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In the money currency put option when valued using lognormal distribution, the option value will be less than actual value. Because of the volatility smile, the actual value should be more. Thus I selected an option which stated that option value is underestimated.

I am not sure

For the blockchain question about cost of trust. I believe I have selected an incorrect option. The right option was in lines of that it reduces amount of money blocked in cross border transaction.

https://www.tutorialspoint.com/fuzzy_logic/fuzziness_in_neural_networks.htm#:~:text=Fuzzy%20logic%20is%20largely%20used,then%20fuzzy%20values%20are%20used.&text=When%20we%20use%20fuzzy%20logic,can%20be%20done%20in%20parallel. The link explains how fuzzy logic is used within neural networks. I...

@toddler I selected 5 maturity horizons based on Liquidity for FRTB. For 4th point, I selected option which said' neural networks uses fuzzy logic for unstructured or weak data'

Results will come before 29th November

You are referring to same question

There was a hedge fund question relating to biases, I selected measurement bias as it includes many biases. Not sure whether it is correct.

I didn’t come across question where we were supposed to calculate netting benefit. There was surely a theoretical question but not quantitative.

I believe ES was 95%. There was other question which had 97.5

Any guess for regression hedging. I am confused between 137 and other answer in range of 180s-190s

I don’t clearly remember but I went with either c or d option

There was a tricky question on EVT, lots of half true statements. I made a mistake by selecting an option which roughly said that Pareto distribution has extra parameter and then something about threshold which was true

For point 13 in your list I accepted the project(greater than risk free)

I believe it was Cash Flow Mapping(last option)

@goodbunny 2. Point There was a question wherein we were supposed to find the time required to liquidate the securities. I don’t remember options but I do know that highest liq. Duration was around 4 which was highest so I went with that particular security as more time would be required to...

@SheOlya for question point 16 in your list I chose leverage ratio

Both of the tails were heavy

Yeah even I chose 21

I remember selecting 0