Name of the Organaisation : Bombay Stock Exchange(bseindia.com)
Type of Announcement : BCDE Model Exam Paper
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BSE's Certification for Derivatives Exchange Examination

1. The Margining for the derivatives is based on
a. Profit-at-risk Method
b. Volume-at-risk Method
c. Value-at-risk Method
d.Variable-at-risk Method

2. The block Scholes model is used for the pricing of
a. Index futures
b. Options
c. Swaps and debt derivatives
d.Equity shares

3. The base year of the BSE-30 Sensitive index is
a. 1978-79 = 100
b. 1975-76 = 100
c. 1985-86 = 100
d. 1972-73 = 100

4. For the derivatives exchange the trading member's net worth shall be fixed by
a. SEBI
b. The stock Exchange
c. SCRA
d. The Clearing Member

5. On which of the following can you have a future contract
a. Share Index
b. Commodities
c. Currency
d. All the above

6. Which of the following items in future contract standardized
a. Total number of contracts available for sale purchase
b. Size the amount of the underlying covered by the contract
c. Price of the underlying asset
d. All of the above

7. Minimum net worth for a clearing member of the derivatives clearing corporation /house shall be
a. Rs. 1 Crore
b. Rs. 2 Crore
c. Rs. 5 Crore
d. None of the above

8. The amount of initial margin to be collected should be enough to cover the fluctuations on
a. 90% of the days
b. 95% of the days
c. 97% of the days
d. 99% of the days

9. For the initial six months of future trading , minimum initial margin as prescribed by the J.R verma committee report was
a. 2.5%
b. 5%
c. 10%
d. 15%

10. In terms of which of the following criteria futures are not an improvement over forwards
a. Credit -risk
b. Liquidity
c. Flexibility
d. Transparency

See more question download the PAD file : http://www.bseindia.com/downloads/MTP_BCDE.zip