Duration gap analysis
a. is a refinement of basic gap analysis that accounts for interest rate...
Duration gap analysis
a. is a refinement of basic gap analysis that accounts for interest rate changes over a multiyear period.
b. is a refinement of basic gap analysis that accounts for how long a gap will last.
c. is a complement to basic gap analysis that accounts for the effect of interest rate changes on market value.
d. is a complement to basic gap analysis that accounts for the influence of partially rate sensitive assets.
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