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What does a bank's duration gap measure? a . The duration of short - term buckets minus the duration of long - term buckets. b
What does a bank's duration gap measure?
a
The duration of shortterm buckets minus the duration of longterm buckets.
b
The duration of the bank's assets minus the duration of its liabilities.
c
The duration of all ratesensitive assets minus the duration of ratesensitive liabilities.
d
The duration of the bank's liabilities minus the duration of its assets.
e
The duration of all ratesensitive liabilities minus the duration of ratesensitive assets.
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