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1,000,000,000 ( 1 Billion in total assets ) Assume the leverage adjusted gap for a bank is is +.4865 years. If the interest rate shock
1,000,000,000 ( 1 Billion in total assets )
Assume the leverage adjusted gap for a bank is is +.4865 years. If the interest rate shock is -90 basis points (AR/(1+R) = -90 bp or -.009), what is the change in equity? AE = -[DA-DLk] [A] [AR/(1+R)] k = TL/TA = 92.5% O-$4.430 million +$3.925 million +$4.379 million +$2.550 million Step by Step Solution
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The Entrepreneur's Growth Startup Handbook 7 Secrets To Venture Funding And Successful Growth
Authors: David N. Feldman
1st Edition
1118445651, 978-1118445655
