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

Variance is:



A commodity is currently priced at 100.00 USD. What is the maximum loss?



Optimization involves:



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



What is a floor?



What is a swaption?



What is cross-margin?



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



A fat tail refers to:



Who developed the formula: (return - risk free rate)/Beta ?