What if the VaR is too small and the loss can be ignored?
Market Risk Interview Questions
553 market risk 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)
What would you invest in?
How can I hedge delta and gamma risk ( stock market ) ?
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).
Can you give the definition of probability space? What is the definition of probability?
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