- CFA Exams
- CFA Level I Exam
- Topic 9. Portfolio Management
- Learning Module 41. Measuring and Managing Market Risk
- Subject 4. Applications of Risk Measures
CFA Practice Question
Which statement is false regarding the use of risk measures by insurers?
B. Property and casualty insurance companies do not focus on matching assets with liabilities.
C. Typical market risk measures for life insurance companies do not include asset and liability matching.
A. Home insurance, auto insurance and health insurance are typically not highly correlated with financial asset markets.
B. Property and casualty insurance companies do not focus on matching assets with liabilities.
C. Typical market risk measures for life insurance companies do not include asset and liability matching.
Correct Answer: C
Asset and liability matching is one of the market risk measures for life insurance portfolios.
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