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SOLVED CAIIB COMBINED PAPER 37:

1. In most banks, ...... are integrated to various extents to manage the SLR regulations.
(i) funds department,
(ii) planning department,
(iii) treasury

a. Only (i) and (ii)
b. Only (i) and (iii)
c. Only (ii) and (iii)
d. (i), (ii) and (iii)

Ans - d

2. 
The securities contracted basically on account of long term investment relationships or for steady income and statutory obligations are classified under......
(i) Held-To-Maturity, (ii) Held for Trading

a. Only (i)
b. Only (ii)
c. Either (i) or (ii)
d. Both (i) and (ii)

Ans - a

3. 
RBI has permitted banks to borrow and invest through their overseas correspondents, in foreign currency subject to a ceiling of ...... % of their ...... capital, or USD ...... million, whichever is higher.
a. 25, Tier - I, 1
b. 25, TIer - II, 5
c. 50, TIer - I, 10
d. 50, TIer - II, 10

Ans - c

4. 
Banks generally do not maintain a stock of foreign currency for the purpose of merchant business. The residual position of the bank at the end of the day - overbought or oversold - is known as ...... position and it involves ...... risk.
a. open, market
b. open, exchange
c. closed, funding
d. open, liquidity

Ans - b


5. When currency is bought, the treasury is said to ......
a. go short
b. go long
c. leverage
d. none of these

Ans - b

6. 
Ability of a business concern to borrow or build up assets on the basis of a given capital is called ......
a. debt service coverage ratio
b. good will
c. reputation
d. Leverage

Ans - d

7. 
All related book-keeping and submission of periodical returns to RBI is taken care by ......
a. Dealing room
b. back office
c. Risk management
d. none of these

Ans - b

8. 
The providing of information to the management (MIS) and to implement risk management systems is created by ......
a. Dealing room
b. Treasury administration
c. middle office
d. none of these

Ans - c

9. 
The TOD (today) and TOM (tomorrow) rates are generally quoted at a discount to the ...... rate.
a. swap
b. forward
c. spot
d. repo

Ans - c

10. 
...... do not maintain the overall risk of Treasury portfolio and monitors the liquidity and interest rate risks.
(i) Front Office, (ii) Middle Office, (iii) Back office.

a. Only (i) and (ii)
b. Only (i) and (iii)
c. Only (ii) and (iii)
d. (i), (ii) and (iii)

Ans - b

11. 
SLR approved securities are ......
(i) Risk free instruments, (ii) Carry lesser yields.

a. Only (i)
b. Only (ii)
c. Either (i) or (ii)
d. Both (i) and (ii)

Ans - d

​12. 
The benefit accruing to traders who play in different markets, simultaneously - profits accrue, as markets are imperfect, is known as ......
a. leverage
b. arbitrage
c. derivative
d. swap

Ans - b

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