Interest rate risk and the repricing gap model Session 1 Andrea Sironi Mafinrisk – 2010 Market risk Sironi Mafinrisk Agenda Interest rate risk The repricing gap Model Marginal…
Slide 1 Interest rate risk and the repricing gap model Session 1 Andrea Sironi Mafinrisk – 2010 Market risk Slide 2 2 Agenda Interest rate risk The repricing gap…