In the Last Quarter ABC Bank Reported the Following Repricing

question 39

Essay

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

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Definitions:

Pre-reproductive Portion

The demographic group in a population that is too young to reproduce, affecting population growth rates.

Less Developed Countries

Nations characterized by low levels of income, industrialization, and modernization, often facing challenges like poverty and inadequate healthcare.

Density-independent Factor

A factor affecting populations regardless of their density, such as weather or natural disasters.

Survivorship Curve

A graph showing the proportion or number of individuals surviving at each age for a given species or group.