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: