Question 2b
Marking Guide
(b)
Fixed interest rate and floating interest rate discussion 1–4
Analysis of fixed and floating rate interest 1
Analysis of fixed and floating rate nominal value 1
Gap exposure and basis risk 1
–––
Maximum 5
(b)
Fixed interest rate and floating interest rate discussion 1–4
Analysis of fixed and floating rate interest 1
Analysis of fixed and floating rate nominal value 1
Gap exposure and basis risk 1
–––
Maximum 5