Risk management recollected questions on 01.11.2020

 Risk Management/Risk in financial services - Level -1

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Date : 01.11.2020

Questions were straight forward . Major questions from credit and market risk. (Module B and Module D).

Numericals: 

1. Case study on Measurement of duration ,modified duration ,convexity 

(Face value =3000

Coupon rate = 8% qrty 

Yield = 8%)

2. Case study for measurement of charge capital of market risk

3. Case study on Calculation on MCLR ,it was out of the syllabus 😋

4. Case study on Liquidity /maturity 

5. Case study on BPV 

6. Case study on FX and related calculation

7. Calculation of volatility ,VAR and sensitivity