What if the VaR is too small and the loss can be ignored?
Market Risk Associate Interview Questions
553 market risk associate interview questions shared by candidates
tell me some recent news for our company
Q: What is Value at Risk? Q: What is the disadvantage of Value at Risk? Q: How can you calculate the present value of a bond?
Me preguntaron preguntas basicas de instrumentos financieros
Discuss pricing and risk factors of traded products (equity, fixed income, derivatives)
How can I hedge delta and gamma risk ( stock market ) ?
What would you invest in?
What are your strengths?
Test your skill in interest rate gap, net profit, swap premium, interest rate, loan, deposit,.... How do you describe the responsibilities (they want to know how you understand your own career path).
3 dies, probability of 3 numbers in increasing order. x, y, z random variables, same correlations, the range of correlation? 8 times 8 squares, total number of squares?
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