A、Bank’ s financial condition is the cause of interest rate risk. B、Bank’ s financial condition has impact on interest rate risk

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问题  
Interest rate risk refers to the exposure of a bank’ s financial condition to adverse movements in interest rates.

选项 A、Bank’ s financial condition is the cause of interest rate risk.
B、Bank’ s financial condition has impact on interest rate risk.
C、Interest rate risk occurs when interest rate moves against the bank’ s financial condition.
D、Interest rate risk occurs when interest rate favours the bank’ s financial condition.

答案C

解析 单句意思为“利率风险是指银行在不利的利率变动中暴露出的财务风险”。A项因果关系颠倒,B项没有提及,D项“favour”一词与原句“adverse”相矛盾。
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