What is a maturity gap? How can the maturity model be used to immunize an FI's portfolio?

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What is a maturity gap? How can the maturity model be used to immunize an FI's portfolio? What is the critical requirement that allows maturity matching to have some success in immunizing the balance sheet of an FI?

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Financial Institutions Management A Risk Management Approach

ISBN: 9780073530758

7th Edition

Authors: Anthony Saunders, Marcia Cornett

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Question Posted: Jul 23, 2024 01:00 PM

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What is a maturity gap? How can the maturity model be used to immunize an FI's portfolio?

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Financial Institutions Management A Risk Management Approach

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