Duration is a measure of the sensitivity of an asset or a liability to a change in
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Duration is a measure of the sensitivity of an asset or a liability to a change in interest rates. Why would bank management want to know the duration of its assets and liabilities?
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Bank management would want to know the duration of its assets and liabilities for several reasons Interest Rate Risk Management Duration provides insi...View the full answer
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Related Book For
Foundations Of Financial Markets And Institutions
ISBN: 9780136135319
4th Edition
Authors: Frank J Fabozzi, Franco G Modigliani, Frank J Jones
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