Exam%201%20Guidlines - Financial Institutions Management...

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Financial Institutions Management Guidelines for Exam 1 Exam 1 (25% of total grade) Exam date: 27 September 2011, Tuesday Exam start: 8:30am sharp Exam end: 9:45am Venue: will be posted on L drive on Friday, 23 September 2011 1. Please note the Exam will have the following structure Time allocated for EXAM 1 hour 15 minutes Part A: Multiple choice questions (10 questions, 10 marks, suggested time 10 minutes) Part B: Calculations (3 questions, 45 marks, suggested time 60 minutes) Part C: Open ended questions (2 questions, 10 marks, suggested time 5 minutes) Total: 65 marks 2. Assessment criteria for Exam 1: Part A and Part C: - Understanding of financial risks faced by Financial institutions (only for Part A ) - Understanding of relationships between interest rate risk and maturity, timing of payments etc. - Understanding key concepts of Re-pricing and Duration models - Understanding of key concepts for Future and Forward contracts and SWAPs - Understanding convexity concept, economic meaning of duration (only for Part C)
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Exam%201%20Guidlines - Financial Institutions Management...

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