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IIA-CFSA · Question #314

IIA-CFSA Question #314: Real Exam Question with Answer & Explanation

The correct answer is A. Take no action. See the full explanation below for the reasoning.

Question

If a corporation has an asset sensitive gap in a rising rate environment, which of the following would be considered an appropriate hedging strategy to prevent a decrease in net interest income?

Options

  • ATake no action
  • BPurchase an interest rate floor
  • CEnter into an interest rate swap to receive fixed and pay floating rate payments
  • DEnter into an interest rate swap to receive floating and pay fixed rate payment

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