Using the DGAP model, if interest rates on assets and liabilities increase such that RA /
Question:
Using the DGAP model, if interest rates on assets and liabilities increase such that Δ RA /
(1 RA ) Δ RL /(1 RL ) 0.0075, calculate the change in the value of assets and liabilities and the new value of the assets and liabilities for Bank One.
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Kirti Kaushal
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Related Book For 
Financial Institutions Management
ISBN: 9780078034800
8th Edition
Authors: Anthony Saunders, Marcia Cornett
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