Question
If a bank has a negative duration gap, what types of derivatives could they use to counteract the interest rate risks? Explain what type of
If a bank has a negative duration gap, what types of derivatives could they use to counteract the interest rate risks? Explain what type of interest rate risk they are exposed to (positive or negative) and several different derivative approaches they could use to counteract the risk.
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Corporate And Project Finance Modeling Theory And Practice
Authors: Edward Bodmer
1st Edition
1118854365, 9781118854365
