A financial institution has rate-sensitive assets of ($392) million. What is the maximum amount of ratesensitive liabilities

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A financial institution has rate-sensitive assets of \($392\) million. What is the maximum amount of ratesensitive liabilities this institution will decide to keep in its balance sheet if interest rates are expected to increase by 1% and this institution wants to avoid losses in excess of $450,000?

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Financial Markets And Institutions

ISBN: 9780138043681

10th Edition

Authors: Frederic S Mishkin, Stanley Eakins

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