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: