1.How can bank integrate their asset liability management and also make ALM reporting more effective. Give examples to illustrate your answer. 2. What is the value of the gap ratio to interest rate...

1.How can bank integrate their asset liability management and also make ALM reporting more effective. Give examples to illustrate your answer. 2. What is the value of the gap ratio to interest rate risk managers and regulators? 3. List some rate sensitive assets and some rate non-sensitive assets of banks. Give reasons. 4. Comment on the following

(a) Relationship between GAP and NII

(b) Relationship between NIM and GAP