Question : The Bahrain Financial House (BFH) is concerned about the impact of a ...
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Question : The Bahrain Financial House (BFH) is concerned about the impact of a potential rate cut by the Central Bank of Bahrain, possibly following global economic trends. The Chief Risk Officer simulates a uniform drop in interest rates across all maturities.
Given the following data from the bank's one-year repricing gap:
| Financial Metric | Value (BHD) |
| Rate-Sensitive Assets (RSA) | 680 million |
| Rate-Sensitive Liabilities (RSL) | 440 million |
| Interest Rate Change ($\Delta R$) | -0.6% |
What is the change in the bank's Net Interest Income (ΔNII)?
(Write your answer to 2 decimal points for example, -5.07 or 3.28)
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