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
Asset-backed trading involves:
A commodity is currently priced at 100.00 USD. What is the maximum loss?
How many standard deviations is a confidence level of 97.5% away from the mean?
What assumptions are made with value-at-risk?
What is a floor?
The yield per volatility point is provided by:
What is a cap?