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NEW QUESTION: 1
When planning the deployment of the database server for Orion NPM, what are two primary considerations? (Choose two.)
A. type of NIC card used
B. database clustering
C. type of RAM
D. RAID configurations
E. CPU and memory size
Answer: D,E
NEW QUESTION: 2
Adrian knows the host names of all the computers on his network. He wants to find the IP addresses of these computers. Which of the following TCP/IP utilities can he use to find the IP addresses of these computers?
Each correct answer represents a complete solution. Choose two.
A. NETSTAT
B. PING
C. TRACERT
D. IPCONFIG
Answer: B,C
NEW QUESTION: 3
If the full notional value of a debt portfolio is $100m, its expected value in a year is $85m, and the worst value of the portfolio in one year's time at 99% confidence level is $60m, then what is the credit VaR?
A. $25m
B. $60m
C. $15m
D. $40m
Answer: A
Explanation:
Explanation
Credit VaR is the difference between the expected value of the portfolio and the value of the portfolio at the given confidence level. Therefore the credit VaR is $85m - $ 60m = $25m. Choice 'b' is the correct answer.
Note that economic capital and credit VaR are identical at a risk horizon of one year. Therefore if the question asks for economic capital, the answer would be the same.
[Again, an alternative way to look at this is to consider the explanation given in III.B.6.2.2: Credit Var = Q(L)
- EL where Q(L) is the total loss at a given confidence interval, and EL is the expected loss. In this case Q(L) -
$100-$60 = $40, and EL = $100-$85=$15. Therefore Credit VaR = $40-$15=$25.]
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