Large banks have adopted interest rate risk measurement models based on market value accounting and duration.
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Q10: A positive repricing gap implies that a
Q11: Because of its complexity, small depository institutions
Q12: The Bank for International Settlements (BIS) requires
Q13: The repricing model is a simplistic approach
Q14: Changes in short term interest rates rarely
Q16: A bank with a negative repricing (or
Q17: The maturity model of measuring interest rate
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
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