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

On what is the time horizon based when the Value at Risk is calculated?



What VaR methodology is preferred for a portfolio which contains options?



Delta reflects:



Gamma describes the sensitivity of an option with respect to a change in:



Theta describes the sensitivity of an option with respect to a change in:



RORAC



Asset-backed trading involves:



A company is exposed to downside risk when:



What assumptions are made with value-at-risk?



Stress tests can be performed by: