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. Which of the following is a criticism of the repricing (funding) GAP model? A. It ignores income from off-balance sheet activities. B.It uses book
. Which of the following is a criticism of the repricing (funding) GAP model?
A. It ignores income from off-balance sheet activities.
B.It uses book value accounting numbers.
C.It does not take into account that the rate sensitive assets and liabilities within a designated time bucket may reprice at different times (i.e., over-aggregation problem with time buckets).
D. All of the above are criticisms.
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