Question
DA=34.9 DL=15.94 DGAP=18.96 use these duration values to calculate the for the predicted changes in the banks assets a. a decrease in .35 percent on
DA=34.9 DL=15.94 DGAP=18.96
use these duration values to calculate the for the predicted changes in the banks assets a. a decrease in .35 percent on interest rates on assets
b for a .5 percent decrease in interest rates on liabilities
c. what is the change in equity value MVE from the decrease in balance sheet calculated in part 1 and 2 in part a and b
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Financial Accounting
Authors: Michael J. Jones
2nd Edition
1119977150, 978-1119977155
