An assumption of the repricing model is that interest rate changes will equally affect rate-sensitive assets and rate-sensitive liabilities.

Name: An assumption of the repricing model is that interest rate changes will equally affect rate-sensitive assets and rate-sensitive liabilities.
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The repricing model assumes that interest rate changes will have an equal impact on rate-sensitive assets and liabilities, as they are both subject to repricing risks.

An Assumption of the Repricing Model Is That Interest Rate