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, 11:13 PM

State Finished
Completed on Tuesday, 24 January 2023, 11:16 PM
Time taken 2 mins 35 secs

Question 1 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. 1.15
b. 0.43
c. 2.13
d. -7.06

Question 2 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 10 days
b. 1 day out of 20 days
c. 1 day out of 50 days
d. 1 day out of 100 days


Question 3 Correct Mark 1.00 out of 1.00

In a Poission distribution

Select one:
a. Mean is equal to variance
b. Mean is less than variance
c. Mean is greater than variance
d. Mean is not related to variance

Question 4 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. 5%
b. 7%
c. 3%
d. 2%

Question 5 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. Infinity
b. Negative
c. Positive
d. Zero


Question 6 Correct Mark 1.00 out of 1.00

Which of the following property is associated with normal distribution

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

Question 7 Correct Mark 1.00 out of 1.00

If the occurrence of one event is not influenced by the occurrence of another event than the
events are said to be

Select one:
a. Independent
b. Mututally Non Exclusive
c. Mutually exclusive
d. Conditional Event

Question 8 Correct Mark 1.00 out of 1.00

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

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


Question 9 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 - Pb
c. Pa
d. Pb

Question 10 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. Complementary probability
b. Conditional probability
c. Connected probability
d. Joint probability