,Page 2 of 169 RSK4805
Jan/Feb2024
, Page 3 of 169 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 169 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
Jan/Feb2024
, Page 3 of 169 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 169 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