Question

An FI has long-term fixed-rate assets funded by short-term variable-rate liabilities. To protect the equity value,...

An FI has long-term fixed-rate assets funded by short-term variable-rate liabilities. To protect the equity value, the FI may engage in a swap to pay a _____ rate and receive a _____ interest.

A. variable; variable

B. fixed; fixed

C. variable; fixed

D. fixed; variable

Homework Answers

Answer #1

An FI has long-term fixed-rate assets funded by short-term variable-rate liabilities. To protect the equity value, the FI may engage in a swap to pay a _____ rate and receive a _____ interest.

A. variable; variable

B. fixed; fixed

C. variable; fixed

D. fixed; variable

Answer: D.

An FI has long-term fixed-rate assets funded by short-term variable-rate liabilities. To protect the equity value, the FI may engage in a swap to pay a fixed rate and receive a variable interest.

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