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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