Risk.net 2018 Survey Answers
Risk.net 2018 Survey Answers
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Top 10 articles 2018
1. What was the number one operational risk for 2018?
IT disruption
Regulatory risk
Data compromise
From article: https://www.risk.net/risk-management/5424761/top-10-operational-risks-for-2018
2. Which was the first non-bank to be subject to initial margin rules?
Bridgewater Associates
Citadel
Brevan Howard
From article: https://www.risk.net/derivatives/5867231/brevan-howard-is-first-non-bank-caught-by-margin-rules-sources-say
3. How many points did the S&P 500 fall by in the space of 15 minutes on February 5 before it immediately bounced back?
47
55
30
From article: https://www.risk.net/derivatives/5416126/volatility-trap-how-gamma-roused-a-market-monster
4. How much did Credit Suisse lose on its XIV inverse Vix product when volatility spiked in February?
$100,000
$10 million
$0
From article: https://www.risk.net/derivatives/5405726/xiv-hedging-rule-helped-protect-credit-suisse
5. The sales and trading platform, Symphony, was developed to compete most closely with which software company?
Thomson Reuters Eikon
Factset
Bloomberg
From article: https://www.risk.net/technology/5746616/symphony-bots-march-on-bloomberg
6. Which of these is not a common technique for machine learning?
Cluster analysis
Random forests
Reinforcement trees
From article: https://www.risk.net/derivatives/5451231/quants-warn-over-flaws-in-machine-learning-predictions
7. Which multilateral financial institution was the first borrower to hedge a bond issuance with an interest rate swap linked to the Secured Overnight Financing Rate (SOFR)?
European Investment Bank
World Bank
European Bank for Reconstruction and Development
From article: https://www.risk.net/derivatives/5867446/world-bank-completes-first-sofr-swap-hedge
8. The profit & loss (P&L) attribution test requires two different measures of P&L to be compared – which is the odd one out?
Hypothetical
Asset capital
Risk-Theoretical
From article: https://www.risk.net/risk-management/market-risk/2466633/the-pl-attribution-mess
9. In June this year trueEX filed a lawsuit against 11 of the largest bank market-makers accusing them of what?
Conspiring to block customers from trading on the platform
Not installing the platform at all
Speaking badly of the platform so customers are put off from using it
From article: https://www.risk.net/derivatives/5697396/trueex-files-suit-against-11-banks-over-swaps-conspiracy
10. According to the regulatory requirements set out by the Federal Reserve for banks with over $50 billion in consolidated assets, how many members of a bank’s risk committee must have experience at a large, complex financial firm?
0
1
2
From article: https://www.risk.net/risk-management/5725601/bank-risk-committees-desperately-seeking-risk-managers