WebJan 1, 2008 · Duration Gap Model for managing interest rate risk in banks. Key words: interest rate; risk; management; assets and liabilities; duration gap; bank; interest rate … WebMar 5, 2024 · Duration Gap Management and its Application to Protect a Bank’s Net Worth. Duration gap management is a managerial tool used in insulating a firm’s net worth from serious implications of interest rates. Using duration as an asset-liability management tool is better relative to using interest-sensitive gap analysis. ... The formula for ...
Leverage-Adjusted Duration Gap – Fincyclopedia
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Maturity Gap Analysis and Duration Gap Analysis
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