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Q: How does runoff cashflow affect repricing model?
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What is a runoff cash flow?

Runoff cash flow refers to assets that are prepaid before maturity or liabilities that are withdrawn before maturity. In either case, the result is higher interest rate risk. This is because the interest rate risk is measured assuming no prepayment of assets or withdrawal of liabilities occur before maturity. The risk of runoff cash flows is one of the important weaknesses of the repricing model, which is commonly used model in smaller financial institutions.


What are the four weakness of the repricing model?

1.ignore market value effects 2.ignore off-balance sheet cash flows 3.over-aggregation 4.ignores run-offs


What has the author Anthony S Donigihan written?

Anthony S Donigihan has written: 'User's manual for agricultural runoff management (ARM) model' -- subject(s): Runoff, Agricultural pollution


What does the abbreviation LBRM stand for?

Log-Based Reliable Multicast Large Basin Runoff Model Load-Based Route Manager


How did the discovery of polonium and radium affect the model of the atom?

The discoveries of radium and polonium doesn't affect the atom model.


How does the area of the sail affect how quickly a model boat sails?

how does the area of the sail affect how a model boat sail


When a newer model debuts will it affect the price of an etrex legend?

When a newer model debuts, it will not affect the price of an etrex legend. do not worry about it, it definitely won't affect the price of an etrex legend.


What are the forces that affect a model rocket?

Gravity and wind.


What does investment affect in the keynesian model?

Government expenditure.


How did Bohr affect the model of the atom?

scientist accepted bohr's model as a useful explanation (apex)


What has the author Douglas G Emerson written?

Douglas G Emerson has written: 'Documentation of a heat and water transfer model for seasonally frozen soils with application to the precipitation-runoff model' -- subject(s): Soil permeability, Permeability, Frozen ground


What has the author E F Brater written?

E. F. Brater has written: 'A hydrological model for estimating the inflows to and outflows from Grand Traverse Bay' -- subject(s): Runoff, Hydrology