The bank’s net worth will decrease if interest rates rise by 10% because the duration gap is positive.
So, the bank will not stay in business. A positive duration gap is when the duration of assets exceeds the duration of liabilities (which means greater exposure to rising interest rates). If rates go up by 10% the price of assets fall more than the price of liabilities. To find the exact change in net worth, we need to know the date for assets and liabilities.