Manuel Filizola A01451321, Jose Roberto Villaseñor, A00812354, Carlos Flores A01193113, Carlos Javier Guel A0141273 Julia

1) GAP 30 DIAS GAP 6 meses GAP 1 año

Total assets 505 Total assets 1655 Total assets
Total liabilities 875 Total liabilities 1515 Total liabilities
-$ 370 $ 140

2) NII
(RSA*interes)-(RSL*interes)
$ 3.87

3) NII
(RSA*interes)-(RSL*interes)
$ 7.77
los Javier Guel A0141273 Julian Garcia, A01451329

GAP 1 año GAP 2 años GAP 5 años

Total assets 2555 Total assets 2655 Total assets 3005
Total liabilities 1890 Total liabilities 2315 Total liabilities 3195
$ 665 $ 340 -$ 190
a) Assets Liabilities DGAP
años 7.73 1.96 5.97 años

b) Assets A D i
fede 150 0.02 5.05 -0.00743802
tbills 300 0.22 5.25 -0.1584
tbonds 200 7.55 7.5 -2.66470588
consumer loans 900 2.5 6 -4.82142857
C&I loans 475 6.58 5.8 -6.89448529
fixed rate mortagages 1200 19.5 7.85 -39.6610169
variable rate mortagages 580 0.25 6.3 -0.29794521
-$ 54.51

c) -$ 39.62
Liabilitilies L D i
mmda 360 0.5 4.5 -0.49090909
cds 715 0.48 4.3 -0.97132075
cds 1105 4.45 6 -10.5369643
fed funds 515 0.02 5 -0.02575
commercial paper 400 0.45 5.05 -0.44628099
subordinated debt 200 6.65 7.25 -2.41818182
-$ 14.89
a) GAP 6 meses GAP 1 año
assets 1050 assets 1550
liabilities 1500 liabilities 2075
-450 -525

b) DGAP
assets 3.90122
liabilities 1.22903
2.819392 años

c) 0 5.25 d) 4.95 5.425

5.25 10.375

e) Assets A D i Liabilities A
fed funds 150 0.02 2.05 0.010289 savings 50
3months 200 0.22 3.25 0.149153 mmda 460
8year 250 7.55 6.5 6.203052 3months 175
5year 50 4.55 7.2 0.742771 1year 375
6month 250 0.42 5 0.35 5year 350
5year 350 3.78 6 4.368396 fed funds 225
7month 200 0.55 4.8 0.367366 repos 290
2year 275 1.65 4.15 1.524844 6months 300
fixed rate 450 0.48 5.1 0.719315 subordinates 200
fixed rate 300 0.85 6.85 0.835283 subordinates 100
fixed rat4 275 4.45 5.3 4.067545
fixed rate 355 18.25 5.4 21.51388
$ 40.85

f) $ 24.57 g) $ 44.49
-DGAP*A*(difR/1+r)
D i
1.25 0.5 0.310945
0.5 3.5 1.111111
0.2 3.2 0.169574
0.95 3.5 1.721014
4.85 5 8.083333
0.02 2 0.022059
0.05 2 0.071078
0.55 4.05 0.792888
0.92 5.55 0.871625
6.65 6.25 3.129412
$ 16.28