Sch. ss 21 - LADG

CFA Level III
#1

Leverage Adjusted Duration Gap Can anyone elaborate on this concept: In an increasing intrest rates scenario: - if LADG < 0, MV of equity shuld increase - if LADG >0, MV of equity shud decline - if LADG = 0, MV of equity is unchanged Thanks

#2

Search, i explained this in detail in other thread

#3

Can u please post the link if you remember it?

#4

Got it … thanks