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Analyzing Interest Rate Risk Metrics by Joele sh is a document available to read on EtoBox.

What is Analyzing Interest Rate Risk Metrics about?

This document analyzes the interest rate risk of a bank from 2010 to 2012 using various metrics. The dollar gap, which is the difference between rate sensitive assets and rate sensitive liabilities, was positive each year and increased from 2011 to 2012, indicating the bank was more rate sensitive on assets. This exposes the bank to interest rate risk if rates decrease. Other metrics like the dollar gap ratio and sensitivity ratio show the bank

Author

Joele sh

Language

EN