Ünite Sınavı Soruları

What is the term used to refer to the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events?

Options portfolio risks are measured by the following measures except for .........

Which risk measurement approach  is defined as simulation approach that calculates the hypothetical change in the value of the current portfolio in the light of actual historical movements in risk factors?

Which of the following is one of the classifications of the risk?

A bilateral contract or payments exchange agreement whose value derives, as
its name implies, from the value of an underlying asset or underlying reference rate or index is called ..............

"The most profitable financial instruments tend to be_______."

Which of the following completes the blank correctly?

Which risk measurement approach is based on the idea of simulating the changes in the portfolio value by randomly drawing from the imposed theoretical distribution function?

Which of the following techniques involves simulating the changes in the portfolio value by randomly drawing from the imposed theoretical distribution function?

1. Liquidity may bring substantial losses in a very short period of time.
2. Assets carrying the illiquidity premium are rewarded with substantial profits in good times.
3. The most profitable financial instruments tend to be illiquid assets.

Which of the statements above is true for liquidity?

Which of the following can be defined as the risk related to a financial institution’s financial condition resulting from unexpected market movements in the price level of certain risk factors?

What is the term used to refer to the risk that a borrower fails to meet obligations for a loan granted?

Which of the following is one of the two methods to assess market risk?

"Any event that disrupts the normal flow of business processes and which generates financial loss or damage to the image of the bank."

Which of the risk types is defined above?

Which of the following is a type of risk?

Which of the following is an example for credit risk?

1. Standardized approach
2. The internal ratings-based (IRB) approach
3. Value at risk approach

Which of the methodologies mentioned above can be used for calculating credit risk?

I. Liquidity Coverage Ratio

II. Business Indicator Component

III. Internal Loss Multiplier

Which of above is/are among the components of operational risk capital?

"The risk that a borrower fails to meet obligations for a loan granted."

Which of the risk types is defined above?

Any event that disrupts the normal flow of business processes and which generates financial loss or damage to the image of the bank can be categorized as ..............

Which of the following methods is one of the main methods to assess market risk?