3I0-012 ACI Dealing Certificate (Exam 23)

3I0-012 ACI Dealing Certificate (Exam 23)

created by Fisher BRink (@fisher) at Feb. 8, 2016
  • From the following CAD rates:1M (31-day) CAD deposit 0.95%1x2 CAD (30-day) FRA 1.2...

  • Using the following rates:3M (90-day) EUR deposit 0.25%6M (180-day) EUR deposit 0....

  • The two-week repo rate for the 5.25% Bund 2011 is quoted to you at 3.33-38%. You a...

  • What is an outright forward FX transaction?

  • If a 12-month AUD/NZD swap is quoted 53/47, which of the following statements woul...

  • You wish to sell a customer GBP/USD for value tomorrow. How can you hedge yourself?

  • You are quoted the following rates:Spot USD/JPY97.10-153M USD/JPY swap 9/6Spot USD...

  • If a dealer needs to hedge an over-lent 3x6 position against 1MM dates for which t...

  • The delta of an `at-the-money' long call option is:

  • A long collar is:

  • What is the purpose of the Liquidity Coverage Ratio?

  • Which of the following is a measure of a bank's gross exposure to foreign exchange...

  • When constructing a gap report, how would a EUR 25,000,000.00 long position in 6x1...

  • What would happen to a bank's net interest income if it ran a zero gap in an envir...

  • What is a hedge?

  • When is your settlement risk greatest on a spot FX deal?

  • Which of the following is a characteristic of all liquid assets under Basel III?

  • Today, you sell GBP 5,000,000.00 to a customer against JPY for spot value. Tomorro...

  • Which one of the following best describes expected shortfall/conditional value-at-...

  • For a bank to count funds as regulatory capital:

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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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    ACI

  • 3I0-012 ACI Dealing Certificate (Exam 23) QR code

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