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

Sensitivity analysis:



Value at Risk decribes:



How would you hegde a put option with futures?



When a company has a portfolio with 100 products then how many correlation coefficients can be calculated between these?



What is a swaption?



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



Variance is:



Stress tests can be performed by:



Optimization involves:



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