3I0-012 ACI Dealing Certificate (Exam 3)

3I0-012 ACI Dealing Certificate (Exam 3)

created by Fisher BRink (@fisher) at Feb. 8, 2016
  • If a dealer has a 6-month USD asset and a 3-month USD liability, how could he hedg...

  • What is the Overnight Index for EUR?

  • You bought a CAD 8,000,000.00 6x9 FRA at 1.95%. The settlement rate is 3-month (90...

  • Which of the following is true?

  • Basis risk on a futures contract is:

  • Lending for 3 months and borrowing for 6 months creates a 3x6 forward-forward depo...

  • A corporate wishing to hedge the interest rate risk on its floating-rate borrowing...

  • The market is quoting:6-month (182-day) CAD 1.25%12-month (366-day) CAD 1.55%What ...

  • The seller of a put option has:

  • The exercise price in an option contract is:

  • An `at-the-money' option has:

  • The vega of an option is:

  • A put option is `out-of-the-money' if:

  • Which of the following transactions would have the effect of lengthening the avera...

  • What is a `duration gap'?

  • Which statement about modern matched-maturity transfer pricing in banks is correct?

  • Supervisors would generally consider interest rate risk exposure in the banking bo...

  • Which one of the following statements is incorrect? Hedge accounting of an existin...

  • Which of the following is a function of asset and liability management (ALM)?

Dec. 2, 2016
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    Quiz Info
  • date_range
    Feb. 8, 2016, 3:34 a.m.
    20 questions
    3 completed
    1 takers

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