Duration gap analysis directly focuses on the:
A) rate of return on assets
B) market value of equity
C) net interest margin
D) risk of the bank

Name: Duration gap analysis directly focuses on the: A) rate of return on assets B) market value of equity C) net interest margin D) risk of the bank
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Question

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Duration gap analysis is primarily concerned with assessing the sensitivity of the market value of a bank's equity to changes in interest rates, by comparing the durations of assets and liabilities.

Duration Gap Analysis Directly Focuses on The