Review the two models for measuring interest rate risk

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Reference no: EM132017382

Assuming you are the Head of Credit Administration at your Financial Institution and your manager is concerned with the exposure due to the Interest Rate Risk caused by the mismatching of assets. To this end your manager asks you to review the two models for measuring Interest Rate Risk, “The Repricing model and the Maturity model” and advise which methodology is the best to be implemented.

Reference no: EM132017382

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