The larger the interest rate shock, the smaller the interest rate risk exposure of an FI.
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Q27: Matching the maturities of assets and liabilities
Q28: Immunization of a FIs net worth requires
Q29: For a given change in required yields,
Q30: The value for duration describes the percentage
Q31: For given changes in interest rates, the
Q33: Setting the duration of the assets higher
Q34: Larger coupon payments on a fixed-income asset
Q35: An FI can immunize its portfolio by
Q36: Investing in a zero-coupon asset with a
Q37: The smaller the leverage-adjusted duration gap, the
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