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 conditional value at risk?
A short put option is:
A long call option is:
When the current price level is at 22.00 and yesterday it was 21.00 and the day before 20.00, and an analyst expects tomorrow's price to be 23.00 then this is related to:
In order to hedge a short physical commodity position in the future must hedge this by:
A normal distribution curve implies:
The first option pricing model was developed by:
The value at risk is calculated and reported:
What is a NOT a why to describe risk?
A 99% confidence level is reflected by: