Why and how do you hedge the entire balance sheet duration gap? What is the duration gap?

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Basic Business Statistics Concepts and Applications

ISBN: 978-0132168380

12th edition

Authors: Mark L. Berenson, David M. Levine, Timothy C. Krehbiel

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Posted Date: May 30, 2018 12:52 AM

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Why and how do you hedge the entire balance sheet duration gap? What is the duration gap?

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Expert Answer:

Hedging of an entire balance sheet is a very common practice in the banks This comes mainly when the ... View the full answer

Basic Business Statistics Concepts and Applications

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