ICBRR 무료 덤프문제 온라인 액세스

A large energy company has a recurring foreign currency demands, and seeks to use options with a pay-off based on the average price of the underlying asset on either a few specific chosen datesor all dates within a specific pricing window. Which one of the following four option types would most likely meet these specific foreign currency demands?

• A.American options
• B.European options
• C.Asian options
• D.Chooser options

Except for the credit quality of the Credit Default Swap protection seller, the following relationship correctly approximates the yield on a risk-free instrument:

• A.Bond - CDS - Market spread
• B.Bond + CDS
• C.Bond - CDS
• D.Bond + CDS + Market Spread

Which of the following correctly identifies reasons for collecting internal operational risk event and loss information?
I. Assessing the risk of specific areas of concern.
II. Evaluating risk events and outcomes.
III. Collecting data for capital modeling.
IV.
Getting insight into risk events in other firms in the industry.

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

According to the largest global poll of foreign exchange market participants, which one of the following four global financial institutions was the most active participant in the global foreign exchange market?

• A.UBS AG
• B.Citibank
• C.Barclays Capital
• D.Deutsche Bank

Modified duration of a bond measures:

• A.The change in value of a bond when yields increase by 1 basis point.
• B.The present value of the future cash flows of a bond calculated at a yield equal to 1%.
• C.The percentage change in a bond price when yields increase by 1 basis point.
• D.The percentage change in a bond price when the yields change by 1%.