飞同学2020-03-10 22:19:17

Match the following events to the corresponding risk type. 1. A rogue trader within an institution. 2. Stock XYZ decreases in price due to a market crisis. 3. Using a put option to hedge an equity exposure. 4. Counterparty sues bank to avoid meeting its obligations. A 1: legal risk; 2: credit risk; 3: strategic risk; 4: credit risk. B 1: business risk; 2: market risk; 3: market risk; 4: settlement risk. C 1: operational risk; 2: equity price risk; 3: basis risk; 4: legal risk. D 1: reputation risk; 2: basis risk; 3: credit risk; 4: legal risk. 这个题目会做，但是不理解basis risk这个选项。麻烦解释一下basis risk的概念，谢谢