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Sandie Huang
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Decks in this class (11)
Lecture 1: Introduction, Banks & The Credit Crisis
Which of the following statements...,
Following the assumption in marko...,
That the optimal rational choice ...
43
cards
Lecture 2 Part 1: The Markets and Derivatives
Trading can occur via organized e...,
Trading can occur via organized e...,
Organized exchanges organize trad...
34
cards
Lecture 2 Part 2: The Greeks
Explain the utility of the greeks...,
_____ measures how sensitive an i...,
____ measures how sensitive the d...
8
cards
Lecture 3: Basic Fixed Income
The no arbitrage price of a bond ...,
Before economic expansions the yi...,
The yield curve term structure of 3
17
cards
Lecture 4: Volatility
Fill in the blank words in the fo...,
The time unit in volatility diffe...,
The 196 equals the ____ quantile ...
14
cards
Lecture 5: Value at Risk and Expected Shortfall
We are x percent certain that we ...,
What is the main drawback of var ...,
The expected shortfall measure is...
16
cards
Lecture 6.1: Historical Simulation Approach
Which of the following statements...
1
cards
Lecture 6.2: Model Building Approach
What is not the main drawback of ...,
A positive gamma when long positi...,
A negative gamma when short posit...
9
cards
Lecture 7: Basel I, II and II.5
What is the main purpose of bank ...,
Which types of capital for a bank...,
Share capital and retained earnin...
40
cards
Lecture 8: Estimating Default Probabilities (PD)
Under the irb approach default pr...,
Under the foundation irb approach...,
Under the advanced irb approach l...
22
cards
Lecture 9: Liquidity risk
Solvency and liquidity are synony...,
_____ refers to a company having ...,
_____ refers to the ability of a ...
16
cards
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Risk Management
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