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    Financial Institutions Management
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    Exam 15: Market Risk
  5. Question
    The Earnings at Risk for an FI Is a Function
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The Earnings at Risk for an FI Is a Function

Question 1

Question 1

Multiple Choice

The earnings at risk for an FI is a function of


A) the time necessary to liquidate assets.
B) the potential adverse move in yield.
C) the dollar market value of the position.
D) the price sensitivity of the position.
E) All of these.

Correct Answer:

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