1.a The repricing model requires specification of repricing buckets. Why must a bucket time period be specified?...
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1.a The repricing model requires specification of repricing buckets. Why must a bucket time period be specified? How does the choice of the repricing buckets impact on the delineation between rate-sensitive and fixed-rate assets and liabilities? LO 5.3 What determines the optimal length of the repricing period? What are the shortcomings of very short repricing periods?
What are the shortcomings of very long repricing periods?
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Financial Institutions Management A Risk Management
ISBN: 9781743073551
4th Edition
Authors: Helen Lange, Anthony Saunders, Marcia Millon Cornett
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