- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 7. Pricing and Valuation of Interest Rates and Other Swaps
- Subject 1. Pricing and Valuation of Swap Contracts
CFA Practice Question
First National Bank finds itself in a situation where it is receiving fixed rate income from its loan portfolio and must pay floating rate expenses to its depositors. If interest rates rise, First National Bank will ______.
B. receive more loan income
C. pay higher expenses to its depositors
A. receive less loan income
B. receive more loan income
C. pay higher expenses to its depositors
Correct Answer: C
Since the bank's expenses to its depositors are at a floating rate, rising rates will cause these expenses to increase.
User Contributed Comments 8
User | Comment |
---|---|
synner | what's wrong with A? |
nchilds | No matter what the scenario, First National will be receiving a fixed loan income... However, the net amount will be less. |
stefdunk | actually, the net amount on the fixed loan won't be less. it's a FIXED loan |
surob | Good question |
viannie | Loan income is fixed since loan interest is fixed. Interests paid to depositors is variable, hence rising rate, pays more interests to depositors. |
zkhan87 | so they'd enter into a pay fixed swap |
johntan1979 | Question already stated "fixed rate income"... |
GBolt93 | Think he meant net of fixed income - expenses to depositors. |