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Business, 22.04.2021 21:10 savingmayo

The following information details the current rate sensitivity report for Gotbucks Bank, Inc. ($ million). Maturity Bucket
Overnight 1-30 days 31-91 days 92-181 days
Assets Fed Funds $20
Loans $0 $10 $15 $80
Liabilities
Fed Funds $66
Euro CDs $5 $25 $40 $0
What does Gotbucks Bank's 91-day gap positions reveal about the bank management's interest rate forecasts and the bank's interest rate risk exposure?

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