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1. Which bank had Q3 2011 revenue adjustments due to CVA which measured in the billions of dollars?
A) JP Morgan Chase
B) Citigroup
C) All of the above
D) Bank of America
2. Which of the following is not a dimension of a Mark-to-Future cube?
A) Exposures
B) Instruments
C) Time steps
D) Scenarios
3. Which solution utilizes a mainly "top- down" approach as opposed to a "bottom-up" approach?
A) Algo Strategic Business Planning
B) Algo Collateral Management
C) Algo Actuarial and Financial Modeler
D) Algo Liquidity Management
Solutions:
| Question # 1 Answer: B | Question # 2 Answer: A | Question # 3 Answer: A |
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