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 does CSA stand for?

What is expected shortfall?

A short put option is:

A company which has a potential obligation to take delivery is:

Price relationships are decribed by:

What is reflected by the value at risk?

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

What is FX risk?

The Modern Portfolio Theory is developed by:

The Capital Asset Pricing Model is developed by: