Risk Management and Derivatives Questions from the 2009 – 2015 Essay Exams
|
Year
|
Q#
|
Concepts tested
|
|
2009
|
8B
|
Using swaps to reduce duration of a bond portfolio
|
|
2011
|
8
|
Historical and analytical VAR, hedge currency risk using futures
|
|
2013
|
10
|
Enterprise risk management, risk report, stress testing.
|
|
2015
|
6
|
Calculate amount at risk of credit loss, payment netting with a single
counter-party, reducing credit risk.
|