RISK MANAGEMENT AND FINANCIAL INSTITUTIONS
Price:
Rs500
Multiple Choices:
Q1. The options that come into existence or disappear when the price of the underlying asset reaches a certain barrier.
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Asian Options
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Barrier options
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Basket Options
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Binary Options
Q2. The volatility of this model is changes with the passage of time:
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EMWA Model
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GAMMA Model
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VEGA Model
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GARCH Model
Q3. The office which consists of risk managers who are monitoring the risks being is taken is called
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Front Office
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Middle Office
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Back Office
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None of the above
Q4. A separate issue from the number of exceptions is:
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Bunching
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Grouping
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Stress testing
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None
Q5. This simulation is a very popular approach for estimating VaR:
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Historical Simulation
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Accuracy
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Extensions
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None of the above
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Out of the following which rate is defined as the square of the volatility?
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Standard Deviation
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Variance
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Mean
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Median
Q7. Risk measures satisfying all four conditions are referred to as:
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Time Horizon
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Auto Correlation
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Confidence level
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Coherent
Q8. Only bonds with ratings of Baa or above are considered to be:
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Investment grade
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Internal Credit Ratings
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Altman’s Z- Score
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None of the above
Q9. The by- product of any program to measure & understand operational risk is likely to be the development of:
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Risk & Control self assessment
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Key Risk Indicators
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Operational risk Capital
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Casual Relationship
Q10. The Securities that are subject to a discount are known as a:
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Collateralization
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Downgrade Trigger
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Haircut
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None of the above
1. Case study solved answers
2. pdf/word
3. Fully Solved with answers