CAIIB · ABM

Correlation and Regressions

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

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Q

What does the correlation coefficient measure?

A

The correlation coefficient measures the strength and direction of the linear relationship between two variables, ranging from -1 to +1.

Q

What is the purpose of regression analysis in banking?

A

To predict one variable from another using statistical relationships.

Q

What is a positive correlation in banking context?

A

A positive correlation means both variables move in the same direction, e.g., when GDP rises, bank credit demand also tends to rise.

Q

What is a perfect positive correlation?

A

Correlation coefficient equal to +1 indicating perfect direct relationship.

Q

What is a negative correlation?

A

A negative correlation means the two variables move in opposite directions, e.g., as interest rates rise, bond prices fall.

Q

What is a perfect negative correlation?

A

Correlation coefficient equal to -1 indicating perfect inverse relationship.

Q

What does a correlation coefficient of zero imply?

A

A correlation coefficient of zero implies no linear relationship between the two variables, though a non-linear relationship may still exist.

Q

What is the regression line of X on Y used for?

A

To estimate X values given corresponding Y values.

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