Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk
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The economic value of equity at risk - Asset and Liability Management: The Banker's Guide to Value Creation and Risk Control, Second Edition [Book]
Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk
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SOLVED: A bank has an average duration of its liabilities equal to 2 years. The bank's average duration of its assets is 3.5 years. The bank's market value of equity is at
