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Hong Kong Monetary Authority - Supervisory Policy ManualEssentials of Effective Interest Rate Risk Measurement. Essentials of Effective Interest Rate Risk.
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The Merton model assumes a constant risk-free interest rate,.
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Internal risk controls. Sec. 208. Subpoena duration and renewal. Sec. 209. Bona fide hedge defined to protect end-user risk management needs.A fund can manage part or all of its interest rate risk by matching assets to liabilities using practices that:.