What are some of the weakness of the repricing model? How have large banks solved the problem
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The repricing model has four general weaknesses 1 It ignores market value effects 2 It does not take ...View the full answer
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Related Book For 
Financial Institutions Management A Risk Management Approach
ISBN: 978-0071051590
8th edition
Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders
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