Question: 20:45 Expert Q&A 5. Answer the questions below about ALM. 1) The market value and duration of assets are 100 billion won and 5 years,

 20:45 Expert Q&A 5. Answer the questions below about ALM. 1)

20:45 Expert Q&A 5. Answer the questions below about ALM. 1) The market value and duration of assets are 100 billion won and 5 years, respectively, and the market value and duration of liabilities are respectively What is the duration gap (DGAPK) of this bank when 80 billion is two years? 2) When the current market interest rate is 10% and the interest rate is expected to rise by 1 percentage point over the next year, this bank What will be the change in the net asset value of 3) What strategy can this bank take in the above situation? Done 20:45 Expert Q&A 5. Answer the questions below about ALM. 1) The market value and duration of assets are 100 billion won and 5 years, respectively, and the market value and duration of liabilities are respectively What is the duration gap (DGAPK) of this bank when 80 billion is two years? 2) When the current market interest rate is 10% and the interest rate is expected to rise by 1 percentage point over the next year, this bank What will be the change in the net asset value of 3) What strategy can this bank take in the above situation? Done

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!