Financial Risk Interview Questions

496 financial risk interview questions shared by candidates

Wer war an der Finanzkrise schuld? Was sind ABS, RMBS, CDS, LCR, NSFR, CVA, RWA und und und.... Basel, EMIR, Derivate usw. Wann bin ich schonmal gescheitert? Wie beschreiben meine Freunde mich? Wie läuft Teamwork mit mir ab? Was will ich an mir verändern? Wie entspanne ich?
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Financial Risk Management

Interviewed at KPMG

3.6
Sep 29, 2016

Wer war an der Finanzkrise schuld? Was sind ABS, RMBS, CDS, LCR, NSFR, CVA, RWA und und und.... Basel, EMIR, Derivate usw. Wann bin ich schonmal gescheitert? Wie beschreiben meine Freunde mich? Wie läuft Teamwork mit mir ab? Was will ich an mir verändern? Wie entspanne ich?

- VaR, Stress Testing, Expected Shortfall, - Value-at-Risk (VaR) Analysis from Historical Simulation based on Equal Weights/ Weights following an exponential trend to the age of data/ Exponentially Weighted Moving Average (EWMA)/ EWMA with variance of losses adjusted with the Standard Deviation Ratio/ Extreme value theory
Sep 4, 2016

- VaR, Stress Testing, Expected Shortfall, - Value-at-Risk (VaR) Analysis from Historical Simulation based on Equal Weights/ Weights following an exponential trend to the age of data/ Exponentially Weighted Moving Average (EWMA)/ EWMA with variance of losses adjusted with the Standard Deviation Ratio/ Extreme value theory

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