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    Exam 22: Value at Risk and Expected Shortfall
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    In the Case of Interest Rate Movements the Second Most
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In the Case of Interest Rate Movements the Second Most

Question 5

Question 5

Multiple Choice

In the case of interest rate movements the second most important factor corresponds to


A) A parallel shift
B) A slope change
C) A bowing
D) An increase in short rates

Correct Answer:

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