İŞLETME FİNANSI II

The following risks fall into the category of market risk except for .............

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?

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

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 risk factors is not an operational risk factor?

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 .............

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 ..............

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

Which of the following is NOT a derivative instrument?

The weighted sum of the probable returns with associated probabilities shows the  ......