The repricing model is based on an accounting world that reports asset and liability
A、their market value.
B、their book value.
C、their historic values or costs.
D、All of the above.
E、Answers B and C only.
A、their market value.
B、their book value.
C、their historic values or costs.
D、All of the above.
E、Answers B and C only.
A、market value effect.
B、overaggregation.
C、runoffs and pre-payments.
D、OBS activities.
E、the spread effect.
A、the market value of equity.
B、net interest income.
C、both market value of equity and net interest income.
D、the FI's capital position.
E、the prices of assets and liabilities.
A、the duration model.
B、the maturity model.
C、the repricing model.
D、the funding gap model.
E、All of the above.
A、zero
B、one
C、greater than one
D、a negative value
E、infinity
A.Differential model
B.Uniform. model
C.Pipe model
D.Short Pipe model