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What assumptions concerning shifts in the yield curve may a company use in estimating the effects of interest rate changes?

April 26, 2017assumptions changes COMPANY curve Estimating Interest rate shifts yield

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What assumptions concerning shifts in the yield curve may a company use in estimating the effects of interest rate changes?

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Answer A company may choose the period over which the assumed changes occur. Those changes cannot be less than 10% of the end-of-period market rates unless there is an economic justification to the contrary.