Exam%202%20Guidlines - Financial Institutions Management...

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Financial Institutions Management Guidelines for Exam 2 Exam 1 (25% of total grade) Exam date: 9 April 2011 Exam start: 10:00am sharp Exam end: 11:15am Venue: Valikhanov at #207 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, 15 points, suggested time 10 min) Part B: Calculations (3 questions, 40 points, suggested time 50 min) Part C: Open ended questions (2 questions, 15 points, suggested time 15 min) Total: 70 points 2. Assessment criteria for Exam 2: Part A: - Understanding of Market risk - Understanding of Credit risk Part B: - 1 Question 20 marks, 2 Questions 10 marks each - Ability to use Riskmetrics model - Ability to use credit models to calculate credit risk of individual loan - Ability to use Portfolio Theory and KMV model to calculate credit risk of a portfolio
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Part C: - One idea = 1-2 points - Understanding of major concepts related to Market risk and Credit risk
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- 3. Review the following chapters of the core book/lecture notes:
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This note was uploaded on 03/11/2012 for the course FIN FIN 3230 taught by Professor Petrivanov during the Spring '12 term at Kazakhstan Institute of Management, Economics and Strategic Research.

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Exam%202%20Guidlines - Financial Institutions Management...

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