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
Value at Risk decribes:
How would you hegde a put option with futures?
When a company has a portfolio with 100 products then how many correlation coefficients can be calculated between these?
What is a swaption?
Rho describes the sensitivity of an option with respect to a change in:
Stress tests can be performed by:
Theta describes the sensitivity of an option with respect to a change in: