×
Detail Form
We will send your result on your email id and phone no. please fill detail
1.
Which of the following is true?
2.
You are paying 5% per annum paid semi-annually and receiving 6-month LIBOR on a USD 10 million interest rate swap with exactly two years to maturity. 6-month LIBOR for the next payment date is fixed today at 4.95%. How would you hedge the swap using FRAs? How to hedge an IRS with a strip of FRAs?
3.
The premium on an option contract is:
4.
The delta of an at-the-money long call option is:
5.
You bought USD 5,000,000 against EUR at 1.1037 and 3,000,000 at 1.1052. If the EUR/USD rate is now quoted 1.1015/17, and it you deal at that rate, what profitwould you make?
6.
A disgruntled customer claims that he should not have to settle an FRA with you because it is really just a wager. What type of risk are you exposed to?
7.
Which of the following is not true?
8.
In spite of having agreed to a deal, dealers are not bound to the deal if it is subject to documentation. The Model Code:
9.
Bank B's price is shown by a broker to Bank A and is dealt by Bank A. If Bank A wants to increase the amount of the transaction, what is good market practice according to the Model Code:
10.
The use of standard settlement instructions (SSI's) is strongly encouraged because:
The use of standard settlement instructions (SSI's) is strongly encouraged because: