$ 239 168 Assets Cash 1-month T-bills (7.23) 3-month T-bills (7.434) 2-year T-notes (7.684) 8-year Tenoten (9.148) 5-year munis (floating rate) (8.388 reset every six months) Total Liabilities and Equity $ 28 Overnight repos 111 Subordinated debt 111 7-year fixed (8.73) 68 118 43 Equity $ 479 Total 72 $ 479 a. What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a non-interest-earning asset.) b. What is the impact over the next 30 days on net interest income if all interest rates rise by 50 basis points? c. The following one-year runoffs are expected: $17 million for two year T-notes, $27 million for the eight-year T-notes. What is the one year repricing gap? d. If runoffs are considered, what is the effect on net interest income at year-end interest rates rise by 50 basis points
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