1.County Bank has the following market value balance sheet (in millions, all interest at annual rates). All...

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1.County Bank has the following market value balance sheet (in millions, all interest at annual rates). All securities are selling at par equal to book value.

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What is the maturity gap for County Bank?
What will be the maturity gap if the interest rates on all assets and liabilities increase by 1 per cent?
What will happen to the market value of the equity? LO 5.6

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Financial Institutions Management A Risk Management

ISBN: 9781743073551

4th Edition

Authors: Helen Lange, Anthony Saunders, Marcia Millon Cornett

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