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Examination Handbook 650 Appendix A, Models of Interest Rate Risk, November 1999
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Document Date: 2012-03-29 16:47:41
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File Size: 311,16 KB
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Currency
USD /
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IndustryTerm
retail deposits /
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Organization
office of Thrift Supervision /
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Position
analyst /
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Technology
simulation /
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SocialTag
Fixed income analysis
Financial risk
Corporate finance
Banking
Mathematical finance
Interest rate risk
Bond duration
Duration gap
Option-adjusted spread
Finance