What is the duration gap for this bank

Reference no: EM13813155

Assume a bank has $200 million of assets with a duration of 2.5, and $190 million of liabilities with a duration of 1.05. What is the duration gap for this bank?

Reference no: EM13813155

Questions Cloud

Develop a list of drawbacks to training : Explain in detail the organizational and employee benefits of your new training program. Develop a list of drawbacks to training and discuss how you, as the training coordinator, plan to resolve these problems.

Detecting agents of biological warfare : Detecting agents of biological warfare

Business failure analysis : While there is no blueprint or checklist that one can follow to guarantee the success of a business, much can be learned from analyzing those that have failed and those that have flourished during the same time period and under similar circumstanc..

What are the different types of security : What is network security, What are the different types of security and how many are there and Compare small and big networks

What is the duration gap for this bank : Assume a bank has $200 million of assets with a duration of 2.5, and $190 million of liabilities with a duration of 1.05. What is the duration gap for this bank?

Types of project organization : Select one (1) of the types of project organization that would suit the development of the larger touring class motorcycles. Outline the process steps that your company would take in order to develop the motorcycle. Provide a rationale for the res..

Why did english religious dissenters settle in new england : why did English religious dissenters settle in New England. How did the Puritan authorities deal with dissent

Impact that technology has had on our society : What is the impact that technology has had on our society? What would our world be like without it?

Why six-sigma efforts do not apply to software : "Why Six-Sigma Efforts Do Not Apply to Software" consider a situation where you are working for a large software development company that is considering applying the Six-Sigma quality constraints to the software it produces

User Account

All Pages