Which of the following situations would be most likely to result in a negative mark-to-market...

ACI 3I0-012 Question Answer

Which of the following situations would be most likely to result in a negative mark-to-market for a bank borrowing short term and lending long term?

credit spread tightening of the long term position

if the yield curve is inverted

if the yield curve becomes steeper

if there is a downward parallel shift in the yield curve

3I0-012 PDF/Engine

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