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

Sales contracts including volume flexibility:

What is referred to when 'worst case peformance' is mentioned?

Scenario analysis:

Variance is:

Value at Risk decribes:

What is a cap?

What VaR methodology is preferred for a portfolio with only one futures position and skew is not applicable?

Beta hedging is often NOT applied because of:

The Sortino ratio is:

What assumptions are relevant for correlation coefficients?