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IIA-CFSA · Question #257

IIA-CFSA Question #257: Real Exam Question with Answer & Explanation

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Question

Interest rate risk arises from differences between the timing of rate changes and the timing of cash flows ( _________ );from changing rate relationships among different yield curves affecting bank activities ( ____________ ); from changing rate relationship across the spectrum of maturities ( ____________ );and from internet-related options embedded in bank products ( _____________ ). Choose the appropriate set.

Options

  • ARepricing risk, basic risk, yield curve risk and option risk
  • BBasic risk, yield curve risk, option risk and Repricing risk
  • CRepricing risk option risk, yield curve risk, and basic risk

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