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  3. Study Set
    Financial Institutions Management Study Set 1
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    Exam 5: Interest Rate Risk Measurement: The Repricing Model
  5. Question
    Consider the Following Repricing Buckets and Gaps: What Is
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Consider the Following Repricing Buckets and Gaps: What Is

Question 27

Question 27

Essay

Consider the following repricing buckets and gaps: Consider the following repricing buckets and gaps:   What is the annualised change in the bank's future net interest income if the overnight interest rate decreased by 100 basis points? A)-$700 B)$700 C)-$7000 D)$700 What is the annualised change in the bank's future net interest income if the overnight interest rate decreased by 100 basis points?
A)-$700
B)$700
C)-$7000
D)$700

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