interest-sensitive-gap
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D
Net Interest Margin question
On page 363 of the official Liquidity Risk book, we have below table, can someone help me understand the #2 point under the "possible management responses" column? My understanding is when we have a positive gap, we should reduce asset maturity or increase liab maturity, why the book says the...- danielyyq
- Thread
- asset-maturity interest-sensitive-gap liability-maturity liquidity-risk net-interest-margin
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- Forum: P2.T8. Liquidity and Treasury Risk (15%)