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    PGDM - TRM QP 1

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    Ritika Ramane
    This document contains an exam for a Treasury and Risk Management course. [1] It provides instructions that question 1 is compulsory and carries 10 marks, while questions 2 through 4 contain 3 sub-questions each worth 5 marks to choose from. [2] The first question involves a scenario where Amazon India is importing goods and asks how and when they should pay given currency exchange rates and time value of money calculations. [3] The remaining questions cover topics like currency exchange rate arbitrage, options, yield curves, central bank policies, and risk management tools.

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    PGDM - TRM QP 1

    Uploaded by

    Ritika Ramane
    25 views2 pages
    This document contains an exam for a Treasury and Risk Management course. [1] It provides instructions that question 1 is compulsory and carries 10 marks, while questions 2 through 4 contain 3 sub-questions each worth 5 marks to choose from. [2] The first question involves a scenario where Amazon India is importing goods and asks how and when they should pay given currency exchange rates and time value of money calculations. [3] The remaining questions cover topics like currency exchange rate arbitrage, options, yield curves, central bank policies, and risk management tools.

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    This document contains an exam for a Treasury and Risk Management course. [1] It provides instructions that question 1 is compulsory and carries 10 marks, while questions 2 through 4 contain 3 sub-questions each worth 5 marks to choose from. [2] The first question involves a scenario where Amazon India is importing goods and asks how and when they should pay given currency exchange rates and time value of money calculations. [3] The remaining questions cover topics like currency exchange rate arbitrage, options, yield curves, central bank policies, and risk management tools.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    25 views2 pages

    PGDM - TRM QP 1

    Uploaded by

    Ritika Ramane
    This document contains an exam for a Treasury and Risk Management course. [1] It provides instructions that question 1 is compulsory and carries 10 marks, while questions 2 through 4 contain 3 sub-questions each worth 5 marks to choose from. [2] The first question involves a scenario where Amazon India is importing goods and asks how and when they should pay given currency exchange rates and time value of money calculations. [3] The remaining questions cover topics like currency exchange rate arbitrage, options, yield curves, central bank policies, and risk management tools.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 2

    Niranjanlal Dalmia Educational Society's

    N. L. Dalmia Institute of Management Studies and Research

    Program Name : PGDM Day & Date : Saturday, November 07, 2020
    Program Code : PG Time : 10:00 AM - 11:30 AM
    Course Name : Treasury and Risk Management Marks : 30.00
    Course Code : PGF307 Roll No. :
    Instructions :
    1. Question 1 is compulsory and carries 10 marks
    2. Attempt any 2 from Question 2 to 4
    3. For each of Question 2 to 4, attempt any 2 of 3, each carrying 5 marks
    4. Use of calculators / excel is allowed

    Q. No.1) (Question 1 is compulsory and carries 10 marks)

    Amazon India is importing goods worth USD 122Mn in Jan 21. They get 90 days credit period to pay by 1st
    Apr 21. Today is 1st Oct 2020. Risk free rate of return is 4.5%, rate of borrowing is 6.5%, USD INR 73.55. 3m
    USD premia 1.25, 6m premia 2.25. How & when should amazon pay for the order? Assumption is Amazon
    will be able to pay in April 2021 without having to borrow at all.
    Course Outcome-F-TRM-CO3
    M- 10.00
    Q. No.2A) (Attempt any 2 from Q2 to Q4. For each of Q2 to Q4, attempt any 2 of 3, each carrying 5 marks)

    Bank A : GBP INR 96.1103 97.1100


    Bank B : GBP INR 97.1933 97.3333
    You have INR 100 Mn, is there an arbitrage opportunity? If so, how much could one earn?

    Course Outcome-F-TRM-CO2 , F-TRM-CO3


    M- 5.00
    Q. No.2B) Short answers:
    When would you sell an option?
    Course Outcome-F-TRM-CO2 , F-TRM-CO3
    M- 5.00
    Q. No.2C) Explain Yield Curve?
    Course Outcome-F-TRM-CO2 , F-TRM-CO3
    M- 5.00
    Q. No.3A) Short answers:
    Explain Operation Twist carried out by RBI in 2020?
    Course Outcome-F-TRM-CO1 , F-TRM-CO4
    M- 5.00
    Q. No.3B) What is In the Money, Out of money and At the money?
    Course Outcome-F-TRM-CO1 , F-TRM-CO4
    M- 5.00
    Q. No.3C) Ethics in Treasury?
    Course Outcome-F-TRM-CO1 , F-TRM-CO4
    M- 5.00
    Q. No.4A) Short answers:
    Explain the role of a central bank?
    Course Outcome-F-TRM-CO1 , F-TRM-CO2 , F-TRM-CO4
    M- 5.00

    Srishti, Sector 1, Mira Road (E)


    Q. No.4B) 3 Rules of Thumb by Ray Dalio
    Course Outcome-F-TRM-CO1 , F-TRM-CO2 , F-TRM-CO4
    M- 5.00
    Q. No.4C) VaR
    Course Outcome-F-TRM-CO1 , F-TRM-CO2 , F-TRM-CO4
    M- 5.00

    Srishti, Sector 1, Mira Road (E)

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