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: