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linkedin.com
IRRBB Measurement: Repricing Gap Method Explained | LD Mahat posted on the topic | LinkedIn
IRRBB Measurement 1: Repricing Gap Method — Explained with Examples Interest Rate Risk in the Banking Book (IRRBB) is one of the most important risks banks manage — and the repricing gap is the starting point. In this video, I break down: • What IRRBB is and why it matters • How the repricing gap works • The four‑step computation ...
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