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    Bank Management
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    Exam 7: Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
  5. Question
    A Bank with a Duration Gap of Zero Is Immunized
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A Bank with a Duration Gap of Zero Is Immunized

Question 57

Question 57

True/False

A bank with a duration gap of zero is immunized against changes in the value of net worth due to changes in interest rates in the market.

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