alleryStart learning →Which four are the standard market risk factors?
AInterest rate, model, IT, liquidity
BCredit, liquidity, legal, reputational
CEquity, credit, legal, operational
DEquity, interest rate, currency, commodity
Answer & Solution
Correct answer: D. Equity, interest rate, currency, commodity
Market risk is split into equity, interest rate, currency and commodity risk, each tied to a different market variable.
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