Are you thinking of a particular model? Interest rate models are mentioned in Chapter 18 and Sweeting (14.3). If interest rates are a driver or source of risk in an organisation then understanding the impact of a change in interest rates and being able to model (predict?) future interest rates is definitely in the scope of ST9.
Hello, Sweeting discusses 3 single factor interest models and 1 multi factor interest model. It was clear to me how to study interest rates models for CT8, but I am not sure what to focus on for ST9. Any suggestions/ advice?
The core-reading says you should look at Multifactor models shown in Sweeting 14.3.3, the CT8 staff is excluded I think because they were already discussed in CT8. Therefore they can be asked! Also, make sure you know the PCA. SEE MY MAP OF THE TERRITOTY (attached)
