A convexity adjusted duration gap model to measure interest rate risk application to a hypothetical small bank | UNB Scholar
![DOC) Chapter 7 ASSET LIABILITY MANAGEMENT: THE CONCEPT OF DURATION AND MANAGING A BANK'S DURATION GAP Introduction: The Drawbacks of IS Gap Management and the Need for Duration | Quang Truongky - Academia.edu DOC) Chapter 7 ASSET LIABILITY MANAGEMENT: THE CONCEPT OF DURATION AND MANAGING A BANK'S DURATION GAP Introduction: The Drawbacks of IS Gap Management and the Need for Duration | Quang Truongky - Academia.edu](https://0.academia-photos.com/attachment_thumbnails/35956939/mini_magick20180816-13195-13l1zxe.png?1534457033)
DOC) Chapter 7 ASSET LIABILITY MANAGEMENT: THE CONCEPT OF DURATION AND MANAGING A BANK'S DURATION GAP Introduction: The Drawbacks of IS Gap Management and the Need for Duration | Quang Truongky - Academia.edu
![PPT - Managing Interest Rate Risk(II): Duration GAP and Economic Value of Equity PowerPoint Presentation - ID:5764768 PPT - Managing Interest Rate Risk(II): Duration GAP and Economic Value of Equity PowerPoint Presentation - ID:5764768](https://image3.slideserve.com/5764768/managing-interest-rate-risk-ii-duration-gap-and-economic-value-of-equity-l.jpg)
PPT - Managing Interest Rate Risk(II): Duration GAP and Economic Value of Equity PowerPoint Presentation - ID:5764768
This document is discoverable and free to researchers across the globe due to the work of AgEcon Search. Help ensure our sustain
![Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk](https://www.redalyc.org/journal/212/21255535004/21255535004_t1_tabla.png)