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Recollected - Feb 2017
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Daily votality is 5% 2.5 Find modified duration - Ans is 2.38
STRIPS (Separate Trading of Registered Interest and Principal Securities) is a ...... zero-coupon securities
Which is not a derivative product ? - Repo (Swap, Option, Forward, Repo)
ECB limit - USD 500 mn up to minimum period of 5 years and USD 20 mn up to minimum period of 3 years without prior approval of RBI
ECB is denominated in which currencies.....USD, Euro or JPY
Consessive rate of interest on postshipment rupee export credit to gold card status holder can be extended maximum - 365 days
One importer want import one machine from China.He has to open lc. The exporter wants advance payment. What type lc - red clause
Value at risk is a measure of? Gap risks in foreign exchange operations
Which office not under treasury ? Options given r Mid office, back office, front office, legal office*,
Under standard assets, provision for loss, RSV should be?? Ans - less than 10%
If interest of principle is not serviced for 90 days, what is the position of account? ans- outof order
Basel 3 teir 1 components. (Plz remember that Revaluation reserve is also now under Teir 1)
If treasury assets r withdrawn before maturity, what type of risk is it? ,
A 91 Day T bill of 93.21 wl have yield of?
If 91 days treasury is 88., then its implied yield is?
ICAAP is related to?
ADR related question
Double forward is called what ?
Related to Nro account
Nro account can be opened as sb,CA,FD type
Derivatives also lot of questions
Advising bank roles ... Like what he can do what can't
INCOTERM
IRS
Swap
Risk weightage
Lot of RWAs questions
Which is not included in calculation of NDTL/DTL for CRR/SLR
Component of tier 1
Rwa as per Basel III for housing loan based on LTV
Many questions sellect correct or incorrect about NRO NRE FCNR ECB EEFC CCIL
Estimated occurence of probability
Questions on currency derivatives, forwards, swaps
Forex market characteristics
One question related to embedded option risk
As per basic indicator approach calculation of capital charge 15% of average gross income over there years given but one of the year is having negative one that we have to ignore.
8.83GS2023price100.49 with yield 8.75 .....just it is given and based on this statement he asked for 5marks
Crystallization period for export
One question on American and europian option
Capital charge on operational risk based on standardized approach and basic indicator approach
Questions on ADR AND GDR
Questions on option and forward contact, future
Loan To Value Ratio
Risk Weight %
Swap Defination , ADR and INCOTERMS
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