Determine the duration gap of a financial institution with an average duration of assets of 3.2 years,
Fantastic news! We've Found the answer you've been seeking!
Question:
Determine the duration gap of a financial institution with an average duration of assets of 3.2 years, an average duration of liabilities of 4.5 years assuming the market value of assets is $405 million and the market value of liabilities equal $382 million.
Related Book For
Financial Markets And Institutions
ISBN: 978-0132136839
7th Edition
Authors: Frederic S. Mishkin, Stanley G. Eakins
Posted Date: