Test your knowledge: Risk – Advanced level
Test your knowledge about risk management
Knowledge related Middle Office activities, models & processes is not only relevant for Risk Managers & Analysts, but supporting staff must also understand this in order to excel.
At this advanced level you are tested with respect to your skills, the application of knowledge and therefore practice
A receivers swaption gives
What is cross-margin?
A fat tail refers to:
What is a swaption?
How to convert a annual volatility to a weekly volatility?
What VaR methodology is the most simple approach?
What assumptions are made with value-at-risk?