Discuss the problems that loans tied to a banks base rate present in measuring interest rate risk

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Discuss the problems that loans tied to a bank’s base rate present in measuring interest rate risk where the base rate is not tied directly to a specific market interest rate that changes on a systematic basis.

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Bank Management

ISBN: 978-1133494683

8th edition

Authors: Timothy W. Koch, S. Scott MacDonald

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Question Posted: Nov 03, 2015 05:55 AM

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Discuss the problems that loans tied to a banks base rate present in measuring interest rate risk

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When the base rate used to price loans is not tied t...View the full answer

Bank Management

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