University Of Pune Question Paper
M.B.S. (Semester – II) Examination, 2014
Finance Specialization – VI
CNO 205 (FIN) : FINANCIAL RISK MANAGEMENT
(2013 Pattern)
Time : 2.30 Hours Max. Marks : 50
Instructions : 1) There are five questions each of 10 marks.
2) All questions are compulsory with internal choice.
1. Discuss Modeling Risk Factors using implied volatility in value-at-risk measures. 10
OR
Describe the following terms : 10
a) Measuring risk and return
b) Probability and distributions of assets.
2. Discuss how ARMA process is used in generating currency forecasts and decision making. 10
OR
Critically analyze the concept and computation of VAR using variance-covariance approach. 10
3. Discuss risk environment in Indian Forex markets. 10
OR
Describe currency risk analysis in global investing. Explain cross currency risk analysis. 10
4. What is the rationale behind the rating used by credit rating agencies ? 10
OR
Describe Indian environment in VAR applications to NSE, BSE, NCDEX and CCIL. 10
5. Explain the integration of credit risk analysis into VAR techniques. 10
OR
Explain an integrated approach to risk management considering issues such as operational,
supervisory, legal and accounting risk in an institution. 10
——————
M.B.S. (Semester – II) Examination, 2014
Finance Specialization – VI
CNO 205 (FIN) : FINANCIAL RISK MANAGEMENT
(2013 Pattern)
Time : 2.30 Hours Max. Marks : 50
Instructions : 1) There are five questions each of 10 marks.
2) All questions are compulsory with internal choice.
1. Discuss Modeling Risk Factors using implied volatility in value-at-risk measures. 10
OR
Describe the following terms : 10
a) Measuring risk and return
b) Probability and distributions of assets.
2. Discuss how ARMA process is used in generating currency forecasts and decision making. 10
OR
Critically analyze the concept and computation of VAR using variance-covariance approach. 10
3. Discuss risk environment in Indian Forex markets. 10
OR
Describe currency risk analysis in global investing. Explain cross currency risk analysis. 10
4. What is the rationale behind the rating used by credit rating agencies ? 10
OR
Describe Indian environment in VAR applications to NSE, BSE, NCDEX and CCIL. 10
5. Explain the integration of credit risk analysis into VAR techniques. 10
OR
Explain an integrated approach to risk management considering issues such as operational,
supervisory, legal and accounting risk in an institution. 10
——————
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