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Friends, Updating here the recollected questions from Dec 2017 Exams. Wish you all the very best for your exam.
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Cases/Numericals 5Q:
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Sums on LC
Sums on exports
Sums on NPA provision
Sums on net interest income & margin
Sums on mean & standard deviation
Repo related practical - Forward purchases contract only given in examination
Theory practical cash flow and balance sheet
5 marka ques on forex booking nd cancellation
5 marks on mc lay duration
5 marks on standard deviation
5 marks on AAA and A and B corporate lending
4 to 5 ques on NRI and NRE
RWA
TT buying/selling rates
Types of Risk case
Modified Duration 5q
LC case
Provisioning for Doubtful assets 5Q
Case study related to UCPDC
Case study of balance sheet (easy)
Questions from macaulay durations
BOnd yield
Treasury bill related sum.
Forward swap options
Corporate debt paper
Repo practical
Risk weight haircut mix practical
numericals from repo, standard deviation, balance sheet p & l
MODULE A forward contract cancellation n rebooking
modified and mclly duration ask for 5 marks
5 marks on standard deviation
10 marks on risks
Ccb basel 3 capital from tier1,tier2
Standard deviation to mean ratio calculation - asked which has lowest, highest
Case study on repo rate.
Case study on provision rate of standard doubtful n sub standard account
Ques related to maculay
Fv 100
Coupoun rate 6% semi annual
Maturiy 4 years
Yield 12%
Calculate maculay for half year
Maculay for 1 year
Modified duration for year
If maturity changes to 3 year then maculay
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