Calculate the one-year repricing gap

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(i) Calculate the one-year repricing gap. You must show all workings.

(ii) The bank anticipates that in the next 12 months, interest rates on Rate-Sensitive Assets will increase by 70 basis points, and interest rates on Rate-Sensitive Liabilities will increase by 100 basis points. Calculate the expected change in Net Interest Income. You must show all workings

Reference no: EM133001075

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