Duration drift refers to the drift in the market value of equity due to changes in interest rates.
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Q12: The fundamental problem with traditional gap analysis
Q13: Duration gap focuses directly on the market
Q14: A bank with a positive duration gap
Q15: If a bank expected interest rates to
Q16: Forecasts of changes in the market value
Q18: Interest rates are generally increasing in the
Q19: Interest rate risk and liquidity risk are
Q20: Simulation models allow the bank to examine
Q21: Which of the following types of asset/liability
Q22: Which type of asset/liability management does NOT
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