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金融民工阿聪 · 2021年05月04日

net interest margin

NO.PZ2020042003000089

问题如下:

The following statements are about the net interest margin, which of the following statements is NOT correct?

选项:

A.

If interest-sensitive assets exceed the interest-sensitive liabilities subject to repricing, the financial firm has a positive gap and to be asset sensitive.

B.

An interest-sensitive bank’s liabilities are larger than its interest-sensitive assets. This bank then has a negative gap and is said to be liability sensitive.

C.

For positive gap, if interest rates rise, net interest margin will increase as the interest revenue generated will increase more than the cost of borrowed funds. A positive gap will lose net interest income if interest rates fall.

D.

For negative gap, rising interest rates will increase net interest margin.

解释:

考点:对Risk Management for Changing Interest Rates: ALM and Duration Techniques- Protect The Net Interest Margin的理解

答案:D

解析:

选项D错误。对于Negative gap,当利率上升时,Net interest margin下降。

net interest margin的计算公式是什么?

1 个答案

袁园_品职助教 · 2021年05月04日

net interest margin = interest revenues - interest expenses

positive net interest margin = interest revenues greater than interest expenses

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