Duration analysis is an alternative to gap analysis for measuring interest-rate risk. The duration of an asset
Question:
Using this information and the knowledge that interest rates increases tend to hurt banks, would you say that the average duration of a bank’s assets is longer or shorter than that of its liabilities?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Money Banking and Financial Markets
ISBN: 978-0078021749
4th edition
Authors: Stephen Cecchetti, Kermit Schoenholtz
Question Posted: