sin:

FRM3 +x INS
)

COS
D
cos
E
tan tan
M

6 mon hs
()
Senite Assets 260 t 3 0 t 2 O
Rate
+0
s3o
Rate senaitive
=34
RSA - RSL
Refnin gap > -340 =40
= 420

RSA 200
=67o 180
80 t 160 t
t Loo t
RSL = 60 680
620 - 6 0 - L Ò

RSA -RSL )X AR
ANL= AR=td507.| AR - 0]S/.
6 Monh 450, UO -6,7S,000
-S0, OGO
Syeen
 rdtn us: 09 notcreonday
g RsA. Such
peod belocoll afd all
uayant but
Periodof aleng
Subseunt poriod o 30 million w
hlany
So, a of
6month
ehect on RSA RSAs by
hawe no udle Sye
benid but wt
millian

RSZ) yAR
So ANU RSA-

month mleonX6.16.

for Syears -40mon Xo:)s

300,od
 Asses \oro
3609
iahity 12004- 6oàt-loo0
290D, 600

Gguy= Asset - Labilty

000

) Bank's drhon Ga

Assets
cocigted aweage al dnation of ast
DAs
)

Madifjed
Duratio |weightContnbtion
PanticDanaue
.2177
I666 0. 04|66
O2S
FRS 3.60 O- 2222 O.666 6
FRL 2-8333
o-3333
1200
FRM
3600 3$4
DA yean
L260 0S
94286
CA o 214 3
FRC |-0113
|600
FRB
2860
 3600

2-62 yea

ojdi Comhut
Folloigy similar
CA= l6.91
CL: 245

Ouncton Gab AXA

Hield cuve

z84116o

s 3600, oD -262 X0-00S+lx TSx (o.

2 -46,4,S
 A Foa Conhidence ,
VaR, : llo0 - hvalae oh al gimlahi
Givem \6 wonst Sceneios.

VaR 997. l o t wonst iscenavG valu

VaR,44,. -2226
O.S.u
2aRaas.
value
VaRascy > -244O

Exbected chssfall at conlidana X

Ayerage values fan al Seenouios in shoon)
9

-42s0- 35o0-32-294- 2626-2s20

2337- 2y u - 222)/o
- 29 L8
-3431-6
6S s
 Domestic ehuty R6 million
wty = 210 milion
Fauign eg
224 miion Ceach
VoR
\day 9st.

dom

Rebalamced Posttfali o
784 miion
Oomestis =
82 ninlion.
Fonign
At Laay 4S).
New
46
2.4 million X82 2-8l mell
akfo
t va t 2van fodfn

= 3.98 miion
 Zas
=3.4 o 233

17.5lmion
Speciffe
Geml
Zone Soty Long Shogt Spectechar
chage Cho
GSec
ST
Gemo h
Speute nisk
Net |j. chasy Tchag
Tine Seaiy LongShont 75
GSec "S2.So.s26-2S
l2So| -S26o

37S O 60Go o.
G Sec
-3660 2/ 1-4- S
22s0 -4S6o-22so P. 4SA-101
GSec
LT
3660 ISoo Soo|3y. S S6-sO

Stcufic RiSh c h I57-S

Resibohaal masht nsh
 Sem Tine 2o
Ofset wioithin
Haniotal oset
Shont 47s0

fsetDisdlaacel Chse
LongsShotResidualo
lime -26-2S 48-15 26-2 S
ST 307.

MT -33-15| 67-75 307.

LT 61.s0 |-101.24
Betwcen Tone Zon 13S
33.75 40/.
-33-25 B23-25
LIÍMI
tadCabitl Charse
Total
SheuieRsh
I3,
Veshal olset
Hoizotal cisaloaoy
4],8S o
Corthh
13,S G

3,03,6So
 CEOF)
Loan Shead Fee
S.S). (·SJ.
M
2-S/. S.
bhected Lss
Spagd t Fee- X given
ReternonJoan
Ri= 6.2S1.
6-2S7.
IG0u O-187s 8.7s
XRutX, R
Retuan on Rotfolio
Xm= M_
MtN

Rp4SSS).
XnXG.2S/. + X, XR
Sss/. =
EOF LGO
N

LaON 12.16/.
 4|\S). -.Sy K12 16'7.
KN= 2.S/.
Ro 3 472/

X|-0-34: 0.61

Pontfodis

M
 Fon a Baa Raed fiam 2 þeiod dolau
achie0ed ia , -
Can be
Baa Delaut
Baa aa De aut
Baa Baat Delalt
Baa Caa Dalault
AssuninN mankaU chain
0.t27X6). +6/.X37
Cummuohve 6.4 6)-
þrababiy

Asset iabilHes
Cong Oehosit 6o meln
Loan > 40mion Subord dobt 20 mio Dion

los m9ian
EGuity 20 min
Total
 Cost o dalosit s7.
6.

Vield aon an: /

darid to olset oan fartfalis
aducwill be reduced
20 million by be
miAlion ole
20
hon lan of Cyield- cost)
A Loan X - 6 )
ANI Omiion X C87.
-2
-4oo,
20 miion.

dhan o 20 mlon coe dafosit

) To offset intenest beani
o S/.
20 uilioh Looth
issued.
Liabity will be

7-2omioion
S).
--20 m lion
 i) In this case nno ch anys on aet
ai0 tahe lae Cnd gize banb wl0
be sa
Case I
iabilitea Asset
million
uo miion cash
Conu Debosit
Subond dabt 20
ilion| Loan
milain
Eauity
To tal Total o miE

Liabities Asset
lo mill
Cos Deposit
A S bond- dabt 20 millioh Loan
-S). iteuust beatg
20 milion
Equt
Total Totel
 B |waghed
houn SpaceRat
Banch Laboun ha 71-43
43,s0 50-2|
2360 243.o04760
20,80d 70.s.
22
1600
3
1
weisht
Red |6ff Ral
Laboun Spaca Roait|boahabo et Sheu
Boanch
2000 2s0,G0 166-66 I82.49z 12S

1400
202.14 lio.23 4-6/
2.
1S4-38 37/. 13D

Atman |.2X,
2So

Total Asset

X, : Retained ean nly

Totl Asset
Sales
Total Ast
Tot As

Total Labty
Wekin Cabitl Cumnt
Asset Liabial
2. milion-l S mili

ERetind enny t)

= 264, o00
lncomt mtet 4 TocA
ERLT= Net

Total ASset
Total Lcblty 36, 60, 6o
Sal So,

70,e,

So Loan shad be giuem

Z3