Test your knowledge: Risk – Expert 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 expert level your knowledge is tested in the sense of interpretation. After all, as expert you should be able to develop business.
What is the Achilles heel for risk management?
How could you discribe a storage facility?
What is vanna?
How would you replicate a short future?
What barrier options exist?
What is the main risk in a risk reversal?
What is the main risk in a risk conversion?
A swap is:
Expected tail loss is another name for:
How would you replicate a short call option?