Q1-

Display examples of real-life sukuk issuances, such as those used for infrastructure projects, government financing, or corporate fundraising. (300-400 words).

The reference use it :

• Kettell, B. (2011). Introduction to Islamic Banking and Finance. Chichester, U.K.: Wiley. ISBN: 9780470978047 (print version); ISBN: 9781119990604 (E-book).

Q2

Q10. Calculate VaR of an asset if the asset has a daily S.D (standard deviation) of returns equal to 1.2% and the asset has a current value of 12.15 million SAR

Calculate the 10% VaR on both a percentage and Riyal (SAR) basis

Use this book :

• Crouhy, M., Galai, D., & Mark, R. (2013). The essentials of risk management (2nd ed.). Boston, MA: McGraw-Hill. ISBN: 9780071821155 (digital version); ISBN: 9780071818513 (print version).

Q3

A currency swap for $10 million and SF 15 million. One party pays dollars at a fixed rate of 9 percent, and the other pays Swiss francs at a fixed rate of 8 percent. The payments are made semiannually based on the exact day count and 360 days in a year. The current period has 181 days. Calculate the next payment each party makes.

Q4

A three-year receiver swaption with an exercise rate of 11.75 percent in which the underlying swap is a $20 million notional amount four-year swap. The underlying rate is LIBOR. At the expiration of the swaption, the LIBOR rates are 10 percent (360 days), 10.5 percent (720 days), 10.9 percent (1,080 days), and 11.2 percent (1,440 days). Assume 360 days in a year. Determine the payoff value of the swaption.

These two questions use this reference:

• Chance, D. M., & Brooks, R. E. (2012). An introduction to derivatives and risk management (9th ed.). Australia: South- Western Cengage Learning. ISBN: 978-1133190196.