Fixed Rate CD $16 Treasury Bills $11.50 Saving Deposit $4 Discount Loans $2.
Fixed Rate CD $16 Treasury Bills $11.50 Saving Deposit $4 Discount Loans $2.50 Treasury Notes $8 Variable Rate CD’s $11 Demand Deposits $8 Variable Rate Mortgage Loans $18 Fed Funds Borrowing $2 Fixed Rate Loans $18 Reserves $4.50 Equity Capital $11 Fed Funds Lending $3.50 Money Market Deposit Accounts $9
A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-rate sensitive.
B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.25% decrease in interest rates and an average duration of assets of 6.3 years and an average duration of liabilities of 4.2 years.
C. Indicate the new level of equity capital
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