Use the repricing model to determine the funding gap for a maturity bucket of 91 days.
A)-$60 million.
B)-$150 million.
C)$0.
D)-$250 million.
E)-$300 million. [Refer to: 8-89]

Question

Quizplus · Accepted Answer

The repricing model calculates the funding gap by comparing the amount of assets and liabilities that reprice within a specific maturity bucket. In this case, the funding gap for the 91-day maturity bucket is -$150 million, indicating that liabilities exceed assets by this amount.

Use the Repricing Model to Determine the Funding Gap for a Maturity