Question
If the asset duration is 4, liability duration is 6 and 10% equity, the average asset ratio rate is 3% for the bank. What can
If the asset duration is 4, liability duration is 6 and 10% equity, the average asset ratio rate is 3% for the bank. What can happen to value of equity if fates fall by 1%?
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Focus On Personal Finance
Authors: Jack R. Kapoor, Les R. Dlabay Professor, Robert J. Hughes, Melissa Hart
5th Edition
0077861744, 978-0077861742
