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BFC3170 - Financial intermediation - S1 2026
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Which of the following statements about leverage-adjusted duration gap is true
The repricing model ignores information regarding the distribution of assets and liabilities within maturity buckets. This limitation of the model refers to
The gap ratio expresses the repricing gap for a given time period as a percentage of
Without financial institutions, which of the following is true
Which of the following is false regarding duration gap analysis?
Which function of an FI reduces transaction and information costs between a corporation and an individual and may encourage a higher rate of savings
Bank XYZ has a positive repricing gap. If the interest rate on RSAs decreases more than the interest rate on RSLs, the Net Interest Income of the bank:
Of the following institutions, which will be subject to refinancing risk within a particular reprice bucket?
Use the following bank information for questions 11 - 17.
The balance sheet of XYZ Bank appears below. All figures are in millions of US Dollars.
Assets
|
|
Liabilities & Equity
|
|
Short-term consumer loans (one-year maturity)
|
200
|
Equity capital (fixed)
|
150
|
Long-term consumer loans
|
125
|
Transaction accounts (non-interest bearing)
|
125
|
Three-month Treasury bills
|
180
|
Passbook savings accounts with a fixed interest rate
|
145
|
Six-month Treasury notes
|
225
|
Three-month CDs
|
200
|
Three-year Treasury bonds
|
140
|
Three-month bankers’ acceptances
|
160
|
10-year fixed-rate mortgages
|
160
|
Six-month commercial paper
|
250
|
30-year floating rate mortgages (rate adjusted every six months)
|
185
|
One-year time deposits
|
115
|
|
|
Two-year term deposits
|
70
|
Total assets
|
1,215
|
Total liabilities & equity
|
1,215
|
Total six-months rate-sensitive assets is
XYZ Bank does not include equity as part of its RSL. It also treats transaction accounts and passbook savings accounts as being insensitive to interest rate changes.
Total six-months rate-sensitive liabilities is