Question
Weaknesses of the repricing model include the fact that I. it ignores changes in present values caused by changes in interest rates. II. it ignores
- Weaknesses of the repricing model include the fact that
I. it ignores changes in present values caused by changes in interest rates.
II. it ignores different cash flow sensitivities within a maturity bucket.
III. it fails to account for cash flows from off-balance-sheet activities.
A) I only
B) I and II only
C) I and III only
D) II and III only
E) I, II, and III
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Focus On Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert Hughes, Melissa Hart
6th Edition
125991965X, 978-1259919657
