问一道题：NO.PZ2020042003000089

NO.PZ2020042003000089 问题如下 The following statements are about the net interestmargin, whiof the following statements is NOT correct? If interest-sensitive assetsexceethe interest-sensitive liabilities subjeto repricing, the financialfirm ha positive ganto asset sensitive. interest-sensitive bank’sliabilities are larger thits interest-sensitive assets. This bank then hanegative ganis saito liability sensitive. For positive gap, if interest rates rise, netinterest margin will increase the interest revenue generatewill increasemore ththe cost of borrowefun. A positive gwill lose net interestincome if interest rates fall. For negative gap, rising interest rates will increase net interest margin. 考点对Risk Management for Changing InterestRates: ALM anration Techniques- ProteThe Net Interest Margin的理解答案析误。对于Negativegap，当利率上升时，Net interest margin下降。 positive g就是interest sensitive liability大于asset，所以r下降的时候 liability下降的就更多，那net interest margin不就是上升嘛

NO.PZ2020042003000089 问题如下 The following statements are about the net interestmargin, whiof the following statements is NOT correct? If interest-sensitive assetsexceethe interest-sensitive liabilities subjeto repricing, the financialfirm ha positive ganto asset sensitive. interest-sensitive bank’sliabilities are larger thits interest-sensitive assets. This bank then hanegative ganis saito liability sensitive. For positive gap, if interest rates rise, netinterest margin will increase the interest revenue generatewill increasemore ththe cost of borrowefun. A positive gwill lose net interestincome if interest rates fall. For negative gap, rising interest rates will increase net interest margin. 考点对Risk Management for Changing InterestRates: ALM anration Techniques- ProteThe Net Interest Margin的理解答案析误。对于Negativegap，当利率上升时，Net interest margin下降。 gap是positive的时候，根据讲义，interest rate上升，NW是下降的呀？然后gap是negative的时候，interest rate 上升，NW上升的，为啥了？

NO.PZ2020042003000089 interest-sensitive bank’sliabilities are larger thits interest-sensitive assets. This bank then hanegative ganis saito liability sensitive. For positive gap, if interest rates rise, netinterest margin will increase the interest revenue generatewill increasemore ththe cost of borrowefun. A positive gwill lose net interestincome if interest rates fall. For negative gap, rising interest rates will increase net interest margin. 考点对Risk Management for Changing InterestRates: ALM anration Techniques- ProteThe Net Interest Margin的理解 答案解析 误。对于Negativegap，当利率上升时，Net interest margin下降。 下我遇到这次利率变化的，不懂怎么去判定变化

NO.PZ2020042003000089 interest-sensitive bank’sliabilities are larger thits interest-sensitive assets. This bank then hanegative ganis saito liability sensitive. For positive gap, if interest rates rise, netinterest margin will increase the interest revenue generatewill increasemore ththe cost of borrowefun. A positive gwill lose net interestincome if interest rates fall. For negative gap, rising interest rates will increase net interest margin. 考点对Risk Management for Changing InterestRates: ALM anration Techniques- ProteThe Net Interest Margin的理解 答案解析 误。对于Negativegap，当利率上升时，Net interest margin下降。 所以当利率上升时，如果是postive gap，那asset增加的收益要大于liability，这是为什么？

NO.PZ2020042003000089 net interest margin的计算公式是什么？