PRMIA 8008 Exam III: Risk Management Frameworks . Operational Risk . Credit Risk . Counterparty Risk . Market Risk . ALM . FTP - 2015 Edition Online Training

Question #1 Which of the following would not be a part of the principal component structure of the term structure of futures prices? A . Curvature componentB . Trend componentC . Parallel componentD . Tilt component Reveal Solution Hide SolutionCorrect Answer: C C Explanation: The trend component refers to parallel shifts in the...

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