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A Bank Has Rate Sensitive Assets of $100 and Rate

Question 23

Multiple Choice

A bank has rate sensitive assets of $100 and rate sensitive liabilities of $200, which of the following answers is correct for the bank?


A) It has a negative funding gap and will have a lower NIM if rates fall.
B) It has a positive funding gap and will have a lower NIM if rates rise.
C) It has a positive funding gap and will have a lower NIM if rates fall.
D) It has a negative funding gap and will have a lower NIM if rates rise.

Correct Answer:

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