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What is the bank's duration GAP? What is the bank's duration GAP? Liabilitie Buratio s an Market Duratiorn Assets Value Rate Years Equity Value Rate
What is the bank's duration GAP?
What is the bank's duration GAP? Liabilitie Buratio s an Market Duratiorn Assets Value Rate Years Equity Value Rate [Years) Market ma Deposits 730 S 540 4.0% 7.000 Equity 5150 1,470 Cash $ 300 2.0% 3.000 4.5% 5.000 Loans $ 800 8.0% .000 CDs T-Bonds$ 370 Total 1,470 1) 1.88 2) 0.53 3) 0.73 4) 0.91 5) 3.23Step by Step Solution
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