Large banks tend to rely more on assets for liquidity and small banks tend to rely more on purchased liquidity.
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Q11: To hedge a positive duration gap a
Q12: The VaR is typically used to measure
Q13: As interest rates increase, a long call
Q14: If the asset duration is less than
Q15: The sensitivity of the market price of
Q17: Insolvency occurs when an institution's duration gap
Q18: If a bank has a positive repricing
Q19: Value at risk (VaR) is to measure
Q20: Writing a call option on a bond
Q21: Bank A has a loan to deposit
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