Long Bank has assets that consist mostly of 30-year mortgages and liabilities that are short-term demand and

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Long Bank has assets that consist mostly of 30-year mortgages and liabilities that are short-term demand and time deposits. Will an interest rate futures contract the bank buys add to or subtract from the bank’s risk?

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Financial Institutions Management A Risk Management Approach

ISBN: 978-0071051590

8th edition

Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders

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Question Posted: Dec 17, 2015 05:11 AM

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Long Bank has assets that consist mostly of 30-year mortgages and liabilities that are short-term demand and

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Financial Institutions Management A Risk Management Approach

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