GARP International Certificate in Banking Risk and Regulation (ICBRR) 認定 ICBRR 試験問題:
1. An associate from the finance group has been identified as an operational risk coordinator (ORC) for her department. To fulfill her ORC responsibilities the associate will need to:
I. Provide main communication contact with operational risk department
II. Provide main reporting contact with audit department
III. Coordinate collection of key risk indicators in her area
IV.
Coordinate training and awareness activities in her area
A) I, II, III
B) I, II
C) II, III, IV
D) I, III, IV
2. Forward rate agreements (FRA) are:
A) Exchange traded derivative contracts that allow banks to take positions in forward interest rates.
B) OTC derivative contracts that allow banks and customers to obtain the risk/reward profile of long-term interest rates by relying on long-term funding.
C) OTC derivative contracts that allow banks to take positions in forward interest rates.
D) Exchange traded derivative contracts that allow banks to take positions in future exchange rates.
3. An asset manager just bought a coupon paying bond with principal value $100,000 for $87,000 with a current yield of 4.7%. He assumes that if the yields change to 5.7% the price of the bond would be $84,500. Based on this assumption what is the modified duration of the bond?
A) 97.12.
B) 2.88.
C) 2.97.
D) 2,507.
4. Which one of the following four statements about the "market-maker" trading strategy is INCORRECT?
A) A market maker can benefit from the market information she gets from the trades she is asked to execute.
B) A market maker that attracts buy and sell orders can make a profit from the spread quoted between the buy and sell price.
C) This strategy is independent of market liquidity and number of other market makers.
D) This risk in this strategy is that traders have to take positions that may quickly incur a loss.
5. Bank Alpha is making a decision about lending 10-year loans in a sector that is fairly illiquid and is looking at various options to fund the loans. Which of the following options to fund the loans exhibits the most exogenous liquidity risk?
A) The 6-month LIBOR markets
B) The 1-year treasury markets
C) Foreign exchange markets
D) Overnight interbank markets
質問と回答：
| 質問 # 1 正解： D | 質問 # 2 正解： C | 質問 # 3 正解： B | 質問 # 4 正解： C | 質問 # 5 正解： D |
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