Question
An NPS pension fund has a liability profile highly sensitive to 5 year interest rate changes. The fund manager uses ALM to immunize duration. Suddenly, 5-year bond yields rise by 1.5%, and the duration of assets mismatches liabilities by +0.5 years. What is the most appropriate immediate action?
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RBI Grade B 2026 Phase 1 Memory Based Paper
- 200 Questions with Detailed Solutions
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