20. Given the estimates of duration in Table 1, what will happen to the bank's net worth...
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20. Given the estimates of duration in Table 1, what will happen to the bank's net worth if interest rates rise by 10 percentage points? Will the bank stay in busi- ness? Why or why not?
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Related Book For
Financial Markets and Institutions
ISBN: 978-0321280299
5th edition
Authors: Frederic S. Mishkin, Stanley G. Eakins
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