Higher interest rates

Lower interest rates

Steepening yield curve

Parallel shift downwards in the yield curve

Currency risk

Interest rate risk

Operational risk

Credit risk

Banks should not ask brokers to disclose details of third party transactions unless they are between overseas principals.

Banks should not ask brokers to disclose details of third party transactions unless these transactions are already settled.

Banks should not ask brokers to disclose transactions between third parties in any circumstances.

Banks should not ask brokers for details of third party transactions unless senior management has approved.

Profit of JPY 340.000

Profit of JPY 1.500,000

Loss of JPY 340.000

LossofJPV 500.000

Should be forbidden.

Should be strongly discouraged.

Should be monitored by management.

All of the above.

as a given deposit with a term of one month and a taken deposit with a term of four months

as a taken deposit with a term of one month

as a taken deposit with a term of one month and a given deposit with a term of four months

as a given deposit with a term of four months

Internal Risk Based

Internal Ratings Based

Intrinsic Risk Based

Internal Rule Based

Less than 50% probability

50% probability

More than 50% probability

Zero probability

The number of EUP per USD

The number of USD per EUR

Depends on whether the price is being quoted in Europe or the US

Depends on whether the price is being quoted interbank or to a customer

Treasury bill

CD

ECP

Classic repo

0.8500

0.8506

0.8512

0.8505

Credit risk

Market risk

Legal risk

Operational risk