10. A simple approach to measuring yield curve risk, an approach commonly used by index managers, is...
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10. A simple approach to measuring yield curve risk, an approach commonly used by index managers, is an analysis of the cash flow distribution of a portfolio relative to a benchmark.
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Related Book For 
Measuring And Controlling Interest Rate And Credit Risk
ISBN: 9780471268062
2nd Edition
Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
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