The maturity model of measuring interest rate risk was a first attempt to include the impact on profitability of interest rate changes
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Q12: The Bank for International Settlements (BIS) requires
Q13: The repricing model is a simplistic approach
Q14: Changes in short term interest rates rarely
Q15: Large banks have adopted interest rate risk
Q16: A bank with a negative repricing (or
Q18: One reason to include demand deposits when
Q19: When a bank's repricing gap is positive,
Q20: The economic insolvency of many thrift institutions
Q21: For a given change in interest rates,
Q22: If the interest rate spread between rate
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