Assume a bank with the duration gap of — Ain interest rates will ban

游客2025-06-20 41

问题 Assume a bank with the duration gap of — A______in interest rates will______ bank’s net worth.

选项 A、fall...reduce
B、fall...increase
C、rise…reduce
D、change…have no effect on

答案 A

解析答案为C项。duration“持续期，久期”，是指某项资产或负债以现值方式收回其价值的时间。一般而言，对于那些一次性支付的金融工具，持续期等于该工具的期限；对于那些多次支付的金融工具，持续期总是小于其期限。duration gap，DGAP“持续期缺口”，可用于衡量银行资产负债的利率风险。计算公式为：DGAP=资产持续期一总负债／总资产×负债持续期。本题中，DGAP=2一100／200×3=0．5，故选C项。

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Assume a bank with the duration gap of — A______in interest rates will______ ban

GivenUSinterestratesat00%andJapaneseinterestratesat00%forthesamep

Therelationshipbetweeninterestratesonvariousbondsandthetimetotheirm

Thefederalfundsrateistheinterestrate______.A、onovernightloansofreserv

Astraightbond______.A、paysarateofinterestthatislinkedtoanindex,such

Ahomeownerwhoisconvincedthatinterestrateswillriseinthefutureshould

Whatfactorswouldyoulookforinabondwhenseekingtominimizeyourinterest

Whichofthefollowinginterest-rateriskmanagementproductsrequiresthebuyer

Whichofthefollowingproducthasastandardizedcontract?______.A、Interestra

Theexpectationshypothesisassumesthatinvestorsregardbondsofdifferentmat

Whichofthefollowingistrueregardingtherelationshipbetweentheinterestr

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CT扫描的适应证为A.眼内肿瘤 B.眶骨骨折 C.眼眶病变 D.眼内、眶内

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Assume a bank with the duration gap of — Ain interest rates will ban