Scribd Logo
Upload

Welcome to Scribd!

  • 73 views

    Module 2 Chap 2

    Uploaded by

    Sanjeev Kumar
    The document appears to be a quiz on credit risk management taken by sanjeev kumar on the National Institute of Bank Management learning portal. It consisted of 10 multiple choice questions covering topics like parameters for assessing borrower credit risk, statistical models for credit scoring, Basel capital accord risk grades, and backtesting of credit scoring models. The quiz was completed in under 5 minutes with some questions answered correctly and others answered incorrectly or left unanswered.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd

    Module 2 Chap 2

    Uploaded by

    Sanjeev Kumar
    73 views7 pages
    The document appears to be a quiz on credit risk management taken by sanjeev kumar on the National Institute of Bank Management learning portal. It consisted of 10 multiple choice questions covering topics like parameters for assessing borrower credit risk, statistical models for credit scoring, Basel capital accord risk grades, and backtesting of credit scoring models. The quiz was completed in under 5 minutes with some questions answered correctly and others answered incorrectly or left unanswered.

    Original Title

    Module 2 chap 2

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document appears to be a quiz on credit risk management taken by sanjeev kumar on the National Institute of Bank Management learning portal. It consisted of 10 multiple choice questions covering topics like parameters for assessing borrower credit risk, statistical models for credit scoring, Basel capital accord risk grades, and backtesting of credit scoring models. The quiz was completed in under 5 minutes with some questions answered correctly and others answered incorrectly or left unanswered.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    73 views7 pages

    Module 2 Chap 2

    Uploaded by

    Sanjeev Kumar
    The document appears to be a quiz on credit risk management taken by sanjeev kumar on the National Institute of Bank Management learning portal. It consisted of 10 multiple choice questions covering topics like parameters for assessing borrower credit risk, statistical models for credit scoring, Basel capital accord risk grades, and backtesting of credit scoring models. The quiz was completed in under 5 minutes with some questions answered correctly and others answered incorrectly or left unanswered.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 7

    National Institute of

    Bank Management

     sanjeev kumar

    Welcome to Learning @ nibm

    Page path

     Dashboard
     My courses
     RSK MGMT
     MODULE II : KEY RISKS AND THEIR MEASUREMENT - CREDIT RISK
     Chapter 2: Quiz

    Started on Tuesday, 15 August 2023, 2:41 PM


    State Finished

    Completed on Tuesday, 15 August 2023, 2:46 PM

    Time taken 4 mins 26 secs

    Question 1
    Correct
    Mark 1.00 out of 1.00

    Flag question
    Question text
    Which parameter would be most important when assessing a lower investment grade
    borrower
    Select one:
    a. EAD
    b. PD

    c. LGD
    d. Maturity
    Feedback
    The correct answer is: LGD

    Question 2
    Correct
    Mark 1.00 out of 1.00

    Flag question
    Question text
    Which one of the following is not a parameter for facility rating
    Select one:
    a. Guarantees
    b. Management
    c. Collateral
    d. Covenants
    Feedback
    The correct answer is: Management

    Question 3
    Incorrect
    Mark 0.00 out of 1.00

    Flag question
    Question text
    Which parameter is usually given the highest weightage in judgemental scoring methods
    practiced in banks in India
    Select one:
    a. Business risk

    b. Industry risk
    c. Management risk
    d. Financial risk
    Feedback
    The correct answer is: Financial risk

    Question 4
    Incorrect
    Mark 0.00 out of 1.00

    Flag question
    Question text
    Apart from discriminant analysis, which other statistical method can be used to arrive at
    credit scoring of borrowers
    Select one:

    a. Regression analysis
    b. Correlation analysis
    c. Analysis of variance
    d. Logistic regression analysis
    Feedback
    The correct answer is: Logistic regression analysis

    Question 5
    Incorrect
    Mark 0.00 out of 1.00

    Flag question
    Question text
    As per Basel norms, how many standard grades must a bank have
    Select one:

    a. 3
    b. 10
    c. 5
    d. 7
    Feedback
    The correct answer is: 7

    Question 6
    Not answered
    Marked out of 1.00

    Flag question
    Question text
    The new Z score default prediction model for Indian firms is based on
    Select one:
    a. Four ratios
    b. Five ratios
    c. Three ratios
    d. Six ratios
    Feedback
    The correct answer is: Five ratios

    Question 7
    Not answered
    Marked out of 1.00

    Flag question
    Question text
    Which of the following ratios has the highest weightage in the Altmann's Z score model
    Select one:
    a. Net working capital to Total assets
    b. Operating profit to Total assets
    c. Sales to Total assets
    d. Cash profit to Total assets
    Feedback
    The correct answer is: Operating profit to Total assets

    Question 8
    Not answered
    Marked out of 1.00

    Flag question
    Question text
    If the Z value for a borrower is equal to zero, then the 1-year default rate would be
    Select one:
    a. 1%
    b. 0%
    c. 10%
    d. 100%
    Feedback
    The correct answer is: 100%

    Question 9
    Not answered
    Marked out of 1.00

    Flag question
    Question text
    Backtesting of a credit scoring model developed on a test population of retail borrowers
    involves
    Select one:
    a. Compare the projections made with actual data for a set of samples from the same population
    b. Compare the projections made with actual data for a set of samples from a different population
    c. Compare the projections made with the entire set of data a different population
    d. Compare the projections made with the entire set of data for the same population
    Feedback
    The correct answer is: Compare the projections made with actual data for a set of samples from
    the same population

    Question 10
    Not answered
    Marked out of 1.00

    Flag question
    Question text
    A credit scoring model used for retail loans in a bank can be backtested by
    Select one:
    a. External auditors
    b. The bank itself
    c. Reserve Bank
    d. Rating agencies
    Feedback
    The correct answer is: The bank itself
    Finish review
    BACK
    https://www.nibmindia.org/ E-mail: [email protected]

    You might also like