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Footnote 32 at the bottom of P419.
Shall "the change in the MV of net worth for an I/R shock is approximately equal to the "Dollar Duration" of net worth (LADG x NET WORTH of the bank x size of the I/R shock) ? Why "MV of ASSETs" is used to approximate the change in the MV of net worth ? |
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发表于 2011-7-11 15:25
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