13) Banks are exposed to interest rate risk primarily because
A) interest rates are very difficult to forecast.
B) the maturities of banks’ assets and liabilities differ.
C) borrowers from banks are prone to default.
D) depositors are always searching for a slightly higher interest rate.
14) Bank capital will decline following an increase in interest rates if the value of its
A) fixed-rate assets is greater than the value of its fixed-rate liabilities.
B) fixed-rate assets is less than the value of its fixed-rate liabilities.
C) fixed-rate assets is greater than the value of its variable-rate assets.
D) fixed-rate liabilities is greater than the value of its variable-rate liabilities.
15) A bank that expects interest rates to fall will
A) want the duration of its assets to be greater than the duration of its liabilities a positive
duration gap.
B) want the duration of its assets to be less than the duration of its liabilities a positive duration
gap.
C) want the duration of its assets to be greater than the duration of its liabilities a negative
duration gap.
D) want the duration of its assets to be less than the duration of its liabilities a negative duration
gap.
16) How does the use of adjustable-rate mortgages affect interest-rate risk?
A) It reduces the interest-rate risk of lenders.
B) It reduces the interest-rte risk of borrowers.
C) It reduces the interest-rate risk of both lenders and borrowers.
D) It increases the interest-rate risk of both lenders and borrowers.