Question
For a bank with a negative duration gap, an increase in interest rates will: increase the likelihood of insolvency. decrease the likelihood of insolvency. not
For a bank with a negative duration gap, an increase in interest rates will:
increase the likelihood of insolvency.
decrease the likelihood of insolvency.
not affect the likelihood of insolvency.
result in increased loan trading.
None of the options are correct.
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The Oxford Handbook Of Computational Economics And Finance
Authors: Shu-Heng Chen, Mak Kaboudan, Ye-Rong Du
1st Edition
0199844372, 978-0199844371
