CAIIB BFM MODULE C: TREASURY - Practice Mock Test 01
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GVSBANKCADEMY (www.gvsbankcademy.com)
{Note: THIS MOCK TEST IS FOR YOUR PRACTICE PURPOSE. DONT SIMPLY SUBMIT WITHOUT ATTEMPTING MOCK TEST JUST FOR ANSWERS. LEARN CONCEPT & PRACTICE}
1. Which is not included in calculation of NDTL/DTL for CRR
1 point
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2. A bank in Mumbai quotes a FRA on 10th March 6*9 FRA at MIBOR 6.25 % What is the settlement date, maturity date of the FRA
1 point
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3. Examples of capital account transactions are:
1 point
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4. RBI allowed interest rate futures deriving value from the following on the recognised stock exchanges:
1 point
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5. RBI has permitted banks to borrow through their overseas correspondents in foreign currency subject to a ceiling of -----% of their unimpaired Tier 1 capital or USD ------------ million which ever amount is higher :
1 point
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6. Over bought or oversold is known as open position which involves exchange risk and attracts risk weight of ________________
1 point
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7. Which of the following is not a money market instrument at present?
1 point
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8. Integration of treasury   in banking set up refers to:
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9. What are the two reserve requirements that treasury has to comply with:
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10. Which of the following statement is incorrect?
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11. Regarding MSF (Marginal standing Facility), which one is correct:
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12. Which out of the following is/are correct regarding COMMERCIAL PAPER?
1 point
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13. Treasury bills are:
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14. Double forward is called:
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15. If the daily volatility of the stock is 0.06 %, what is it 10-day volatility  
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16. Main risk in trading book:
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17. The second leg of the repo transaction should be settled at  
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18. From the given information, which of the following statement is incorrect?
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19. The overall responsibility of management of liquidity risk lies with:
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20. Market risk components are:
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21. Issue price of 91-day treasury bill (face value Rs. 100) issued at Rs. 98.20, the yield on the same would be:
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22. At the money means:
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23. There is mismatch in maturity profile of 1 to 2 years, due to which there could be possibility of default in returning the deposits in time,  it is called
1 point
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24. Which of the following statement is correct?
1 point
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25. Which of the following statement is incorrect about the exposure norms?
1 point
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26. Commercial paper, which of the following Is not true?
1 point
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27.  ALM- functions are
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28. Duration of Zero-coupon bond is –
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29. Which of the following statement is incorrect?
1 point
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30. Corporate debt instrument characteristics are:
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31. which of the flowing statements is incorrect?
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32. Currency futures are forward contracts …………
1 point
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33. Banks need not maintain CRR on ......
1 point
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34. For booking a forward sale contract, the bank should verify ......
1 point
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35. Which of the following statement is in incorrect?
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36. What is ISDA master agreement?
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37. when duration is divided with interest rate/YTM, it is called:
1 point
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38. Which of the following approach is used to calculate the VaR:
1 point
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39. While interest rate swaps (IRS) cover a series of periodical interest payments, Forward rat agreement (FRA) is for a single payment in future
1 point
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40. A bank issues a 10-year bond and wants that in case of need, the bond may be liquidated at the end of 5 years and at the option of the bank/issuer. The bond will be issued:
1 point
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CASE STUDY: QUESTIONS 41 TO 45
41. If the interest rate falls by 100 bps, in the 2nd time bucket (31 days to 2 months), the likely Impact on the NII – net interest income for the bank shall be:
1 point
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42. If the interest rate rises by 100 bps, in the 5th time bucket (1-3 years), the likely Impact on the NII for the bank shall be:
1 point
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43. The total rate sensitive assets for the bank is Rs. ......
1 point
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44. Total rate sensitive liabilities for the bank is Rs.
1 point
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45. If the interest rate falls by 50 bps, in the 6th time bucket (3-5 years), the likely Impact on the NII – net interest income for the bank shall be ..    
1 point
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CASE STUDY: QUESTIONS 46 TO 48
46. Present value of the bond:
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47. Macaulay duration:
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48. Modified duration:
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CASE STUDY: QUESTIONS 49 to 51: NDTL, CRR, SLR Calculation
49. Calculate NDTL of the bank as on 31.3.2021:
1 point
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50.  Calculate CRR at the rate of 3.5% of NDTL as on 31.3.2021:
1 point
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51. Calculate the amount of SLR @18% eligible securities amount to be maintained by the bank as on 31.3.2021:
1 point
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