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QUESTION
A bank is facing a forecast of rising interest rates. How should they set the repricing and duration gap?
A bank is facing a forecast of rising interest rates. How should they set the repricing and duration gap? (Each requires an answer of Positive or Negative, and an explanation.)
A bank is facing a forecast of rising interest rates. How should they set the repricing and duration gap? (Eachrequires an answer of Positive or Negative, and an explanation.)Solution:If...