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In a given time band a negative or liability sensitive gap occurs when rate sensitive liabilities exceed rate sensitive assets. True?

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Question added by Vinod Jetley , Assistant General Manager , State Bank of India
Date Posted: 2014/10/03
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sebin john
by sebin john , Sr. Test Engineer , UST Global

Yes.

In a given time band a negative or liability sensitive gap occurs when rate sensitive liabilities exceed rate sensitive assets.

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