Assume that you manage the interest

Assume that you manage the interest rate risk position for your bank.

Your bank currently has a positive cumulative GAP for all time intervals through one year.

You expect that interest rates will fall sharply during the year and want to reduce your bank’s risk position.

The current yield curve is inverted with long-term rates below short-term rates.

To reduce risk, would you recommend issuing a three-month time deposit and investing the proceeds in one-year UK Gilts? Will you profit if interest rates fall during the year?

結果 (中文) 1:

假设您为您的银行管理利率风险的位置。您的银行目前有积极的累积差距，通过一年的所有时间间隔。你预期利率将在一年大幅下降，并且想要减少你的银行的风险状况。当前的收益率曲线反转与长期利率低于短期利率。为了减少风险，你会推荐发行三个月定期存款和投资一年期英国国债收益?你将利润如果利率下降一年吗?

結果 (中文) 2:

假定您管理您的银行利率风险头寸。您的银行目前经过一年对所有的时间间隔了积极的累计缺口。您预计利率将在年内大幅下跌，并希望降低银行的风险状况。该当前的收益率曲线反转低于短期利率的长期利率。为了减少风险，你会推荐发出三个月的定期存款和一年期英国国债投资的收益？你会获利，如果年内利率下降？

結果 (中文) 3:

假设你管理你的银行的利率风险头寸，你的银行在一年内有一个正的累计缺口，你预计利率将大幅下降，并希望减少你的银行的风险位置，你会推荐发行3个月定期存款和投资收益的一年期英国国债？如果利率下降，你会获利吗？