NO.PZ2024062801000050
问题如下：
A mortgage bank has the major part of its assets in 30-year, fixed-rate mortgages. The bank has a small amount of core deposits but is mostly funded with repurchase agreements and one-quarter negotiable certificates of deposit (CDs). The bank’s 91- day interest-sensitive (IS) gap is most likely:
选项：
A.
positive.
B.
negative.
C.
zero.
D.
equal to its duration gap.
解释：
这家银行很可能有一个负的利率敏感性缺口（IS Gap），因为其资产在接下来的91天内不太可能重新定价（或者只有极小部分会重新定价），而所有的可转让大额存单（Negotiable CDs）每季度都会重新定价。
老师，国内大额可转让存单也是3个月期限吗？
