Suppose the financial statements of Northern Trust, Fifth Third Bank, and JP Morgan Chase Bank all exhibit negative duration GAPs $($on their respective balance sheets$)$ for yearend $2023.$ How would you interpret a negative duration GAP. What type of asset$/$liability structure would lead to a negative duration GAP? Would a negative duration GAP ever be desirable? If so$,$ under what type of interest rate forecasts? How could these banks use an interest rate swap to magnify their strategic interest rate risk sensitivity$?$