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: