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 log-normal distribution curve implies:



The first option pricing model was developed by:



What is reflected by the value at risk?



Pearson is related to:



What is analyzed when organizations apply stress tests?



A long call option is:



If the Z-value is 1.96 then the confidence level is:



A long put option is:



A company which has an obligation to deliver is: