1.Why is the target required in Question 1 different from the duration target required by an FI...

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1.Why is the target required in Question 1 different from the duration target required by an FI trying to immunise its equity value only?

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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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Question Posted: Oct 21, 2024 03:03 AM

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1.Why is the target required in Question 1 different from the duration target required by an FI trying to immunise its equity value only?
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1.Why is the target required in Question 1 different from the duration target required by an FI...

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Financial Institutions Management A Risk Management

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