Use balance sheet available for an FI (all in market values). Consumer loans $150 m Liabilities...
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Use balance sheet available for an FI (all in market values). Consumer loans $150 m Liabilities $300 m Commercial Loans $250 m Equity $100 m Total Assets $400 m Total Liabilities & Equity $400 m The average duration of the loans is 8 years. The average duration of the liabilities is 2 years. What is the duration gap of the bank's portfolio? Group of answer choices 6.3 years 7.98 years 6.5 years 10 years 8.0 years Use balance sheet available for an FI (all in market values). Consumer loans $150 m Liabilities $300 m Commercial Loans $250 m Equity $100 m Total Assets $400 m Total Liabilities & Equity $400 m The average duration of the loans is 8 years. The average duration of the liabilities is 2 years. What is the duration gap of the bank's portfolio? Group of answer choices 6.3 years 7.98 years 6.5 years 10 years 8.0 years
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Related Book For
Financial Institutions Management A Risk Management Approach
ISBN: 978-0071051590
8th edition
Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders
Posted Date:
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