Interest Rate Risk

GrantMercy

GrantMercy

September 2023 in Odomirok.19-RBC

"R1 RBC charge covers interest rate risk and default risk" -> from the wiki

Battle Card 67 - "limitations of RBC framework in identifying impairment" -> answer: ignores interest rate risk

I think this exam question is outdated? Would a better answer to risks not measured be reputational and business strategy risks?

Comments

graham

October 2023

Got it, thx!

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