Busıness Fınance II (ENG)
Ünite Sınavı Soruları
- 20 soru
- Soru metinleri açık; şıklar ve cevap anahtarı uygulamada
- 1
which one of the following method is based on the idea of simulating the changes in the portfolio value by randomly drawing from the imposed theoretical distribution function to calculate VaR?
- 2
"The risk of losses arising from movements in market prices."
Which of the risk types is defined above?
- 3
"From a financial perspective, ... is the degree of uncertainty about the return of future net cash flows generated from a particular investment"
Which of the following would best fill in the blank above?
- 4
Which of the following measures focuses on the worst possible outcome?
- 5
Stock market returns are not normally distributed. Instead, they tend to have fat tails, which implies that extreme events happen more frequently than expected. Thus tge distribution of daily returns are said to be .............
- 6
When did Basel Committee released its regulation on capital adequacy?
- 7
Why does the Extreme Value Theory (EVT) approach have the potential to perform better than the VCV, MC simulation, and HS approaches?
- 8
Which of the following is not among the factors that may bring about operational risks?
- 9
Which of the following is simply any event that disrupts the normal flow of business processes and which generates financial loss or damage to the image of the bank?
- 10
"The risk that a borrower fails to meet obligations for a loan granted."
What is the correct term for this definition?
- 11
Which risk measurement approach studies the tail of distributions and deals with the asymptotic behavior of the extreme order statistics of a random sample, such as the maximum or minimum order?
- 12
Which of the following is true about the variance-covariance method?
- 13
Which of the following is true?
- 14
Which of the following is the measure of the worst expected loss on a portfolio
of instruments resulting from market movements over a given time horizon and a pre-defined confidence level? - 15
Which of the following is NOT a derivative instrument?
- 16
All of the following is among the risk categories defined by Basel Committee, except...
- 17
Which of the following risk factors is not an operational risk factor?
- 18
"Any event that disrupts the normal flow of business processes and which generates financial loss or damage to the image of the bank."
What is the correct term for this definition?
- 19
Which of the following is a method of Value-at-Risk calculation?
- 20
Which of the following is an example for market risk factors?