Busıness Fınance Iı Deneme Sınavı Sorusu #1053422

Which of the following risk is not subject to market risk capital requirements?


Default risk

Interest rate risk

Credit spread risk

Equity risk

Operational 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

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