9-36 The larger the interest rate shock,the smaller the interest rate risk exposure of an FI.
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Q22: 9-39 The leverage adjusted duration of a
Q23: 9-24 Investing in a zero-coupon asset with
Q24: 9-37 Setting the duration of the assets
Q25: 9-21 The value for duration describes the
Q26: 9-34 Immunizing the balance sheet of an
Q28: 9-23 Investing in a zero-coupon asset with
Q29: 9-22 For a given change in required
Q30: 9-28 An FI can immunize its portfolio
Q31: 9-30 Perfect matching of the maturities of
Q32: 9-27 Using a fixed-rate bond to immunize
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