Consider the following statements: I. Duration remain unchanges as the bond approaches maturity II . While using
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Question:
Consider the following statements: I. Duration remain unchanges as the bond approaches maturity II
While using the repricing gap model for balance sheet immunization, there is a trade
off between being perfectly immunized and the transaction costs III. The model used by APRA and BIS to monitor bank interest rate risk
taking is heavily based on the maturity model Which of the above statements is false?
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