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3. The balance sheet of First Republic Bank appears below. All figures in millions of Canadian dollars. Liabilities 1Equity c

please show all the calculations thanks so much.

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Answer #1

a. Total one year rate sensitive assets = Short term consumer loan + three months treasury bill + Six month treasury notes = 150 + 130 + 135 = $ 415 mn

b. Total one year rate sensitive liabilities = Demand deposits + three months GIC + three months bankers acceptance + Six month commercial paper + one year term deposits = 130 +140 + 120 + 160 + 120 = $ 670 mn

c. Repricing gap = 670 - 415 = $ 255 mn

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