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Which of the Following Is an Adequate Definition of the Term

Question 10

Multiple Choice

Which of the following is an adequate definition of the term general market risk charge?


A) A charge reflecting the risk of the decline in the liquidity of the trading portfolio.
B) A charge reflecting the modified duration and interest rate shocks for each maturity.
C) A charge reflecting the risk of the decline in the credit risk quality of the trading portfolio.
D) A charge reflecting the duration and interest rate gaps for each maturity.

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