, Reputation: 1860
    BossMan
    		  
    #2

    Oct 2, 2010, 10:41 AM
    Thank you for taking the time to copy your homework to AMHD.
    Please refer to this announcement: https://www.askmehelpdesk.com/financ...-b-u-font.html
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