NII Sensitivity: ±200 bp Parallel Rate Shock
This lesson is part of the course
In this lesson
You estimate how Quillmoor Bank's net interest income over the next 12 months changes if all rates move up or down by 200 basis points, with realistic deposit pass-through.
Buy the course once for $9.99 to unlock every lesson and lab, the final exam and the certificate – lifetime access, no subscription.
Lessons in this course
- Net Interest Income, NIM & the Rate/Volume Split Locked
- Repricing Gap by Time Bucket & the Cumulative Gap Locked
- NII Sensitivity: ±200 bp Parallel Rate Shock Locked
- Duration of Assets & Liabilities and the Duration Gap Locked
- Economic Value of Equity: Full Revaluation under ±200 bp Locked
- Liquidity Coverage Ratio: HQLA, Haircuts & Run-off Rates Locked
- Net Stable Funding Ratio: ASF & RSF Factors Locked
- Funds Transfer Pricing: FTP Margin by Product Locked