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Autor:   •  December 6, 2017  •  Case Study  •  806 Words (4 Pages)  •  507 Views

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BBUS BACHELOR OF BUSINESS

FINANCE

FIN4243

Global Banking and Finance

INDIVIDUAL ASSIGNMENT

NAME : CHIN SIM WOO

ID NUMBER : I14006419

SECTION : 5FN1

Lecturer: MS.REBECCA Yew Ming Yuan

 

(A)

Assets

Variable-rate loans > 30days

33

Fixed rate loans < 30days

8

Variable-rate loans < 30days

16

TOTAL ASSETS

57

Liabilities

demand deposits

15

7-day certificates of deposit

8

TOTAL LIABILITIES

23

Re-pricing gap = RSA-RSL

                         = 57 billion - 23 billion

                         = $34 billion

B) change in probability = Re-pricing gap x change in rates x period

                                        = $34 billion x (-50% x 1%) x 30/365

                                        = -$13,392,602.74

What is Asymmetric Information?

Information asymmetry is a party to the transaction with the other compared to the case more or higher information. This often happens in the transaction, the seller know more buyer, although torsion can occur. Potentially, this could be a hazardous situation because the other party can take advantage of the lack of knowledge. As technology advances, asymmetric information is already on the decline, as more and more people are able to easily access all types of information.

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