Principles of Banking paper Archives - Professional Research Writing

August 19, 2021

Assume that this bank has a negative duration GAP. Explain the implications of duration GAP in this case and provide some possible transactions/strategies (at least two) to reduce interest rate risk.

by Osman

QUESTION 1. Part I. A bank has the following information. Its rate-sensitive assets equal £900 million. Its rate-sensitive liabilities equals […]

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