Test your knowledge: Risk – Basic 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 basic level your knowledge is tested with respect to terminology, theory and facts.

What is expected shortfall?

A short call option is:

Mean reversion indicates that:

A log-normal distribution curve implies:

In order to hedge a long physical commodity position in the future must hedge this by:

Price relationships are decribed by:

What is a swap?

What does CSA stand for?

The Capital Asset Pricing Model is developed by:

The potential of fat fingers, fraud and system failure causes: