3I0-012 ACI Dealing Certificate (Exam 7)

3I0-012 ACI Dealing Certificate (Exam 7)

created by Fisher BRink (@fisher) at Feb. 8, 2016
  • A bank borrowing USD for 12 months and lending them for 6 months creates:

  • A futures clearing house is:

  • An Overnight Indexed Swap (OIS) is:

  • It is June. You are over-borrowed from October to January on your deposit book. Ho...

  • Today, you sold 10 December EURODOLLAR futures contracts at 99.50. The closing pri...

  • What is a short straddle option strategy?

  • What is the probability of an `at-the-money' option being exercised?

  • What is a short strangle option strategy?

  • A euro zone-based bank that is asset-sensitive to market interest rate changes mig...

  • Which of the following statements about leverage ratios under Basel III is correct?

  • Complete the following sentence. If a bank has an asset repricing in 6 months fund...

  • The Liquidity Coverage Ratio (LCR) in Basel III:

  • What is interest rate immunization in the context of bank gap management?

  • The weighted average duration of liabilities can be increased by:

  • Prudential regulation of banking book liquidity risk is dealt with by the Basel Co...

  • VaR increases with:

  • Under Basel Rules, the Basic Indicator Approach is a regulatory framework for:

  • Under Basel rules, expected credit loss is a function of which of the following se...

  • Under Basel rules the risk weight for claims on unrated sovereigns and their cennl...

  • Under Basel rules the meaning of CCF is:

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

  • 3I0-012 ACI Dealing Certificate (Exam 7) QR code