Test your knowledge 33

Which of the following is / are not mortgage security risks … A. Basis Risk B. Interest rate risk C. Spread risk D. PrePayent risk E. Volatility risk F. Model risk G. hedge risk H. Yield curve risk Cheers :slight_smile:

A. Basis Risk G. hedge risk H. Yield curve risk A - don’t think applies G - haven’t heard of this, but if refering to the hedge, the interest rate risk covers it Y - as above

Does apply: B, C, D, E, F, H