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:



Variance is:



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?



Scenario analysis:



Alpha is:



The yield per volatility point is provided by:



What is a cap?