The change in the market price of an asset due to a change in market interest rates is roughly equal to the asset's duration times the relative change in interest rates attached to that particular asset.
Correct Answer:
Verified
Q74: Net interest margin tends to rise for
Q75: A bank is asset-sensitive if its:
A)loans and
Q76: A bank with a positive duration gap
Q77: If a financial institution's net interest margin
Q78: U.S.banks having positive maturity gap positions tend
Q80: The maturing of the liability management techniques,coupled
Q81: The fact that a consumer who purchases
Q82: The net interest margin of a bank
Q83: The discount rate that equalizes the current
Q84: If a bank has a negative interest-sensitive
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents