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5. Answer the questions below about ALM. 1) The market value and duration of assets are 100 billion won and 5 years, respectively, and the
5. Answer the questions below about ALM. 1) The market value and duration of assets are 100 billion won and 5 years, respectively, and the market value and duration of liabilities are respectively What is the duration gap (DGAPk) of this bank when 80 billion is two years? 2) When the current market interest rate is 10% and the interest rate is expected to rise by 1 percentage point over the next year, this bank What will be the change in the net asset value of 3) What strategy can this bank take in the above situation?
5. Answer the questions below about ALM.
1) The market value and duration of assets are 100 billion won and 5 years, respectively, and the market value and duration of liabilities are respectively
What is the duration gap (DGAPk) of this bank when 80 billion is two years?
2) When the current market interest rate is 10% and the interest rate is expected to rise by 1 percentage point over the next year, this bank
What will be the change in the net asset value of
3) What strategy can this bank take in the above situation?
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Shape Up Your Finances
Authors: Ian Birt
2nd Edition
1925716422, 978-1925716429
