COMMERCIAL AND INVESTMENT BANKING

1. discuss the weaknesses of the repricing model.
2. discuss the advantages & disadvantages of applying the duration model.
3. discuss the benefits & weaknesses of using Linear Discriminant Models in credit risk evaluations.
4. discuss the advantages & disadvantages of applying Modern Portfolio Theory to lower the credit risk of an
FI’s portfolio.
5. discuss the current most significant liquidity risk for the banking industry.
6. discuss the components of a Depository Institution’s Liquidity Plan.