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Solutions Chex Downloads/fim-ug-1-20-problemset-lectures 3-9.pdf + Tube Maps New Tab Problem 5 Consider the following lecture notes example: Immunising the Whole Balance Sheet of an FI
Solutions Chex Downloads/fim-ug-1-20-problemset-lectures 3-9.pdf + Tube Maps New Tab Problem 5 Consider the following lecture notes example: Immunising the Whole Balance Sheet of an FI Example: Reconsider the simplified balance sheet: Assets Liabilities A = $100 L = $80 E-$20 TA = $100 TL + E = $100 Assume that the average duration of assets is 7 years, while the average duration of liabilities is 4 years. The current interest rate is 10%, but is expected to decrease to 9% in the future. Now consider the annual financial statements of Commonwealth Bau Solutions Chex Downloads/fim-ug-1-20-problemset-lectures 3-9.pdf + Tube Maps New Tab Problem 5 Consider the following lecture notes example: Immunising the Whole Balance Sheet of an FI Example: Reconsider the simplified balance sheet: Assets Liabilities A = $100 L = $80 E-$20 TA = $100 TL + E = $100 Assume that the average duration of assets is 7 years, while the average duration of liabilities is 4 years. The current interest rate is 10%, but is expected to decrease to 9% in the future. Now consider the annual financial statements of Commonwealth Bau
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