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appendix 1 to c9hapter Duration Gap Analysis - …

appendix 1 to c9hapter Duration Gap Analysis - …

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EXAMPLE 1: Duration Gap Analysis The bank manager wants to know what happens when interest rates rise from 10% to 11%. The total asset value is $100 million, and the total liability value is $95 million.

  Analysis, Duration, Duration gap analysis

Download appendix 1 to c9hapter Duration Gap Analysis - …


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