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 charm?
What is an advantage of the variance/covariance method of value at risk?
What relates to structured control?
What is the best way to hedge?
What relates to operational control?
How could you discribe transport capacity?
What relates to policy control?
What barrier options exist?
Expected tail loss is another name for:
How would you replicate a short put option?