Repricing Gap by Time Bucket & the Cumulative Gap
This lesson is part of the course
In this lesson
You build Quillmoor Bank's repricing gap in six time buckets, the cumulative gap and the gap ratio, and chart both gaps in one combo chart.
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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