Tom is evaluating the existing risk management system of RR Asset Management and identified the following two risks.

1. RR Asset Management’s derivative pricing model consistently undervalues call options.

2. Swaps with counterparties exceed counterparty credit limit.

These two risks are most likely to be classified as:

A. Market risk

B. Credit risk

C. Liquidity risk

D. Operational risk

 

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金融风险管理师

Which of the following statements regarding market, credit, and operational risk is correct?

2021-1-25 17:37:28

金融风险管理师

Which of the following statements regarding generalized extreme value(GEV) and peakover-threshold(POT) is CORRECT?

2021-1-30 11:28:16

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