Multiple Choice
The repricing model ignores information regarding the distribution of assets and liabilities within maturity buckets.This limitation of the model refers to
A) market value effect.
B) overaggregation.
C) runoffs and pre-payments.
D) OBS activities.
Correct Answer:
Verified
Correct Answer:
Verified
Q1: The repricing model incorporates cash flow effects
Q35: A method of measuring the interest rate
Q78: The maturity model of measuring interest rate
Q88: Can an FI immunize itself against interest
Q90: What is the change in the value
Q93: The following information details the current rate
Q95: The balance sheet of ARGH Insurance
Q96: Of the following institutions,which will be subject
Q97: Which of the following relationships does NOT
Q107: The repricing model estimates the difference between