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質問 # 169
Which one of the four following non-statistical risk measures are typically not used to quantify market risk?
正解：C
解説：
Non-statistical risk measures typically used to quantify market risk include:
* Option Sensitivities:
* Measures such as delta, gamma, vega, and theta which indicate how option prices are affected by various factors.
* Convexity:
* This measures the sensitivity of the duration of a bond to changes in interest rates, an important factor in bond risk management.
* Basis Point Values (BPV):
* This measures the change in the value of a financial instrument or portfolio for a one basis point change in yield, used to assess interest rate risk.
* Net Closed Positions:
* This is not typically used to quantify market risk. It simply represents the net value of positions that have been offset or closed out and does not provide a measure of risk exposure.
Thus, net closed positions are not typically used to quantify market risk.
ReferencesSource: How Finance Works
質問 # 170
Which one of the following four parameters is NOT a required input in the Black-Scholes model to price a foreign exchange option?
正解：B
解説：
The Black-Scholes model does not require discrete future stock prices as an input. Instead, it uses the current price of the underlying asset, the option's strike price, time to maturity, risk-free interest rate, and the volatility of the underlying asset. The model assumes that the price of the underlying asset follows a continuous stochastic process and not discrete intervals.
References:This non-requirement of discrete future stock prices in the Black-Scholes model is confirmed in the "How Finance Works" document, which details the necessary inputs for the model.
質問 # 171
The potential failure of a manufacturer to honor a warranty might be called ____, whereas the potential failure of a borrower to fulfill its payment requirements, which include both the repayment of the amount borrowed, the principal and the contractual interest payments, would be called ___.
正解：A
解説：
The potential failure of a manufacturer to honor a warranty is a type of performance risk because it relates to the manufacturer's performance under the terms of the warranty contract. Conversely, the potential failure of a borrower to fulfill its payment requirements, including both the repayment of the amount borrowed (principal) and the contractual interest payments, is known as credit risk. Credit risk specifically deals with the likelihood of a borrower defaulting on their debt obligations.
質問 # 172
US based Alpha Bank holds European corporate bonds and US inflation-indexed Treasury notes in its
investment portfolio. This investment portfolio is not exposed to changes in which of the following?
正解：C
質問 # 173
A risk manager has a long forward position of USD 1 million but the option portfolio decreases JPY 0.50 for every JPY 1 increase in his forward position. At first approximation, what is the overall result of the options positions?
正解：D
解説：
The risk manager has a long forward position of USD 1 million. The options portfolio decreases by JPY 0.50 for every JPY 1 increase in the forward position. This indicates that the options provide a hedge that is half the size of the forward position because a JPY 1 increase in the forward position is offset by only JPY 0.50 from the options. Thus, the options positions hedge the forward position by 50%.
質問 # 174
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