3I0-012 ACI Dealing Certificate (Exam 10)

3I0-012 ACI Dealing Certificate (Exam 10)

created by Fisher BRink (@fisher) at Feb. 8, 2016
  • You are quoted spot USD/NOK 5.7220-28 and USD/SEK 6.3850-58, at what price can you...

  • You are quoted the following market rates:Spot EUR/USD 1.31503M (92-day) EUR 0.20%...

  • You are quoted the following market rates:Spot AUD/CAD 1.060012M (360-day) AUD 3.4...

  • You are quoted the following rates:Spot GBP/CHF 1.4535-453M GBP/CHF swap 22/19At w...

  • An interest rate swap (IRS) is:

  • An important reason for trading a futures contract rather than an FRA is:

  • Selling a FRA has the same interest rate exposure as:

  • What is the purpose of an initial margin on a futures exchange?

  • What is the Overnight Index for USD?

  • Which of the following statements is correct?

  • A forward-forward lender has an exposure to the risk of:

  • What is the Overnight Index for GBP?

  • An option premium is normally a positive function of:

  • The gamma of an option is:

  • How would you delta hedge an `at-the-money' long call option?

  • An option contract that gives the buyer the right to exercise the option at severa...

  • When considering interest rate risk in the banking book, retail demand deposits wi...

  • If the duration gap is zero, how will a small parallel shift in interest rates aff...

  • Which of the following statements is correct regarding duration?

  • Using reprising gap analysis, a bank's balance sheet is considered liability-sensi...

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    Quiz Info
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    Feb. 8, 2016, 3:34 a.m.
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    20 questions
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    25 views
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    ACI

  • 3I0-012 ACI Dealing Certificate (Exam 10) QR code

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