What is the Overnight Index for USD?
Posted: Wed Mar 16, 2022 12:08 pm
What is the Overnight Index for USD?
A. H-15 Index
B. Prime Rate
C. Overnight Fed funds
D. Fed funds effective rate
Answer : D
What is the purpose of an initial margin on a futures exchange?
A. To cover losses incurred between variation margin payments
B. To exclude retail investors
C. To pay reserve requirements
D. To cover fees due to the clearing house
Answer : A
What is the probability of an ‘at-the-money’ option being exercised?
A. Less than 50% probability
B. 50% probability
C. More than 50% probability
D. Zero probability
Answer : B
In which type of repo is “double dipping” a risk?
A. Delivery repo
B. HIC repo
C. To-party repo
D. “Double dipping” is never a risk in any type of repo
Answer : B
Prudential regulation of banking book liquidity risk is dealt with by the Basel Committee
(Basel II / Basel III) in the context of:
A. capital adequacy regulations in Pillar 1
B. market risk and Tier 3 capital elements
C. internal management procedures subject to supervisory review in Pillar 2
D. market discipline, disclosure and transparency in Pillar 3
Answer : B
A. H-15 Index
B. Prime Rate
C. Overnight Fed funds
D. Fed funds effective rate
Answer : D
What is the purpose of an initial margin on a futures exchange?
A. To cover losses incurred between variation margin payments
B. To exclude retail investors
C. To pay reserve requirements
D. To cover fees due to the clearing house
Answer : A
What is the probability of an ‘at-the-money’ option being exercised?
A. Less than 50% probability
B. 50% probability
C. More than 50% probability
D. Zero probability
Answer : B
In which type of repo is “double dipping” a risk?
A. Delivery repo
B. HIC repo
C. To-party repo
D. “Double dipping” is never a risk in any type of repo
Answer : B
Prudential regulation of banking book liquidity risk is dealt with by the Basel Committee
(Basel II / Basel III) in the context of:
A. capital adequacy regulations in Pillar 1
B. market risk and Tier 3 capital elements
C. internal management procedures subject to supervisory review in Pillar 2
D. market discipline, disclosure and transparency in Pillar 3
Answer : B