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The average duration of the loans is 10 years. The average duration of the deposits is 3 years. Consumer Loans $50 million Deposits $235 million
The average duration of the loans is 10 years. The average duration of the deposits is 3 years.
Consumer Loans | $50 million | Deposits | $235 million |
Commercial Loans | $200 million | Equity | $15 million |
Total Assets | $250 million | Total Liabilities & Equity | $250 million |
What is the leveraged-adjusted duration gap of the bank's portfolio?
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