Quiz Ch 11 – Bank’s Equity Risk and Duration Mismatch

Essentials of Investments

Bodie, Kane, and Marcus

12th Edition

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When does a bank face market value of equity risk due to a duration mismatch between assets and liabilities?

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  • Search Terms: . __________. a) interest a all an assets at average bank bank's duration equal equity fall b) credit fall c) interest fixed-income has if is its liabilities market of price rates rise d) the rises risk securities spreads the to value years.
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