GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 92 Topic 10 Discussion

GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 92 Topic 10 Discussion

2016-FRR Exam Topic 10 Question 92 Discussion:
Question #: 92
Topic #: 10

From the bank's point of view, repricing the retail debt portfolio will introduce risks of fluctuations in:

I. Duration

II. Loss given default

III. Interest rates

IV. Bank spreads


A.

I


B.

II


C.

I, II


D.

III, IV


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