Average rate in interest sensitivity analysis
- The average interest rate of total remaining assets or liabilities (See also Remaining product life time interest sensitivity) in each specified time period.
International financial encyclopaedia . 2014.
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Constant rate in interest sensitivity analysis — The average interest rate of the funding (negative gap) or the average interest rate of the lending (positive gap) necessary to maintain in each specified time period the present spread. See also Risk management and break even rate … International financial encyclopaedia
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