35) 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.
36) Duration analysis involves comparing the average duration of the bank’s _________ to the
average duration of its _________
A) securities portfolio; non–deposit liabilities.
B) loan portfolio; non–deposit liabilities.
C) loan portfolio; rate–sensitive liabilities.
D) rate–sensitive assets; rate–sensitive liabilities.
E) assets; liabilities.
37) To use the concept of duration to analyze the effect of changes in interest rates on the market
value of an asset, a bank manager would multiply
A) the negative of the duration of the asset by the change in the interest rate, Δi.
B) the negative of the duration of the asset by Δi /(1 + i).
C) the duration of the asset by the change in the interest rate, Δi.
D) the duration of the asset by Δi /(1 + i).
38) If a bank has a duration gap of 2 years, then a rise in interest rates from 6 percent to 9
percent will lead to
A) a rise in the market value of its net worth of 5.66 percent.
B) a rise in net interest income of 5.66 percent.
C) a fall in the market value of its net worth of 5.66 percent.
D) a fall in net interest income of 5.66 percent.
E) an unknown change.
39) If a bank has a duration gap of 2 years, then a fall in interest rates from 6 percent to 3 percent
will lead to
A) a rise in the market value of its net worth of 5.66 percent.
B) a fall in the market value of its net worth of 5.66 percent.
C) a rise in net interest income of 5.66 percent.
D) a fall in net interest income of 5.66 percent.
E) an unknown change.