A bank has calculated its duration gap as 3 . 9 4 years and its weighted average
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A bank has calculated its duration gap as years and its weighted average return of assets as The bank has a total of $ thousand market value in assets. If interest rates decrease by for all assets and liabilities, according to EVE sensitivity analysis what is the approximate expected change in the economic value of equity? Round your final answer to two decimal places Ex $
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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