37) Duration analysis involves comparing the average duration of the bank’s ________ to the
average duration of its ________.
A) securities portfolio; nondeposit liabilities
B) loan portfolio; nondeposit liabilities
C) loan portfolio; rate-sensitive liabilities
D) rate-sensitive assets; rate-sensitive liabilities
E) assets; liabilities
38) 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).
39) 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.
40) 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.