Sch. ss 21 - LADG

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

Search, i explained this in detail in other thread

Can u please post the link if you remember it?

Got it … thanks