风险管理习题（Risk management exercises）.docVIP

风险管理习题（Risk management exercises） Job title: risk management intensive class 19 homework volume The details of 1. Single topic: 1, A bank with A two-year dollar deposits as A source of financing, two-year euro credit deposit according to the London interbank market interest rate pricing once A year, according to the American Treasury bonds and loans pricing once A year; The euro loan is a loan to be repaid in advance. The market risks faced by bank A do not include (d). A. exchange rate risk B. Base risk C. Option risk D, repricing risk 2. The risk of loss of business in and out of a bank acco