- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 54. Pricing and Valuation of Interest Rates and Other Swaps
- Subject 1. Pricing and Valuation of Swap Contracts
CFA Practice Question
The main source(s) of risk with currency swaps is (are) ______.
II. exchange rates risk
III. liquidity risk
IV. credit risk
I. interest rates risk
II. exchange rates risk
III. liquidity risk
IV. credit risk
Correct Answer: I and II
There are credit risk and liquidity risk in currency swaps but they are not the main sources of risk.
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