Repricing gap analysis and yield curve risk (Excel)
Why does the repricing gap analysis assume the yield curve shifts are parallel? How realistic is that assumption and what are the implications for the net interest income exposure and interest rate risk in general? Today, we are going to investigate it and compare parallel and real-world yield curve shifts in Excel. Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Finance! Please consider supporting NEDL on Patreon: / nedleducation
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