Exam Details
Subject | financial risk management (f) | |
Paper | ||
Exam / Course | mba | |
Department | ||
Organization | TKR Institute Of Management & Science | |
Position | ||
Exam Date | June, 2018 | |
City, State | telangana, hyderabad |
Question Paper
FACULTY OF MANAGEMENT
M.B.A. III Semester (CBCS) Examination, May June 2018
Subject Financial Risk Management
Paper MB-304-1
Discipline Specific Elective-II
Time 3 hours Max. Marks 80
PART A x 4 20 Marks)
(Short Answer Type)
1 Product Market Risk
2 Risk avoidance
3 International Fisher Effect
4 Currency Swap
5 Types of Options
PART B x 12 60 Marks)
(Essay Answer Type)
6 Explain the nature and scope of risk management.
OR
Explain briefly the risk reporting process.
7 What is VaR? Explain how VaR helps in investment decisions. How is VaR
different from CaR?
OR
Discuss the RBI guidelines in relation to ALM.
8 What do you mean by stock index futures? Explain how the speculators and
arbitrageurs can profitable use stock index futures.
OR
A stock index is currently selling at 860. The continuously compounding risk
free rate of return is p.a. and the dividend yield on the index is 4 per
annum. What should the futures price for a contract with 3 months to
expiration be?
9 Define Swaps. Explain the types of swaps.
OR
Explain the role of interest rate swaps in hedging the risk of rising or falling
interest rates.
10 What are options and what are the types of options?
OR
The standard deviation of the continuously compounded stock price changes
for Rekha Ltd. is estimated to be 20 per cent per year. The stock of Rekha
Ltd is currently selling at Rs.85 and the effective annual interest rate is 12.5
per cent. What is the value of a one year call option on the stock of Asha Ltd
if the exercise price is Rs.90.
M.B.A. III Semester (CBCS) Examination, May June 2018
Subject Financial Risk Management
Paper MB-304-1
Discipline Specific Elective-II
Time 3 hours Max. Marks 80
PART A x 4 20 Marks)
(Short Answer Type)
1 Product Market Risk
2 Risk avoidance
3 International Fisher Effect
4 Currency Swap
5 Types of Options
PART B x 12 60 Marks)
(Essay Answer Type)
6 Explain the nature and scope of risk management.
OR
Explain briefly the risk reporting process.
7 What is VaR? Explain how VaR helps in investment decisions. How is VaR
different from CaR?
OR
Discuss the RBI guidelines in relation to ALM.
8 What do you mean by stock index futures? Explain how the speculators and
arbitrageurs can profitable use stock index futures.
OR
A stock index is currently selling at 860. The continuously compounding risk
free rate of return is p.a. and the dividend yield on the index is 4 per
annum. What should the futures price for a contract with 3 months to
expiration be?
9 Define Swaps. Explain the types of swaps.
OR
Explain the role of interest rate swaps in hedging the risk of rising or falling
interest rates.
10 What are options and what are the types of options?
OR
The standard deviation of the continuously compounded stock price changes
for Rekha Ltd. is estimated to be 20 per cent per year. The stock of Rekha
Ltd is currently selling at Rs.85 and the effective annual interest rate is 12.5
per cent. What is the value of a one year call option on the stock of Asha Ltd
if the exercise price is Rs.90.
Other Question Papers
Subjects
- accounting for management
- banking and insurance
- business analytics
- business communication
- business intelligence
- business law and environment
- business process reengineering
- business research methods
- compensation management (hr)
- compensation management (major)
- consumer behaviour (major)
- customer relationship management
- database management systems
- decision support systems
- e-business
- economic environment & policy
- entrepreneurial development
- financial accounting and analysis
- financial management
- financial risk management (f)
- financial risk management (major)
- financial services and systems (minor)
- fundamentals of technology management
- human resource management
- i.t. applications for management
- information technology applications for business
- innovation management
- international business
- international finance (f)
- investment management (major)
- labour laws and employee relations
- leadership and change management
- management and organizational behaviour
- managerial communication
- managerial economics
- marketing engineering
- marketing management
- operations management
- operations research
- organization development (hr)
- organizational development (minor)
- performance management (major)
- product & brand management (m)
- product and brand management (major)
- promotion & distribution management (m)
- promotion and distribution management (minor)
- research for marketing decisions
- retail management
- services and global marketing (minor)
- software project management
- startup management
- statistics for management
- strategic management
- strategic management accounting (minor)
- supply chain management
- talent and knowledge management (minor)
- total quality management