2. Explain duration GAP analysis in banks. Calculate the duration Gap of the following excerpts from the

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2. Explain duration GAP analysis in banks. Calculate the duration Gap of the following excerpts from the balance sheet of a bank. Also calculate the impact on the equity of the bank in the different interest rates scenarios.

Scenarios for Impact analysis:

1. Interest rates increased by 1%

2. Interest rates decreased by 1% (10 Marks) Need sol of 350 words for each question

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Physical Chemistry

ISBN: 978-0716743880

7th Edition

Authors: Peter Atkins

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Posted Date: Mar 15, 2020 02:45 AM

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2. Explain duration GAP analysis in banks. Calculate the duration Gap of the following excerpts from the

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Duration GAP is a tool that measures ... View the full answer

Physical Chemistry

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