FİN208U
İŞLETME FİNANSI II
7. Ünite
Soru 1
"The probability of facing loss or unintended consequences."
What is the correct term for this definition?
Soru 2
"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 correct term for this definition?
Soru 3
There are four main risk factors of market risk. Which of the following is one of them?
Soru 4
Which of the following is one of the classifications of the risk?
Soru 5
"The risk of losses arising from movements in market prices."
What kind of a risk is defined above?
Soru 6
Which of the following is one of the two methods to assess market risk?
Soru 7
"The risk that a borrower fails to meet obligations for a loan granted."
What is the correct term for this definition?
Soru 8
"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?
Soru 9
Which of the following is a method of Value-at-Risk calculation?
Soru 10
"The most profitable financial instruments tend to be_______."
Which of the following completes the blank correctly?
Soru 11
In which of the following year a clear-cut risk-based capital were fully documented by the Basel Committee?
Soru 12
"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?
Soru 13
All of the following is among the risk categories defined by Basel Committee, except...
Soru 14
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?
Soru 15
I. Liquidity Coverage Ratio
II. Business Indicator Component
III. Internal Loss Multiplier
Which of above is/are among the components of operational risk capital?
Soru 16
Which one of the following is used as a proxy for systematic risk in CAPM?
Soru 17
Which of the following can be regarded as the risk in quantified form?
Soru 18
I. Variance-covariance
II. Historical simulation
III. Monte Carlo simulation
Which of above is/are among the methods used in calculating VaR?
Soru 19
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?
Soru 20
All of the following can be used for hedging, except...