, Page 2 of 115 RSK4805
Jan/Feb2024
DETAILED QUESTIONS AND ANSWERS
COMPILED FROM RECENT EXAM PAST PAPERS
FOR EXAM PREPARATION.
SUCCESS IN YOUR EXAMINATION
, Page 3 of 115 RSK4805
Jan/Feb2024
UNIVERSITY EXAMINATIONS
Jan/Feb 2024
RSK4805
Market Risk Management
Total: 100 marks
Duration: 3.5 hours
EXAMINERS:
First: Dr E van der Westhuizen
Second: Dr JS De Beer
External: Dr AE van der Westhuizen
, Page 4 of 115 RSK4805
Jan/Feb2024
This paper consists of 10 pages.
INSTRUCTIONS:
(i) This examination will be proctored by means of the Invigilator app.
The use of the app is
compulsory and failing to use the proctoring tool will be against
university policies. Access the Invigilator app now and log in.
(ii) This is an open book examination, and you can use any calculator
within the examination.
(iii) You are only allowed to use your prescribed book and learning
units for the examination. The
use of Artificial Intelligence software and other online sources
during the online examination is strictly prohibited.
(iv) Answer ALL THE QUESTIONS in this paper. You only need to
supply your answer; you don’t
have to rewrite the question.
(v) Pay special attention to the structuring and numbering of your
answers.
(vi) Number the questions the same as in the examination paper.
(vii) Round all calculations to four decimal places, with final answer to
two decimal places, unless
otherwise stated.
(viii) Make sure that you number your pages and that all the pages are
scanned before you upload
your paper. A good way of doing this is: 1 of 15.
Jan/Feb2024
DETAILED QUESTIONS AND ANSWERS
COMPILED FROM RECENT EXAM PAST PAPERS
FOR EXAM PREPARATION.
SUCCESS IN YOUR EXAMINATION
, Page 3 of 115 RSK4805
Jan/Feb2024
UNIVERSITY EXAMINATIONS
Jan/Feb 2024
RSK4805
Market Risk Management
Total: 100 marks
Duration: 3.5 hours
EXAMINERS:
First: Dr E van der Westhuizen
Second: Dr JS De Beer
External: Dr AE van der Westhuizen
, Page 4 of 115 RSK4805
Jan/Feb2024
This paper consists of 10 pages.
INSTRUCTIONS:
(i) This examination will be proctored by means of the Invigilator app.
The use of the app is
compulsory and failing to use the proctoring tool will be against
university policies. Access the Invigilator app now and log in.
(ii) This is an open book examination, and you can use any calculator
within the examination.
(iii) You are only allowed to use your prescribed book and learning
units for the examination. The
use of Artificial Intelligence software and other online sources
during the online examination is strictly prohibited.
(iv) Answer ALL THE QUESTIONS in this paper. You only need to
supply your answer; you don’t
have to rewrite the question.
(v) Pay special attention to the structuring and numbering of your
answers.
(vi) Number the questions the same as in the examination paper.
(vii) Round all calculations to four decimal places, with final answer to
two decimal places, unless
otherwise stated.
(viii) Make sure that you number your pages and that all the pages are
scanned before you upload
your paper. A good way of doing this is: 1 of 15.
