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 commodity is currently priced at 100.00 USD. What is the maximum loss?
Vega describes the sensitivity of an option with respect to a change in:
What is a floor?
What is a swaption?
What is cross-margin?
Gamma describes the sensitivity of an option with respect to a change in:
A fat tail refers to:
Who developed the formula: (return - risk free rate)/Beta ?