Page 79 - Risk Management in current scenario

2,129,861 2,080,294 Duration
Net CF (Ct) V=1/(1+i) Ct*Vt T*Ct*Vt 1
175,212 0.9346 163,749.73 163,749.73
379,079 0.8734 331,101.90 662,203.80

386,643 0.8163 315,615.52 946,846.55
379,275 0.7629 289,346.96 1,157,387.85
373,159 0.713 266,057.39 1,330,286.97
387,250 0.6663 258,040.79 1,548,244.76
391,719 0.6227 243,942.89 1,707,600.23
391,296 0.582 227,738.06 1,821,904.51
393,827 0.5439 214,215.58 1,927,940.20
387,879 0.5083 197,178.10 1,971,780.99

377,176 0.4751 179,193.67 1,971,130.33
416,492 0.444 184,927.51 2,219,130.18
-123,697 0.415 -51,329.92 -667,288.94
-56,250 0.3878 -21,814.54 -305,403.63
-68,490 0.3624 -24,823.82 -372,357.31
-113,466 0.3387 -38,434.89 -614,958.24

-94,964 0.3166 -30,063.29 -511,075.88
-135,416 0.2959 -40,064.84 -721,167.06
-148,659 0.2765 -41,105.49 -781,004.33
-203,401 0.2584 -52,562.79 -1,051,255.85
-179,060 0.2415 -43,245.26 -908,150.50
-194,230 0.2257 -43,840.29 -964,486.34
-210,166 0.2109 -44,333.92 -1,019,680.11
-1,570,549 0.1971 -309,628.49 -7,431,083.82

You may notice that the duration of liabilities coming out to be 1 year,
which from intuitive point of view is not correct. This is one problem in

Risk Management in Current Scenario | 77