{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
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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
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3.Examples of capital account transactions are:
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4.RBI allowed interest rate futures deriving value from the following on the recognised stock exchanges:
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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 :
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6.Over bought or oversold is known as open position which involves exchange risk and attracts risk weight of ________________
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7.Which of the following is not a money market instrument at present?
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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?
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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
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24.Which of the following statement is correct?
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25.Which of the following statement is incorrect about the exposure norms?
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26.Commercial paper, which of the following Is not true?
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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?
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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 …………
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33.Banks need not maintain CRR on ......
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34.For booking a forward sale contract, the bank should verify ......
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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:
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38.Which of the following approach is used to calculate the VaR:
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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
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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:
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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:
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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:
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43.The total rate sensitive assets for the bank is Rs. ......
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44.Total rate sensitive liabilities for the bank is Rs.
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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 ..
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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:
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50. Calculate CRR at the rate of 3.5% of NDTL as on 31.3.2021:
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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: