Financial Institutions Management Final Exam Hints

posted 30 Dec 2013, 05:09 by Diep Ho

Dear All

This is the first year that the Financial Institutions Management course was run; and hence there is no sample mock exam(s) available.

And I understand that many of you might be worried about the format of the exam; and the large amount of materials that was covered during the course.

In additions to the revision hints that given at the week 12 class—below are further hints for you to focus.

The exam will be a 90 minutes exam, consisting of 30 multiple choice questions and 5 short-answer questions.

The multiples choice questions will cover all lecture materials (i.e., chapters: 1-6, 8-20 and 23-27 from the book).

The short-answer question will be of similar format to the end-of-chapter questions from the book—it will test you on: definitions, your understanding of theory, short case-study numerical applications, etc.  I advise that you should practice the end-of-chapter exercises.  You should cover at the very least: duration, gap, VaR, DEAR, Basel II standardized capital adequacy calculation, linear credit scoring models, immunization, hedging, etc.

Subjects that will not be include in the exam: duration convexity, credit option valuation/scoring model, creditrisk+ and loans pre-payment models.

See below for the reference tables that will be given in the exam (you do not need to have these tables on your 1 A4 cheat-sheet).

Have a Happy New Year and good luck in your exam.


normal lookup table