Some of the recollected questions of certified treasury professional exam held on 24/11/2018 3 pm
TT buy/ TT sell bill /buy Bill sell/ TC buy TC /sell Forex card rates of dollar and pound given.
Various forex transaction based questions (5 marks)
∆Y= change in the yield of a bond in decimal
V+ = the estimated value of the bond if yield is increased by ∆Y
V- = the estimated value of the bond if yield is decreased by ∆Y
Vo = Initial price of the bond
All these values given
Questions asked: percentage change in price per basis point Change for an increase in yield of delta y etc.
Average percentage price change per basis point change in yield
(5 marks)
cash inflow and outflow of the repo borrower in a repo transaction
Accured interest for first leg second leg etc (5 marks)
Present value of all coupons 10 years bond coupons payed semi annually.
Apart from black scholes model another famous option pricing model name.
How options Greek measures the sensitivity of an options price
A decrease in interest rates raises bond prices by more than a corresponding increase in rates lowers price
Money market refers to the market for short term maturities upto 1 year.
Yield and price of 364 and 91 days treasury bill.
Given CTP Exam today (24/11/18) 10.00 Slot. Next heading toward FRM & Certified Bank trainer. In today CTP exam, Case Study Questions (5Q ) were from Repo Transaction, T Bills, TT Buying & Bills Buying rates, option price calculations, Bond yield & price calculations, option greeks & duration. Then individual questions (1 - 2Q) from CP, SI,CI, option pricing models, forex valuation, dealers code of conduct, etc.
TT buy/ TT sell bill /buy Bill sell/ TC buy TC /sell Forex card rates of dollar and pound given.
Various forex transaction based questions (5 marks)
∆Y= change in the yield of a bond in decimal
V+ = the estimated value of the bond if yield is increased by ∆Y
V- = the estimated value of the bond if yield is decreased by ∆Y
Vo = Initial price of the bond
All these values given
Questions asked: percentage change in price per basis point Change for an increase in yield of delta y etc.
Average percentage price change per basis point change in yield
(5 marks)
cash inflow and outflow of the repo borrower in a repo transaction
Accured interest for first leg second leg etc (5 marks)
Present value of all coupons 10 years bond coupons payed semi annually.
Apart from black scholes model another famous option pricing model name.
How options Greek measures the sensitivity of an options price
A decrease in interest rates raises bond prices by more than a corresponding increase in rates lowers price
Money market refers to the market for short term maturities upto 1 year.
Yield and price of 364 and 91 days treasury bill.
Given CTP Exam today (24/11/18) 10.00 Slot. Next heading toward FRM & Certified Bank trainer. In today CTP exam, Case Study Questions (5Q ) were from Repo Transaction, T Bills, TT Buying & Bills Buying rates, option price calculations, Bond yield & price calculations, option greeks & duration. Then individual questions (1 - 2Q) from CP, SI,CI, option pricing models, forex valuation, dealers code of conduct, etc.
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