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Terrific. Thanks for the lucid explanation.
Thank you
You are the GOAT
Thank you.
Thanks. 🙏
nice video
Awesome
Why does the value of liabilities fluctuate when interest rates fluctuate?
Dur-a (Duration of assets) is an average of how long the assets are in place?
is this the duration or the modified duration
Modified duration because we are dividing the Macaulay duration by 1+ yield.
How would a negative duration gap of bank, immunize a portfolio?
It wouldn’t
Nice video, same thing with my lecture slide. But how did you get the 95/100 in the second formula
Cynthia U see at 4:40
ni
mnnnnn
Terrific. Thanks for the lucid explanation.
Thank you
You are the GOAT
Thank you.
Thanks. 🙏
nice video
Awesome
Why does the value of liabilities fluctuate when interest rates fluctuate?
Dur-a (Duration of assets) is an average of how long the assets are in place?
is this the duration or the modified duration
Modified duration because we are dividing the Macaulay duration by 1+ yield.
How would a negative duration gap of bank, immunize a portfolio?
It wouldn’t
Nice video, same thing with my lecture slide. But how did you get the 95/100 in the second formula
Cynthia U see at 4:40
ni
mnnnnn