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valputin valputin
wrote...
Posts: 5754
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8 years ago
If a bank has more rate-sensitive assets than rate-sensitive liabilities
A) it reduces interest rate risk by swapping fixed rate income for rate-sensitive income.
B) it increases interest rate risk by swapping rate-sensitive income for fixed rate income.
C) it reduces interest rate risk by swapping rate-sensitive income for fixed rate income.
D) it neutralizes interest rate risk by receiving and paying fixed-rate streams.
Textbook 
The Economics of Money, Banking and Financial Markets, Business School Edition

The Economics of Money, Banking and Financial Markets, Business School Edition


Edition: 4th
Author:
Read 127 times
2 Replies
Our course uses > The Economics of Money, Banking and Financial Markets

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Replies
wrote...
8 years ago
A
valputin Author
wrote...
8 years ago
Correct
Our course uses > The Economics of Money, Banking and Financial Markets
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