CAIIB BFM Recollected questions
June 2018
1.Most of the questions from foreign exchange numericals
2. case study on DGAP, Leverage ratio
3. case study on LC
4. Risk weight on Housing loan
5.Diffence between basis risk, gap risk, and yield curve risk
6. Letter of credit related
7.Capital charge for PR questions
8.Problems on NII
9.YIELD On T BILL
10 .Tier 1 CRAR
11.Call risk
12.NRE ,NRO, FCNR account related
13 Beta factor and basic indicator approach
14.The main object of the LRM loan review mechanism
15.The notional transit period permitted ..
16. One case study on asset liability management
17. Exchange fluctuation risk of ecgc
18. Rupee account... nostro,vostro,loro,mirror are in option
19. case study on TT buying, selling
20. RAROC,Who decide maximum limit of risk
21.Corporate debt instrument characteristics
22.Basel 3 bank apply – for computing capital requirement from existing risk..
23.residual risk also known as..
24.Elements of common equity Tier 1 cap
25.In repo transaction in G-sec , the settlement carried in first leg is ------------ basis
26. BASEL 3 going concern capital is
27.Liqidity risk is a type of time risk??
28.GOI not issue T bill with ------------maturity days
29.Notice money market period is…
30Duration is the elasticity of the bond
31.In CP Buy bank offer may not be made before ----days
32.Features of hedging , Int, Arbitrage ,trading , Investment
33.Nostro Accounts are – accounts
34.Emp option risk about pre closure
35. Feature of CCB BASEL 3
36.FX clear is a forex dealing sym developed by
37.Features of CRR
38.Calculation of LCR under level1 Asset
39.Cross rate
40.Charactristics of foreign exchange market
41.Temporary Asset--- revaltion not present
42.Calculation of capital for General market risk
43.In stock of HQLA for the purpose of cap liquidity coverage ratio…
44. BCBS introduced new approach called..
45.Instrument having lower demand and trading…
46 In india short position allowd..
47.Features of LCR
48.Rapid Growth period bank can make…
49. RAROC,Who decide maximum limit of risk
50. case study on TT buying
51. what does CRR impact
52. no.of key priniciples in Supervising review process
53. Features of CCB in BASEL 3
54..5 marks case study from CALL and PUT option
55.Rupee account Vostro or Mirror?
56. Calculate price for a 270day CP having face value 100/- when yield is 7.57%?
a. 94.6970,a. 94.6770, c. 94.6570, d. 94.6370
57. Calculate yield on a 182 day T bill issued at 97.30/-?
a. 7.57,b. 7.75, c. 5.57, d. 5.75%
58.no.of key priniciples in Supervising review process
59. Features of CCB in BASEL 3
60. 1.yield in tBill
61.rwa
62. Case study o. Nii and nim
63. Case study on rwa and capital charge
64.case study on leverage ratio
65. Case study on lc , advising bank confirming bank etc
66 case study on foreign exchange
67. yield to maturity 02 questions asked
68.call money Nd term money
69. Approach basic indicator approach , advance approach
70. M duration
71. piller 3 ,spr
72. 5 marks case study from CALL and PUT option
73. NII - 5marks
74.CRAR - 5marks
75.FEDAI - 5marks
76.Exchnge rates- 5marks
(USD to INR)
77.Exchange rates - 5marks
(USD - Jap yen - GBpound)
78. Lc - 5 marks
79 DGAP nd Levarage ratio - 5marks
80.5 questions on USD JPY against foreign person returning to India
June 2018
1.Most of the questions from foreign exchange numericals
2. case study on DGAP, Leverage ratio
3. case study on LC
4. Risk weight on Housing loan
5.Diffence between basis risk, gap risk, and yield curve risk
6. Letter of credit related
7.Capital charge for PR questions
8.Problems on NII
9.YIELD On T BILL
10 .Tier 1 CRAR
11.Call risk
12.NRE ,NRO, FCNR account related
13 Beta factor and basic indicator approach
14.The main object of the LRM loan review mechanism
15.The notional transit period permitted ..
16. One case study on asset liability management
17. Exchange fluctuation risk of ecgc
18. Rupee account... nostro,vostro,loro,mirror are in option
19. case study on TT buying, selling
20. RAROC,Who decide maximum limit of risk
21.Corporate debt instrument characteristics
22.Basel 3 bank apply – for computing capital requirement from existing risk..
23.residual risk also known as..
24.Elements of common equity Tier 1 cap
25.In repo transaction in G-sec , the settlement carried in first leg is ------------ basis
26. BASEL 3 going concern capital is
27.Liqidity risk is a type of time risk??
28.GOI not issue T bill with ------------maturity days
29.Notice money market period is…
30Duration is the elasticity of the bond
31.In CP Buy bank offer may not be made before ----days
32.Features of hedging , Int, Arbitrage ,trading , Investment
33.Nostro Accounts are – accounts
34.Emp option risk about pre closure
35. Feature of CCB BASEL 3
36.FX clear is a forex dealing sym developed by
37.Features of CRR
38.Calculation of LCR under level1 Asset
39.Cross rate
40.Charactristics of foreign exchange market
41.Temporary Asset--- revaltion not present
42.Calculation of capital for General market risk
43.In stock of HQLA for the purpose of cap liquidity coverage ratio…
44. BCBS introduced new approach called..
45.Instrument having lower demand and trading…
46 In india short position allowd..
47.Features of LCR
48.Rapid Growth period bank can make…
49. RAROC,Who decide maximum limit of risk
50. case study on TT buying
51. what does CRR impact
52. no.of key priniciples in Supervising review process
53. Features of CCB in BASEL 3
54..5 marks case study from CALL and PUT option
55.Rupee account Vostro or Mirror?
56. Calculate price for a 270day CP having face value 100/- when yield is 7.57%?
a. 94.6970,a. 94.6770, c. 94.6570, d. 94.6370
57. Calculate yield on a 182 day T bill issued at 97.30/-?
a. 7.57,b. 7.75, c. 5.57, d. 5.75%
58.no.of key priniciples in Supervising review process
59. Features of CCB in BASEL 3
60. 1.yield in tBill
61.rwa
62. Case study o. Nii and nim
63. Case study on rwa and capital charge
64.case study on leverage ratio
65. Case study on lc , advising bank confirming bank etc
66 case study on foreign exchange
67. yield to maturity 02 questions asked
68.call money Nd term money
69. Approach basic indicator approach , advance approach
70. M duration
71. piller 3 ,spr
72. 5 marks case study from CALL and PUT option
73. NII - 5marks
74.CRAR - 5marks
75.FEDAI - 5marks
76.Exchnge rates- 5marks
(USD to INR)
77.Exchange rates - 5marks
(USD - Jap yen - GBpound)
78. Lc - 5 marks
79 DGAP nd Levarage ratio - 5marks
80.5 questions on USD JPY against foreign person returning to India
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