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题目 The modified duration is 10.46 of a bond with a current price of $716.38. Once the yield rise 1 basis point, what is the bond’s price change? 选项 A.$-0.40 B.$-0.75 C.$-1.25 D.Need more [...]

题目 Which one of the following cases or events can be considered as resulting from operational risk? 选项 A.A bank reports losses on a diversified portfolio of stocks during the stock market [...]

题目 Calculate the Macaulay Duration of a two-year bond paying an annual coupon of 6% with yield to maturity of 8%. Assume par value of the bond to be $1,000. 选项 A.2.00 years B.1.94 years [...]

题目 An 8-year 5% coupon bond with at par value of 100 is currently trading at a price of 94.65. The price of this bond rises to 96.35 when interest rates fall by 30 basis points and falls to 92.75 [...]

题目 The modified duration is 10.46 years of a bond with a current price of $716.38. What is the bond's DV01? 选项 A.$0.40 B.$0.75 C.$1.25 D.Need more information (yield, maturity) 答案 B [...]

题目 A 30-year 4.0% semi-annual coupon bond has a price of $100.00 at a yield of 4.00%. At this 4.00% yield the bond has a modified duration of 17.380 years. If the yield drops by one basis point, [...]

题目 Which of the following measurement approaches for assessing operational risk would be most appropriate for small banks? 选项 A.Loss frequency approach B.Basic indicator approach [...]

题目 Assume the coupon curve of prices for Ginnie Maes in June 2001 is as follows: 6 percent at 92; 7 percent at 94, and 8 percent at 96.5. What is the effective duration of this MBS? 选项 A.2.45 [...]

题目 When the maturity of a plain coupon bond increases, its duration increases: 选项 A.indefinitely and regularly B.up to a certain level C.indefinitely and progressively D.in a way dependent on [...]

题目 Which of the following statements about governance structure is/are not accurate? Ⅰ.Senior management has ultimate oversight responsibility and accountability for an entire institution. Ⅱ. [...]