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FIN 400 - Management of Financial Institutions 1. DCB bank has an assets size $1,200 million, with duration DA = 2.5 years, DL = 0.80
FIN 400 - Management of Financial Institutions 1. DCB bank has an assets size $1,200 million, with duration DA = 2.5 years, DL = 0.80 years. In addition, the total liability is $1,104 million. According to the duration gap model, what size interest rate change would make the institution insolvent if rates are currently 5%
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