BFM Case Study on Risk identification CAIIB

[@learningsessions]

*Caiib BFM Case study*
ruclips.net/video/_80CvrvY3SM/видео.html

[@parashar.saurabh007]

1) If Deposit period > Advance Period then Reinvestment Risk.
2) Deposit and advance are in floating rate then Basis Risk.
3) Treasury bills - Yield Curve Risk.
4 & 5) Prepaid payment & Premature withdrawal - Embedded Option Risk.

[@reacto7339]

In q 5 may be funding risk also?

[@milindzende2899]

Very nice sir

[@ramatiwari2445]

What is diff btw yeild curve risk and basis risk??

[@Learnmathshappily]

Why q5 is not a funded risk