2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank ha
Posted: Tue Jan 18, 2022 12:57 pm
2. Bank National de Paris has assets with duration of 6.5 years and liabilities with duration of 3.0 years. This bank has $200 million in assets and $180 million in liabilities. What is the leverage adjusted duration gap of this bank? (2)