County Bank has the following market value balance sheet (in millions, all interest at annual rates). All
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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.
a. What is the maturity gap for County Bank?
b. What will be the maturity gap if the interest rates on all assets and liabilities increase 1 percent?
c. What will happen to the market value of the equity?
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Related Book For
Financial Institutions Management
ISBN: 9780078034800
8th Edition
Authors: Anthony Saunders, Marcia Cornett
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