What does it suggest regarding the bank''s risk exposure

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Interpret the following earnings at risk data. What does it suggest regarding the bank's risk exposure?

Earnings- at- Risk

Interest Rate Change (%) 1 Year 2 Years

+ 1% shock + 2.4% + 4.9%

- 1% shock - 1.7% - 5.5%

- 1% yield curve inversion + 1.1% - 2.6%

Reference no: EM13884571

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