Suppose that the market value of Chase bank net worth increased by 2% as a result of a decline in the interest rate from 5% to 4.75/%. The bank’s liabilities to assets ratio= 0.75. The bank’s assets duration =2 years. What is the bank’s duration gap?
Suppose that the market value of Chase bank net worth increased by
2% as a result of a decline in the interest rate from 5% to 4.75/%. The bank’s liabilities to assets ratio= 0.75. The bank’s assets duration =2 years. What is the bank’s duration gap?
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The post Suppose that the market value of Chase bank net worth increased by 2% as a result of a decline in the interest rate from 5% to 4.75/%. The bank’s liabilities to assets ratio= 0.75. The bank’s assets duration =2 years. What is the bank’s duration gap? appeared first on Superb Professors.
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