Wednesday, 1 May 2019

Risk management recollected on 27.04.2019

Questions pattern of Risk management paper asked on 27/04/2019 12:30-2:30 pm slot

There were 100 questions with 1 marks each:
1 day VaR given, 9 days VaR asked

Risk mitigation strategy matching question

Options Put and Call concept matching question

Cersai 1 marks question

Cibil 1 marks question

FX case study import export Marchant rate

Repo rate case study

Three approches case study on operational risk

Macaulay duration and modified duration case study

Bank exposures case study

Operational risk management Spot 2 questions

Case study from asset and liability management

Addition to these questions but not from the same slot,
1. Mutual funds regulated by
2. Bank exposures case study
3. Bond calculations
4. YTM case study
5. All types of risk case study
6. Sharpe index numericals
7. CRAR case study, etc

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