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The Chief Risk Officer (CRO) for JCUS Bank has the following Asset/Liability profile (in US$ billions). If the CRO wants a duration gap of 3.5,
The Chief Risk Officer ("CRO") for JCUS Bank has the following Asset/Liability profile (in US$ billions).
Assets Bonds (Duration - 10) Consumer Loans (Duration - 3) Corporate Loans (Duration - 6) US$ 75 176 155 Liabilities Current Accounts (Duration - 2) Savings Accounts (Duration - 1.5) US$ 85
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Advanced Accounting
Authors: Gail Fayerman
1st Canadian Edition
9781118774113, 1118774116, 111803791X, 978-1118037911
