What is Gap exposure and basis risk?Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA FM Exams › What is Gap exposure and basis risk?This topic has 1 reply, 2 voices, and was last updated 3 years ago by John Moffat.Viewing 2 posts - 1 through 2 (of 2 total) AuthorPosts December 8, 2020 at 9:10 am #598333 AnonymousInactiveTopics: 44Replies: 26☆☆Could you please explain to me what is the gap exposure & basis risk with some example if possible and are these two types of interest rate risk that are being asked in the exam? Do they come frequently? December 8, 2020 at 9:38 am #598348 John MoffatKeymasterTopics: 56Replies: 53806☆☆☆☆☆Neither of these are likely to be asked in Paper FM.However you can find an explanation of them in my answer to a previous post here: https://opentuition.com/topic/gap-exposure-and-basis-risk/AuthorPostsViewing 2 posts - 1 through 2 (of 2 total)You must be logged in to reply to this topic.Log In Username: Password: Keep me signed in Log In