The cumulative repricing gap position of an FI for a given extended time period is the sum of the repricing gap values for the individual time periods that make up the extended time period.
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Q4: The repricing gap model is a book
Q5: All FIs tend to mismatch the maturities
Q6: One reason to exclude NOW accounts when
Q7: The repricing model estimates the difference between
Q8: In the repricing gap model, assets or
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
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