Total 242 Questions |
Updated On: Nov 20, 2024
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Question 1
The Options Theoretic approach to calculating economic capital considers the value of capital as being equivalent to a call option with a strike price equal to:
Answer: A
Question 2
The frequency distribution for operational risk loss events can be modeled by which of the following
distributions:
I. The binomial distribution
II. The Poisson distribution
III. The negative binomial distribution
IV. The omega distribution
Answer: A
Question 3
Which of the following statements are true:
I. Credit risk and counterparty risk are synonymous
II. Counterparty risk is the contingent risk from a counterparty's default in derivative transactions
III. Counterparty risk is the risk of a loan default or the risk from moneys lent directly
IV. The exposure at default is difficult to estimate for credit risk as it depends upon market movements
Answer: C
Question 4
In respect of operational risk capital calculations, the Basel II accord recommends a confidence leveland time horizon of
Answer: D
Question 5
Under the KMV Moody's approach to calculating expectingdefault frequencies (EDF), firms' default on obligations is likely when:
Answer: D
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Total 242 Questions |
Updated On: Nov 20, 2024
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