The following balance sheet belongs to JP Morgan's financial position at December 31, 2020, where you are given the mark

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The Following Balance Sheet Belongs To Jp Morgan S Financial Position At December 31 2020 Where You Are Given The Mark 1 (361.05 KiB) Viewed 173 times

The Following Balance Sheet Belongs To Jp Morgan S Financial Position At December 31 2020 Where You Are Given The Mark 2 (131.1 KiB) Viewed 173 times

The following balance sheet belongs to JP Morgan's financial position at December 31, 2020, where you are given the market rates (yields) in parentheses and amounts are in millions. $ 20 150 150 100 200 50 250 300 350 200 Assets Cash Fed funds (5.05%) 3-month T-bills (5.25%) 2-year T-notes (6.50%) 8-year T-notes (7.50%) 5-year munis (floating rate) (8.20%, repriced @ 6 months) 6-month consumer loans (6%) 1-year consumer loans (5.8%) 5-year car loans (7%) 7-month C&I loans (5.8%) 2-year C&l loans (floating rate) (5.15%, repriced @ 6 months) 15-year variable-rate mortgages (5.8%, repriced @ 6 months) 15-year variable-rate mortgages (6.1%, repriced @year) 15-year fixed-rate mortgages (7.85%) 30-year variable-rate mortgages (6.3%, repriced @ quarter) 30-year variable-rate mortgages (6.4%, repriced @ month) 30-year fixed-rate mortgages (8.2%) Premises and equipment Total assets Liabilities and Equity Demand deposits Savings accounts (1.5%) MMDAs (4.5%) (no minimum balance requirement) 3-month CDs (4.2%) 6-month CDs (4.3%) 1-year CDs (4.5%) 2-year CDs (5%) 4-year CDs (5.5%) 5-year CDs (6%) Fed funds (5%) Overnight repos (5%) 6-month commercial paper (5.05%) Subordinate notes: 3-year fixed rate (6.55%) Subordinated debt: 7-year fixed rate (7.25%) Total liabilities $ 250 20 340 150 120 220 375 425 330 200 225 290 300 275 200 200 400 300 100 $3,545 225 355 400 20 $3,945 Equity Total liabilities and equity 400 $3,945

1. Calculate the repricing gap for a period of 30 days. 2. Calculate the repricing gap for a period of 6 months. 3. Calculate the repricing gap for the year 2021. 4. Calculate the repricing gap for the period 2021-2022. 5. Calculate the repricing gap for the period 2021-2025. 6. Calculate the impact over the next six months on NII if interest rates on rate- sensitive assets increase 60 bps and on rate-sensitive liabilities 40 bps. 7. Calculate the impact on NII in 2021 if interest rates on rate-sensitive assets increase 60 bps and on rate-sensitive liabilities 40 bps. 8. Calculate the impact on NII in 2021 if interest rates on rate-sensitive assets decrease 40 bps and on rate-sensitive liabilities 50 bps.