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Canvas A Balance Sheet: Stetson National Bank Assets in 000 dollars Liabilities and Equity in 000 dollars Cash $100 Demand Deposits $350 Commercial Loans Floating Rate (6 months) $300 Federal Funds purchased $175 Fixed Rate (7 year) $300 MMDAS $275 Consumer Loans (6 months) $150 CDS Treasury Bills (6 months) $150 Short Term (120 days) $300 Long Term (5 years) $200 Mortgages Commercial Paper (7 mos) $400 Floating Rate (1 year ARM $325 Fixed Rate (15 year) $350 Long Term Debt (20 years) $175 Federal Funds sold $105 Mortgages Commercial Paper7mos 5400 Floating Rate (1 year ARMS $325 Fixed Rate (15 year $350 Long Term Debt 20 years) 5175 Federal Funds sold $105 Reserve for loan losses $125 Equity $125 Premises $95 $2.000 Total Assets Total Liabilities and Equity $2,000 1. From the balance sheet above, create a repricing table with maturity buckets of 1-30 days, 31-90 days. 91-180 days, 181 270 days. 271-365 days. (4 points) 1-30 days 91-180 days 181-270 271-365 days RSA RSL GAP EGAP MacBook Pro The A & 2 3 4 5 6 8 W E R Y PGAP CGAP 2. If you were a bank manager and were using repricing (dollar gap) model to manage interest rate risk, what would you do to increase profits for the bank in the one-year planning horizon? (2 points) 3. If your planning horizon was 6 months and if rates are expected to increase by 1 percent in the near future, what would be the change in net interest income? (2 points) Please show me your work. TYPE IN YOUR ANSWER DETAILS (In case things do not save properly) for partial credit. Use either your calculator and type in your answers or use the link below, SSX Workbook, provided to access excel for calculations and save it. Note that excel will be where you may need to type 'P.. etc and type in the function to do calculations. If not, if functions like normal Canvas A Balance Sheet: Stetson National Bank Assets in 000 dollars Liabilities and Equity in 000 dollars Cash $100 Demand Deposits $350 Commercial Loans Floating Rate (6 months) $300 Federal Funds purchased $175 Fixed Rate (7 year) $300 MMDAS $275 Consumer Loans (6 months) $150 CDS Treasury Bills (6 months) $150 Short Term (120 days) $300 Long Term (5 years) $200 Mortgages Commercial Paper (7 mos) $400 Floating Rate (1 year ARM $325 Fixed Rate (15 year) $350 Long Term Debt (20 years) $175 Federal Funds sold $105 Mortgages Commercial Paper7mos 5400 Floating Rate (1 year ARMS $325 Fixed Rate (15 year $350 Long Term Debt 20 years) 5175 Federal Funds sold $105 Reserve for loan losses $125 Equity $125 Premises $95 $2.000 Total Assets Total Liabilities and Equity $2,000 1. From the balance sheet above, create a repricing table with maturity buckets of 1-30 days, 31-90 days. 91-180 days, 181 270 days. 271-365 days. (4 points) 1-30 days 91-180 days 181-270 271-365 days RSA RSL GAP EGAP MacBook Pro The A & 2 3 4 5 6 8 W E R Y PGAP CGAP 2. If you were a bank manager and were using repricing (dollar gap) model to manage interest rate risk, what would you do to increase profits for the bank in the one-year planning horizon? (2 points) 3. If your planning horizon was 6 months and if rates are expected to increase by 1 percent in the near future, what would be the change in net interest income? (2 points) Please show me your work. TYPE IN YOUR ANSWER DETAILS (In case things do not save properly) for partial credit. Use either your calculator and type in your answers or use the link below, SSX Workbook, provided to access excel for calculations and save it. Note that excel will be where you may need to type 'P.. etc and type in the function to do calculations. If not, if functions like normal

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