CAIIB BFM Recollected questions by June 102018

CAIIB BFM Recollected questions by June 102018

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