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标题: New Query please solve LADG (query) [打印本页]

作者: AnalystForum 时间: 2011-7-11 19:03 标题: New Query please solve LADG (query)

Please explain anybody....

If interest rate increases .....

If LADG is less than zero - market value of equity increases ?

(LADG= Liverage adjusted duration gap)

作者: pennyless 时间: 2011-7-11 19:03

so does that mean banks assets and liabilities are bond like...since they decrease when rates increase... ??

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