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 a limitation of a simple model?
What is the main risk in a risk conversion?
A swap is:
A hedge fund that believes interest rates not to rise by more than acertain amount may:
What is an add on to the application of value at risk?
What relates to structured control?
How could you discribe transport capacity?
A common swaptions style is:
How would you replicate a long put option?
What is the main risk in a risk reversal?