Question
A bank is facing a forecast of increasing interest rates. If possible, how should management set the repricing and duration gap to take advantage of
A bank is facing a forecast of increasing interest rates. If possible, how should management set the repricing and duration gap to take advantage of this?
A. Positive repricing gap; positive duration gap.
B. Negative repricing gap; positive duration gap.
C. Positive repricing gap; negative duration gap
D. Negative repricing gap; negative duration gap
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Evolutionary Finance
Authors: Bartholomew Frederick Dowling
1st Edition
0230502199, 9780230502192
