To measure ____ risk, some SIs measure the duration of their respective assets and liabilities.
A)credit
B)interest rate
C)liquidity
D)none of the above

Question

Quizplus · Accepted Answer

Interest rate risk refers to the risk that changes in interest rates may negatively impact the value of an organization's assets and liabilities. Measuring the duration of assets and liabilities can help organizations assess their exposure to interest rate risk.

To Measure ____ Risk, Some SIs Measure the Duration of Their