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A bank funds its assets from a pool of composite liabilities. Apart from credit and operational risks, it faces:

(i)    Basis risk

(ii)    Mismatch risk

(iii)    Market risk

(iv)    Liquidity risk

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Question ajoutée par Vinod Jetley , Assistant General Manager , State Bank of India
Date de publication: 2015/01/27
Vinod Jetley
par Vinod Jetley , Assistant General Manager , State Bank of India

(i)    Basis risk

Mir Mujtaba Ali
par Mir Mujtaba Ali , Internal Audit Manager , Confidential

I am with experts - option1 is my choice of answer as well.

Wolf Klaas Kinsbergen
par Wolf Klaas Kinsbergen , Managing Director, Designer , ingenieursbureau KB International NV

Agree with the experts because of the explanations.

VENKITARAMAN KRISHNA MOORTHY VRINDAVAN
par VENKITARAMAN KRISHNA MOORTHY VRINDAVAN , Project Execution Manager & Accounts Manager , ALI INTERNATIONAL TRADING EST.

Answer option (i) >>>>>>>>>.   Basis risk

 

'Basis Risk'

The risk that offsetting investments in a hedging strategy will not experience price changes in entirely opposite directions from each other. This imperfect correlation between the two investments creates the potential for excess gains or losses in a hedging strategy, thus adding risk to the position

Sahar Alech
par Sahar Alech , Auditor / Financial Manager , Accounting Services Office

Basis risk is the answer............

georgei assi
par georgei assi , مدير حسابات , المجموعة السورية

The correct answer i

Saiful Islam Hiron
par Saiful Islam Hiron , Site HR Manager , Handicap International

My answer will be for I..........................

Sidvin Shetty
par Sidvin Shetty , Trade Marketing Executive , Al Khayyat Investments

I am not aware of it.. Thus, will go with expert answers:  Basis Risk :-)

Emad Mohammed said abdalla
par Emad Mohammed said abdalla , ERP & IT Software, operation general manager . , AL DOHA Company

To the best of my knowledge it should be (i)    Basis risk

JOSE RAFAEL JR CANAYA
par JOSE RAFAEL JR CANAYA , CAMP ADMINISTRATOR /OPERATIONS ADMINISTRATION , COPPERFIELD MIDDLE EAST

It is basis risk. but you can also expand the question to other risk.

Utilisateur supprimé
par Utilisateur supprimé

all answers here is enough too much thanx

OPTION  I