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Interest Rate Risk Interest rate changes have significant effects on many financial firms' net income, asset value, liability value and equity value (net. - ppt video online download
A convexity adjusted duration gap model to measure interest rate risk application to a hypothetical small bank | UNB Scholar
1 A Dynamic GAP Framework by Relaxing the Assumptions behind the GAP and Duration GAP This paper examines the assumptions behind
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Duration gap analysis revisited method in order to improve risk management: the case of Chinese commercial bank interest rate risks after interest rate liberalization | SpringerLink
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