What is the repricing gap? In using this model to evaluate interest rate risk, what is meant

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What is the repricing gap? In using this model to evaluate interest rate risk, what is meant by rate sensitivity? On what financial performance variable does the repricing model focus? Explain.

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Financial Markets and Institutions

ISBN: 978-0077861667

6th edition

Authors: Anthony Saunders, Marcia Cornett

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Question Posted: Jan 27, 2015 08:46 AM

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What is the repricing gap? In using this model to evaluate interest rate risk, what is meant

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The repricing gap is a measure of the difference between the dollar value of assets th...View the full answer

Financial Markets and Institutions

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