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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…

Documents Corporate Finance Professional Interest Forum “Taking the Bull by the Horns: negotiating &...

Slide 1 Corporate Finance Professional Interest Forum “Taking the Bull by the Horns: negotiating & restructuring corporate debt facilities” Chairman: Frank Moxon…

Documents Interest rate risk and the repricing gap model Session 1 Andrea Sironi Mafinrisk – 2010 Market...

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…