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 an add on to the application of value at risk?

What is an advantage of the Monte Carlo simulation technique of value at risk?

What is an advantage of the variance/covariance method of value at risk?

How could you discribe transport capacity?

How would you replicate a long call option?

A hedge fund that believes interest rates not to rise by more than acertain amount may:

What relates to operational control?

Buyer and seller oa swaption agree upon

What relates to structured control?

A call option, strike price 30.00, premium 2.40, is exercised at maturity when the underlying value is: