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 receivers swaption gives



What is cross-margin?



A fat tail refers to:



RAROC is



What is a swaption?



How to convert a annual volatility to a weekly volatility?



What VaR methodology is the most simple approach?



Optimization involves:



Variance is:



What assumptions are made with value-at-risk?