Duration of assets and liabilities

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Suppose that a bank with positive net worth perfectly matches the duration of its assets and liabilities. What will happen to the value of this bank's shares if interest rates rose unexpectedly? Discuss.

Reference no: EM132999623

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Duration of assets and liabilities : Suppose that a bank with positive net worth perfectly matches the duration of its assets and liabilities. What will happen to the value of this bank's shares
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