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Friends, Updating here the recollected questions from June 2019 Exams. Wish you all the very best for your exam.
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1. Case study Macaulay and modified duration 5 marks
2. Case study on time buckets 5 marks
3. Case study on DA DL RSA RSL 5 marks
4. Case study on LC 5 marks (Applicant, confirming bank, Expiry date bill lading, whether partial shipment or not)
5. Case study on forex 5 marks
6. Case study on NRI NRO FCNR 5 Marks
7. Case study on forex exchange-purchase/cancellation/rebook of order.
8. Case study on bucket model of volatile and core type funds-interest sensitive asset-non interest sensitive asset
9. Numerical from examples of chapter 1 of Forex
10. Numerical from interest rate Sensitive assets & liabilities
11. Bond calculation 5 mark
12. ALM bucket allocation 5 marks
13. LCR HQLA (LCR - Liquidity coverage Ratio, HQLA - High Quality Liquid Asset ) Case Study 5 Marks
14. Treasury office functioning case study (Back office mid office function)
15. Structured derivatives 5 Mark
16. Problems on TT buying, Selling
17. Ripple effect comes in which risk
18. Country risk is the part of which risk
19. MSF ( Marginal standing Facility)
20. Forward contracts
21. FCNR
22. SNRR account
23. Numerical on Mc Duration
24. Calculate W, Modified Duration of Equity, Liverage Ratio
25. Diamond Dollar Account
26. VaR
27. Stress Testing
28. Case study on pre-shipment and post-shipment
29. Numerical on spot price and forward price
30. Net Intrest Margin
31. Numerical Rate sensitive asset and rate sensitive liablity
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