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Management Add in library

Referencing Styles : Harvard
You have been asked to prepare a report to Management on the current risk profile of the bank.  (a) Draw the cashflow ladder for NBA’s interest rate sensitive assets and liabilities and the net cashflow. You should use the following time buckets; Time 0 for Call or overnight exposures and then six-monthly buckets up to 5 years (e.g. 6 months, 12 months, 18 months etc.). (20 marks) (b) Using the Zero-Coupon equivalent interest rates calculated from market interest rates shown, in Table ...

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