What are the principal limitations of duration gap analysis? Can you think of some way of reducing

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What are the principal limitations of duration gap analysis? Can you think of some way of reducing the impact of these limitations?

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Bank Management and Financial Services

ISBN: 978-0078034671

9th edition

Authors: Peter Rose, Sylvia Hudgins

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Question Posted: Oct 31, 2014 10:32 AM

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What are the principal limitations of duration gap analysis? Can you think of some way of reducing

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There are several limitations with duration gap analysis It is often difficult to find assets and li...View the full answer

Bank Management and Financial Services

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