GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 28 Topic 3 Discussion

GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 28 Topic 3 Discussion

2016-FRR Exam Topic 3 Question 28 Discussion:
Question #: 28
Topic #: 3

Which one of the following market risk measures evaluates the bank's earnings sensitivity?


A.

Cash flow stress testing


B.

Large exposure risk identification


C.

Earnings-at-risk stress testing


D.

Value-at-risk back testing


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