In the last quarter ABC Bank reported the following repricing buckets:
Calculate the repricing gaps for each maturity bucket and the cumulative gaps.
Definitions:
Probability Mass Function
A mathematical operation that determines the likelihood that a specific discrete random variable matches a particular value exactly.
Outcome
The result or final consequence of a sequence of actions or events.
Incremental Costs
Incremental costs are the additional costs that are incurred from producing an additional unit of product or making a decision.
Incremental Revenue
The increase in income resulting from a specific business decision, distinct from the company's base revenue level.
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