PPT – Measuring Interest Rate Risk with Duration GAP PowerPoint presentation | free to view - id: 1e260f-ZDc1Z
SOLVED: A bank has an average duration of its liabilities equal to 2 years. The bank's average duration of its assets is 3.5 years. The bank's market value of equity is at
Duration gap - PrepNuggets
The main objective of the course is to provide an understanding of