1.
If the daily 90% confidence level VaR of a portfolio is correctly estimated to be USD 5,000.00, one would expect that:
2.
Which of the following definitions of a nostro account is correct?
3.
Under Basel rules, what is the meaning of IRB?
4.
Which position below is NOT a component of common equity Tier 1 capital?
5.
With reference to dealing periods, what does the term "short dates" refer to?
6.
Which of the following statements is false? The repo legal agreement between the two parties concerned should:
7.
An option granted by the seller that gives the buyer the right to enter into an underlying interest rate swap transaction is ca lied:
8.
What rate should be used if the settlement date in a foreign exchange transaction is no longer a "good" date?
9.
How many USD would you have to invest at 3.5% to be repaid USD125 million (principal plus interest) in 30 days?




 
10.
What is the day count/annual basis convention for euroyen deposits?