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Weaknesses of the repricing model include the fact that: (I) it ignores changes in present values caused by changes in interest rates. (II) it ignores different cash flow sensitivities within a maturity
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Weaknesses of the repricing model include the fact that: (I) it ignores changes in present values caused by changes in interest rates. (II) it ignores different cash flow sensitivities within a maturity bucket. (III) it fails to account for runoffs and prepayments.A. I only

B. I and II only
C. I and III only
D. II and III only
E. I, II, and III

User Tim Visher
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Answer:

D. II and III only

Step-by-step explanation:

User Ardenne
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