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PRO SOS da 8 3 888888888888 R BE 2 HE H? 8 ANNRO a.com e NPV of Lab Pa NOVO EN UBW & 3.00% 88dddoo
PRO SOS da 8 3 888888888888 R BE 2 HE H? 8 ANNRO a.com e NPV of Lab Pa NOVO EN UBW & 3.00% 88dddoo EVE Reconciliation kambapo ndN Modified Duration Macaulay Duratke 3 * in S AN Has Yield Curve Part 3 Questions: 1 What is the EVE? 2 Explain, breaking dibwn by NPV of Assets, NPV of Liabilities and EVE, why the "twist" in the yield curve caused EVE to change the way it did from the base case. 3 Provide one example of how a bank could lower its duration gap. PRO SOS da 8 3 888888888888 R BE 2 HE H? 8 ANNRO a.com e NPV of Lab Pa NOVO EN UBW & 3.00% 88dddoo EVE Reconciliation kambapo ndN Modified Duration Macaulay Duratke 3 * in S AN Has Yield Curve Part 3 Questions: 1 What is the EVE? 2 Explain, breaking dibwn by NPV of Assets, NPV of Liabilities and EVE, why the "twist" in the yield curve caused EVE to change the way it did from the base case. 3 Provide one example of how a bank could lower its duration gap
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