In the last quarter ABC Bank reported the following repricing buckets: $$\begin{array} { | l l l | }
\hline \text { Repricing buckets } & { \text { Assets Liabilities } } \
1 \text { day } & \$ 50 & \$ 100 \
1 \text { day to } 3 \text { months } & \$ 120 & \$ 25 \
3 \text { months to } 6 \text { months } & \$ 35 & \$ 100 \
6 \text { months to } 12 \text { months } & \$ 65 & \$ 75 \
1 \text { year to } 5 \text { years } & \$ 70 & \$ 40 \
\text { Over } 5 \text { years } & \$ 60 & \$ 60 \
\hline
\end{array}$$ Calculate the repricing gaps for each maturity bucket and the cumulative gaps

Question

In the last quarter ABC Bank reported the following repricing buckets: $$\begin{array} { | l l l | } 
\hline \text { Repricing buckets } & { \text { Assets Liabilities } } \
1 \text { day } & \$ 50 & \$ 100 \
1 \text { day to } 3 \text { months } & \$ 120 & \$ 25 \
3 \text { months to } 6 \text { months } & \$ 35 & \$ 100 \
6 \text { months to } 12 \text { months } & \$ 65 & \$ 75 \
1 \text { year to } 5 \text { years } & \$ 70 & \$ 40 \
\text { Over } 5 \text { years } & \$ 60 & \$ 60 \
\hline
\end{array}$$ Calculate the repricing gaps for each maturity bucket and the cumulative gaps

Quizplus · Accepted Answer

The Answer of In the last quarter ABC Bank reported the following repricing buckets: $$\begin{array} { | l l l | } 
\hline \text { Repricing buckets } & { \text { Assets Liabilities } } \
1 \text { day } & \$ 50 & \$ 100 \
1 \text { day to } 3 \text { months } & \$ 120 & \$ 25 \
3 \text { months to } 6 \text { months } & \$ 35 & \$ 100 \
6 \text { months to } 12 \text { months } & \$ 65 & \$ 75 \
1 \text { year to } 5 \text { years } & \$ 70 & \$ 40 \
\text { Over } 5 \text { years } & \$ 60 & \$ 60 \
\hline
\end{array}$$ Calculate the repricing gaps for each maturity bucket and the cumulative gaps

In the Last Quarter ABC Bank Reported the Following Repricing