National Institute of

Bank Management

Dashboard  My courses  RSK MGMT  MODULE I : BASIC UNDERSTANDING OF BANKING RISK  Chapter 2 : Quiz

Started on Tuesday, 24 January 2023, 9:51 PM

State Finished
Completed on Tuesday, 24 January 2023, 9:59 PM
Time taken 7 mins 51 secs

Question 1 Incorrect Mark 0.00 out of 1.00

Which one of the following values represents the range in a distribution of data

Select one:
a. Max - Mean
b. Mean - Min
c. Max - Mean/2
d. Max - Min

Question 2 Correct Mark 1.00 out of 1.00

The probability of occurrence of any of two mutually exclusive events having individual
probability of Pa and Pb is

Select one:
a. Pa - Pb
b. Pa
c. Pa + Pb
d. Pb

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Question 3 Correct Mark 1.00 out of 1.00

If two events A and B are independent, their correlation coefficient (r) will be:

Select one:
a. Negative
b. Positive
c. Infinity
d. Zero

Question 4 Correct Mark 1.00 out of 1.00

Which one of the following is the value ofintercept in the regression equation: y = 2.13 + 0.43
x1 + 1.15 x2 - 7.06 x3

Select one:
a. 0.43
b. 2.13
c. -7.06
d. 1.15

Question 5 Incorrect Mark 0.00 out of 1.00

Which one of the following statistical techniques is used to study causal relationships between
variables

Select one:
a. Anova
b. Correlation
c. T test
d. Regression

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Question 6 Correct Mark 1.00 out of 1.00

If a portfolio of stocks has a one-day 5% VaR of Rs 10 million, a loss of Rs 10 million or more on

this portfolio is expected on

Select one:
a. 1 day out of 20 days
b. 1 day out of 100 days
c. 1 day out of 10 days
d. 1 day out of 50 days

Question 7 Correct Mark 1.00 out of 1.00

The probability of an event occurring given that another event has already occurred is called as

Select one:
a. Connected probability
b. Conditional probability
c. Complementary probability
d. Joint probability

Question 8 Correct Mark 1.00 out of 1.00

In a normal distribution the notation mu stands for

Select one:
a. Mean
b. Variance
c. Kurtosis
d. Standard deviation

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Question 9 Correct Mark 1.00 out of 1.00

Which of the following property is associated with normal distribution

Select one:
a. Positive Skeweness
b. Negative Skewness
c. Infinite Skewness
d. Zero Skewness

Question 10 Correct Mark 1.00 out of 1.00

The probability of default of any two unrelated accounts A and B, having individual probability
of default as 2% and 5% respectively, is

Select one:
a. 7%
b. 3%
c. 2%
d. 5%