CAIIB · ABM · Chapter 6

Theory of Probability

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Advanced Bank Management — CAIIB.

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Q

Define probability and its range.

A

Probability is numerical measure of chance of event occurring, ranging from 0 (impossible) to 1 (certain).

Q

State the complementary rule of probability.

A

P(A) + P(A′) = 1, where A′ is the complement of event A.

Q

What is Probability of Default (PD) in banking?

A

PD predicts chance borrower fails obligations within 12-month horizon; feeds into Basel-III risk-weighted assets.

Q

Distinguish permutation from combination.

A

Permutation: order matters. Combination: order irrelevant. Both are arrangements of objects.

Q

Define sample space and sample point.

A

Sample space S = set of all possible outcomes; each element is a sample point; n(S) = count.

Q

What defines mutually exclusive events?

A

Two events A and B are mutually exclusive if A ∩ B = ∅ (cannot occur together).

Q

State the addition theorem for two mutually exclusive events.

A

P(A ∪ B) = P(A) + P(B) when A and B are mutually exclusive.

Q

Define conditional probability P(A|B).

A

P(A|B) = P(A ∩ B) / P(B); probability of A given B has occurred.

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