The vega of an option measures:
A) interest rate risk
B) volatility risk
C) off-balance-sheet risk
D) price elasticity
Correct Answer:
Verified
Q20: Contingent assets and liabilities are assets and
Q21: Which of the following statements is true?
A)The
Q22: How do you interpret a delta of
Q23: Assume a bank has bought a call
Q24: Where are the contingent items disclosed in
Q26: Which of the following statements is true?
A)Draw-down
Q27: Which of the following contingent risks are
Q28: Which of the following statements is true?
A)In
Q29: Assume a bank makes a loan commitment
Q30: Which of the following statements is true?
A)The
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