Busıness Fınance II (ENG)
Ünite Sınavı Soruları
- 20 soru
- Soru metinleri açık; şıklar ve cevap anahtarı uygulamada
- 1
What kind of risk can human error, fraud and malice, failures of information systems, problems related to personnel management, commercial disputes, accidents, fires, and floods lead to?
- 2
Which of the following is the risk that a borrower fails to meet obligations for a loan granted?
- 3Which of the following is not true about the Variance-covariance (VCV) method?
- 4
The following risks fall into the category of market risk except for .............
- 5
I. Value-at-risk
II. Expected shortfall
III. Gap analysis
Which of the above is/are among the methods used by Basel to assess market risk?
- 6
"The risk of losses arising from movements in market prices."
What kind of a risk is defined above?
- 7
Which of the following risk is not subject to market risk capital requirements?
- 8
Which of the following can be defined as the probability of facing loss or unintended consequences?
- 9
Which risk measurement method is defined as a simulation approach that calculates the hypothetical change in the value of the current portfolio in the light of actual historical movements in risk factors?
- 10
In which of the following year a clear-cut risk-based capital were fully documented by the Basel Committee?
- 11
Which of the following is an example for market risk?
- 12
When the probability of an outcome is zero, then the outcome is_______?
Which of the following options completes the blank?
- 13Which of the following is not among the market risks?
- 14
- Boundray between the banking book and trading book
- Use and validation of banks’ internal models
- Risk measurement under the internal models approach
- Risk measurement under the standardised approach
Which of the features mentioned above is/are the key features of revised market risk framework?
- 15
I. Variance-covariance
II. Historical simulation
III. Monte Carlo simulation
Which of above is/are among the methods used in calculating VaR?
- 16
According to the Basel Committee, what is the term used to refer to the risk of losses arising from movements in market prices?
- 17
Which of the following is an example for an operational risk?
- 18
"The probability of facing loss or unintended consequences."
What is the correct term for this definition?
- 19
Which of the following is necessary when measuring the risk of an asset?
- 20
Which of the following can be regarded as the risk in quantified form?