• 2022-06-05
    Currency swaps are commonly used to manage risk, such as ( ).
    A: Exchange rate risk
    B: Interest rate risk
    C: Credit risk
    D: Moral hazard
    E: Liquidity risk
  • A,B

    内容

    • 0

      The most widely used futures contract for hedging short-term U.S. dollar interest rate risk is

    • 1

      Increasing duration implies that interest - rate risk has increased.

    • 2

      If interest rates increase, an investor who owns a mortgage pass-through security is most likely affected by A: credit risk B: extension risk C: contraction risk

    • 3

      Foreign exchange risks assumed by foreign exchange banks mainly refer to ( ) A: transaction settlement risk B: foreign exchange trading risk C: accounting risk D: operating risk

    • 4

      Forward rate agreements hedge risk by fixing the interest rate on future borrowing A: 正确 B: 错误