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:


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?