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Immunizing net worth from interest rate risk using duration matching requires that the duration match must be realigned periodically as the maturity horizon approaches.
Q1: The following is an example of a
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Q43: A risk manager could restructure assets and
Q47: Total one-year rate-sensitive assets is<br>A)$540 million.<br>B)$580 million.<br>C)$555
Q51: What is the duration of the liabilities?<br>A)0.708
Q75: The repricing model measures the impact of
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Q94: An FI has purchased (borrowed) a one-year
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