A bank is considering adding life insurance underwriting to the services it offers. It has
estimated that the expected return and standard deviation of its traditional services are
12 percent and 6 percent respectively. It has also estimated that the expected return and
standard deviation of its new underwriting services are 18 percent and 10 percent
respectively. The correlation between these services has been estimated to be +0.10 and
the bank estimates that 90 percent of its business will be from traditional services and
10 percent from the new underwriting services. If the bank is expecting that the overall
risk of the bank will be reduced by adding the life insurance underwriting to the bank,
what type of effect are they expecting?
A. Product-line diversification effect
B. Income diversification effect
C. Market diversification effect
D. Geographic diversification effect
E. None of the options is correct.
Answer:
Which of the following is a way to reduce the risk of standby credit letters?
A. Avoid renegotiating the terms of loans of SLC customers
B. Specialize in SLCs issued by the same region and industry
C. Selling participations in standbys in order to share risk with other lending
institutions
D. Do not count standbys as loans when assessing the bank’s risk exposure