National Institute of
Bank Management
Dashboard My courses RSK MGMT MODULE II : KEY RISKS AND THEIR MEASUREMENT - CREDIT RISK Chapter 6:
Quiz
Started on Wednesday, 25 January 2023, 7:13 AM
State Finished
Completed on Wednesday, 25 January 2023, 7:15 AM
Time taken 1 min 46 secs
Question 1 Correct Mark 1.00 out of 1.00
Hit rate in classification test for model validation refers to a
Select one:
a. Correct rejection
b. Incorrect prediction
c. Incorrect rejection
d. Correct prediction
The correct answer is: Correct prediction
Question 2 Correct Mark 1.00 out of 1.00
A false alarm in prdicting default occurs when
Select one:
a. A predicted non default borrowers does not default
b. A predicted default borrowers does not default
c. A predicted non default borrower actually defaults
d. A predicted default borrower actually defaults
The correct answer is: A predicted default borrowers does not default
Question 3 Correct Mark 1.00 out of 1.00
A Type I error in prdicting default occurs when
Select one:
a. A predicted non default borrower actually defaults
b. A predicted non default borrowers does not default
c. A predicted default borrowers does not default
d. A predicted default borrower actually defaults
The correct answer is: A predicted non default borrower actually defaults
Question 4 Incorrect Mark 0.00 out of 1.00
The abbreciation ROC in ROC Curve stands for
Select one:
a. Risk Operating Categories
b. Rated Operating Classification
c. Reciever Operating Characteristics
d. Residual Operating Curve
The correct answer is: Reciever Operating Characteristics
Question 5 Incorrect Mark 0.00 out of 1.00
In a ROC model, if the area between model CAP and random model is 0.35 and the area above
model CAP is 0.14, the accuracy ratio (AR)
Select one:
a. 0.71
b. 0.35
c. 1.00
d. 0.14
The correct answer is: 0.71
Question 6 Correct Mark 1.00 out of 1.00
The X axis of the CAP represents
Select one:
a. Cumulative percentage of good borrowers
b. Cumulative percentage of rated borrowers
c. Cumulative percentage of defaulted borrowers
d. Cumulative percentage of all borrowers
The correct answer is: Cumulative percentage of rated borrowers
Question 7 Correct Mark 1.00 out of 1.00
The Y axis of the CAP represents
Select one:
a. Cumulative percentage of good borrowers
b. Cumulative percentage of defaulted borrowers
c. Cumulative percentage of all borrowers
d. Cumulative percentage of rated borrowers
The correct answer is: Cumulative percentage of defaulted borrowers
Question 8 Correct Mark 1.00 out of 1.00
The abbreciation CAP in CAP Curve stands for
Select one:
a. Credit Assessment Profile
b. Capital Adequacy Profile
c. Cumulative Accuracy Profile
d. Characteristic Asset Profile
The correct answer is: Cumulative Accuracy Profile
Question 9 Correct Mark 1.00 out of 1.00
The ROC curve is a plot of following variables
Select one:
a. Hit rate and Miss rate
b. Hit rate and False alarm rate
c. Miss rate and Correct rejection rate
d. Miss rate and False alarm rate
The correct answer is: Hit rate and False alarm rate
