# 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: