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  3. Study Set
    Financial Institutions Management Study Set 2
  4. Exam
    Exam 6: Interest Rate Risk Measurement: the Duration Model
  5. Question
    The Larger the Size of an FI, the Larger the _________
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The Larger the Size of an FI, the Larger the _________

Question 5

Question 5

Multiple Choice

The larger the size of an FI, the larger the _________ from any given interest rate shock.


A) duration mismatch
B) immunisation effect
C) net worth exposure
D) net interest income

Correct Answer:

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