The bank finances its portfolio of 3Y loans which are priced at 3M EURIBOR+margin with 3M deposits that are supposed to be rolled over. The situation exposes the bank to:

Question

The bank finances its portfolio of 3Y loans which are priced at  3M EURIBOR+margin  with 3M deposits that are supposed to be rolled over. The situation exposes the bank to:

Answer

neither to liquidity risk nor to interest rate risk, but to credit risk

Answer

to credit risk, liquidity risk but not to interest rate risk

Answer

to credit risk, interest rate risk but not to liquidity risk

Answer

to both interest rate risk and liquidity risk, but not credit risk

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The bank finances its portfolio of 3Y loans which are priced at 3M EURIBOR+marg...

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