Problem
Assets
$25 million C&I loans interest rate = base-rate = short-term treasury (currently 0%) + 1% credit spread
$75 million of 30-year treasuries yielding 2%.
Liabilities
$10 million equity capital + $80 million 1-year insured CDs paying 0% + $10 million 2 year uninsured CDs paying 1%
What is the 1-year repricing gap?