Question
What is the Par Value, Market Value, Average Maturity and Average Yield of the Following? Book Value 90,363 # Securities 217 Book Yield 1.92 Market
What is the Par Value, Market Value, Average Maturity and Average Yield of the Following?
Book Value 90,363
# Securities 217
Book Yield 1.92
Market Yield 1.11
$ Gain/Loss 1,475
% Gain/Loss 1.6%
Average Life 3.66
Average Life +300bps 5.03
% Price Change +100bps -3.56
% Price Change +300bps -11.52
Effective Duration 3.13
Effective Convexity -1.11
AFS/ HTM% 100%/0%
Fixed/Floating 99%/1%
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Startup CFO The Finance Handbook For Your Growing Business
Authors: Kyle Brennan
1st Edition
1790959403, 978-1790959402
