question archive Target and expand upon the best practices
Subject:FinancePrice: Bought3
Target and expand upon the best practices. Write a paper responding to the following items:
1)Support the re-pricing model for measuring interest rate risk exposure. If needed, feel free to include numerical illustrations for clarifying your discussion.
2)Argue the benefits of utilizing duration for measuring interest rate risk in financial institutions. If needed, feel free to include numerical illustrations for clarifying your discussion.
3)Using a commercial bank as an illustration, evaluate how interest rate risk can be managed (distinct from the measurement issue). Here, the objective is to control or mitigate risk under different assumptions and different risk tolerances.
Support your paper with five (5) scholarly sources. In addition to these specified resources, other appropriate scholarly resources, including older articles, may be included.