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.
A swap is:
What is an example of a jump-diffusion process?
What is an example of a jump process?
What is the name of the combination: long call plus short put plus short future?
Mean reversion indicates that:
Which limits structure helps to manage liquidity risk?
Asian opions are:
What is the best way to hedge?
A high confidence level causes the following problem:
What is the Achilles heel for risk management?