Liquidity Gap, Repricing Gap, Economics Value of Equity, Net Interest Gap and duration Gap - 25/05/2023 19:14 EDT

Job ID: 36655098

Budget: $100 – $250 USD

I am looking for help in conducting an analysis of liquidity gap, repricing gap, economics value of equity, net interest gap, and duration gap till maturity. The purpose of this project is to identify any risks associated with these gaps. Expertise in economics and financial mathematics should be leveraged to develop a comprehensive model for the analysis. The analysis should account for market conditions including the impact of liquidity, interest rate cycles, and developing markets. The analysis should also consider the effect of portfolio composition, capital structure, leverage, and diversification on the results. The outcome of this project should include clear identification of associated risks and comprehensive recommendations for improvement. I anticipate this project to take up to 1 months to complete. I need these reports in an Excel sheet and VBA