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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Public Finance
Authors: Richard W. Tresch
2nd Edition
0126990514, 978-0126990515
