MATCH THE FOLLOWING

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MATCH THE FOLLOWING - BFM

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{Note: THIS MOCK TEST IS FOR YOUR PRACTICE PURPOSE. DONT SIMPLY SUBMIT WITHOUT ATTEMPTING MOCK TEST JUST FOR ANSWERS. LEARN CONCEPT & PRACTICE}

1. Recalled Match the Following Questions - Exam Date 08.04.2023

10 points

a. Liabilities Exceed Assets

b. Systemic risk

c. PD x LGD x Exposure at Default

d. Automatic Route Limit USD 750 Million

e. Risk Adjusted Performance Measures

f. FIMMDA, FEDAI, IBA

g. MIBOR, MIFOR, USD/INR Reference Rate, Treasury Bill Rates, Valuation of Government Securities/SDL, Modified Mumbai Interbank Forward Outright Rate (MMIFOR)

h. Transfer to a separate 'Blocked Account' B/S 5: Other Liabilities/Provisions

i. Profit / Risk Capital

j. Revenues Expenses Expected Losses / Economic Capital

1. External Commercial Borrowings (ECB)

2. Significant Benchmarks admistered by FBIL

3. FBIL - Financial Benckmark India Pvt. Ltd: Promoted by

4. A Negative gap Occurs when in a given time bucket

5. Ripple Effect

6. RAROC (Formula)

7. Expected Loss

8. RAPM

9. Unreconciled Credit Balances - Outstanding for more than five Years

10. RAPM Formula

a. Liabilities Exceed Assets

b. Systemic risk

c. PD x LGD x Exposure at Default

d. Automatic Route Limit USD 750 Million

e. Risk Adjusted Performance Measures

f. FIMMDA, FEDAI, IBA

g. MIBOR, MIFOR, USD/INR Reference Rate, Treasury Bill Rates, Valuation of Government Securities/SDL, Modified Mumbai Interbank Forward Outright Rate (MMIFOR)

h. Transfer to a separate 'Blocked Account' B/S 5: Other Liabilities/Provisions

i. Profit / Risk Capital

j. Revenues Expenses Expected Losses / Economic Capital

1. External Commercial Borrowings (ECB)

2. Significant Benchmarks admistered by FBIL

3. FBIL - Financial Benckmark India Pvt. Ltd: Promoted by

4. A Negative gap Occurs when in a given time bucket

5. Ripple Effect

6. RAROC (Formula)

7. Expected Loss

8. RAPM

9. Unreconciled Credit Balances - Outstanding for more than five Years

10. RAPM Formula

2. Recalled Match the Following Questions:
*

11 points

a. Potential Loss Under normal Market Conditions

b. 12%

c. Maximum Open Position limit During the day time

d. Borrowing from RBI, repayment with interest

e. Until Maturity

f. NIL, 15%, 50%

g. All Types of refinance, Subsidies, Transactions in Triparty REPO (G Sec) with CCIL

h. CRAR: 12.5%

i. REinvestment Risk

j. National Supervisor (RBI)

k. 1.25% Credit Risk Weighted Assets

1. First Leg of REPO, 2nd Leg of REPO

2. Items not included in NDTL for CRR Calculation

3. Applicable Hair Cut of Level 1, Level 2A, 2B asset

4. VaR

5. Beta factor for retail banking under standardized approach

6. Under FIRB Foundation Internal Risk Based Approach, LGD will be given by

7. What is day light position

8. All assets in the banking book are generally held

9. Tier I Capital Rs. 1,400 Cr; Tier II Capital Rs. 100 Cr; Total Risk Weighted assets Rs. 12,000 Cr; Calculate CRAR

10. Uncertainty with regard to the interest rate at which future cash flows can be reinvested is called

11. General Provisions will be admitted as part of Tier 2 Capital upto a Maximum of RWAs

a. Potential Loss Under normal Market Conditions

b. 12%

c. Maximum Open Position limit During the day time

d. Borrowing from RBI, repayment with interest

e. Until Maturity

f. NIL, 15%, 50%

g. All Types of refinance, Subsidies, Transactions in Triparty REPO (G Sec) with CCIL

h. CRAR: 12.5%

i. REinvestment Risk

j. National Supervisor (RBI)

k. 1.25% Credit Risk Weighted Assets

1. First Leg of REPO, 2nd Leg of REPO

2. Items not included in NDTL for CRR Calculation

3. Applicable Hair Cut of Level 1, Level 2A, 2B asset

4. VaR

5. Beta factor for retail banking under standardized approach

6. Under FIRB Foundation Internal Risk Based Approach, LGD will be given by

7. What is day light position

8. All assets in the banking book are generally held

9. Tier I Capital Rs. 1,400 Cr; Tier II Capital Rs. 100 Cr; Total Risk Weighted assets Rs. 12,000 Cr; Calculate CRAR

10. Uncertainty with regard to the interest rate at which future cash flows can be reinvested is called

11. General Provisions will be admitted as part of Tier 2 Capital upto a Maximum of RWAs

3. Recalled Match the Following Questions - Exam Date 16.12.2020
*

12 points

a. Bank Discretion

b. Lower Z Score - Higher Default Possibility

c. Banking Book (Profit from HTM - Capital Reserve)

d. Balance Sheet Schedule 2

e. ICAAP

f. Mid Office

g. Funding Risk, Time Risk, Call Risk

h. Tier 2 Capital (Gone Concern Capital)

i. Banks BOD can decide

j. CET 1, AT1, Revaluation Reserves, FCTR

k. 225% of NOF

l. Tier I Capital / Total Exposure (FB + NFB) with our risk weighted assets (4%, 3.5%)

1. FCTR - Foreign Currency Translation Reserves

2. Liquidity Risk included which type of Risk

3. Stop Loss, Exposure Limits monitor is part of which office

4. Crystallization done by bank on

5. Altman Z Score Model (Based 5 Ratios)

6. Part of Tier 1 Capital

7. HTM is part of

8. Principle of propositioning comes under

9. Which capital is called supplementary capital

10. Commercial Bank lending in Call Money, Notice Money Markets

11. PDs can borrow from money Market

12. Leverage Ratio Formula