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.

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:

A company which has an obligation to deliver is:

A company in the commodity markets has a physical short position and wants to hedge the related price risk. They expect pries to go up and therefore they best:

What is conditional value at risk?

The Capital Asset Pricing Model is developed by:

A short put option is:

What is a swap?

The first option pricing model was developed by:

Pearson is related to:

If the Z-value is 1.96 then the confidence level is: