Question: This model is considered a pricing model. It uses accounting cash flow analysis based on book value. However, it does not take into account cash
This model is considered a pricing model. It uses accounting cash flow analysis based on book value. However, it does not take into account cash flows from off balance sheet.
Question Answer
a
The Maturity Model.
b
The Reprising Model.
c
The Duration model.
d
Longterm credit risk model.
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