货币银行学商业银行试题.ppt

* Factors affecting net interest income 1% increase in the level of all short-term rates 1% decrease in spread between assets yields and interest cost RSA increase to 8.5% RSL increase to 5.5% Proportionate doubling in size. Increase in RSA’s and decrease in RSL’s RSA = 540, fixed rate = 310 RSL = 560, fixed rate = 260. * 1% increase in short-term rates * Changes in NII are directly proportional to the size of the GAP ?NIIexp = (GAP) * (? iexp) The larger is the GAP, the greater is the dollar change in NII. *This applies only in the case of a parallel shift in the yield curve, which is rare.