Which of the following bank events could stress the bank's liquidity position?
I. Maturing of bank debt
II. Repurchase agreements
III. Futures margins
IV. Staff turnover

• A.III, IV
• B.IV
• C.I, II and III
• D.I, II

Comment: *

Name: *

Email: *

Verification: *

AlphaBank's management is evaluating how changes in its business environment could materially impact risk
categories. As a result, bank's management decides to implement the structure, which facilitates the discussion
in an integrative context, spanning market, credit, and operational risk factors, and encourages transparency
and communication between risk disciplines. Which one of the following four approaches should the
management choose to achieve this strategic goal?

• A.Scenario-based risk management approach
• B.Taxonomy-based risk management approach
• C.Regulatory risk management approach
• D.Enterprise risk management approach

Comment: *

Name: *

Email: *

Verification: *

Which one of the following four mathematical option pricing models is used most widely for pricing European
options?

• A.The Black model
• B.The Heston model
• C.The Black-Scholes model
• D.The Garman-Kohlhagen model

Comment: *

Name: *

Email: *

Verification: *

Which of the following measure describes the symmetry of a statistical distribution?

• A.Skewness
• B.Standard deviation
• C.Mean
• D.Kurtosis

Comment: *

Name: *

Email: *

Verification: *

Which one of the following four statements does identify correctly the relationship between the value of an
option and perceived exchange rate volatility?

• A.As the perceived future foreign exchange volatility decreases, the value of all options increases.
• B.With increases in perceived future foreign exchange volatility, the value of all foreign exchange
• C.As the perceived future foreign exchange volatility increases, the value of all options increases.
• D.Option values can only change due to the factors related to the demand for specific options

Comment: *

Name: *

Email: *

Verification: *