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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…

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ch8 Student: ___________________________________________________________________________ 1. The economic insolvency of many thrift institutions during the 1980s was due,…