Busıness Fınance Iı Deneme Sınavı Sorusu #1118007

Which of the following is not among the market risks?


default risk

interest rate risk

credit spread risk

equity risk

fraud risk


Yanıt Açıklaması:

The risks subject to market risk capital requirements include but are not limited to:

(1) default risk, interest rate risk, credit spread risk, equity risk, foreign exchange (FX) risk and commodities risk for trading book instruments; and

(2) FX risk and commodities risk for banking book instruments. The correct answer is E.

Yorumlar
  • 0 Yorum