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GARP 2016-FRR Certification Exam is the latest version of this certification program. It is a comprehensive exam that covers a broad range of topics related to financial risk and regulation. 2016-FRR exam is designed to test the knowledge and skills of candidates in areas such as risk governance, market risk, credit risk, operational risk, and regulatory compliance.
The Global Association of Risk Professionals (GARP) 2016-FRR (Financial Risk and Regulation) Series Certification Exam is designed to test the knowledge and skills of professionals working in the field of financial risk management. 2016-FRR exam covers a broad range of topics related to financial risk, including market risk, credit risk, operational risk, and liquidity risk. It also covers topics related to regulatory compliance and risk governance.
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NEW QUESTION # 349
Which one of the following four metrics represents the difference between the expected loss and unexpected loss on a credit portfolio?
Answer: B
Explanation:
Credit Value at Risk (VaR) represents the difference between the expected loss (the average loss anticipated) and the unexpected loss (the potential deviation from the expected loss). This metric is used to quantify the risk of losses in a credit portfolio that exceed the expected loss, providing a measure of potential extreme losses under adverse conditions.
References
* Verified information from the document
NEW QUESTION # 350
Bank Sigma takes a long position in the oil futures market that requires a 2% margin, i.e., the bank has to
deposit 2% of the value of the contract with the broker. The futures contracts were priced at $50 per barrel
(bbl) at inception, and rose by $5 to $55. The VaR on the position is estimated to be $10. What is the return on
this transaction on a risk adjusted basis?
Answer: B
NEW QUESTION # 351
In analyzing market option pricing dynamics, a risk manager evaluates option value changes throughout the
entire trading day. Which of the following factors would most likely affect foreign exchange option values?
I. Change in the value of the underlying
II. Change in the perception of future volatility
III. Change in interest rates
IV. Passage of time
Answer: C
NEW QUESTION # 352
How could a bank's hedging activities with futures contracts expose it to liquidity risk?
Answer: B
Explanation:
When a bank hedges with futures contracts, it needs to maintain margin accounts which are settled daily to reflect market changes:
* Margin Calls: If the market moves against the position of the futures, the bank must add funds to the margin account to cover potential losses. This can create significant liquidity risk if large sums are needed quickly.
* Daily Settlements: Futures markets require daily mark-to-market settlements which means that any adverse movement in prices necessitates immediate liquidity to meet the margin requirements.
* Market Volatility: In times of high volatility, the daily margin requirements can be substantial, potentially causing a scramble for liquidity if the bank has not pre-arranged sufficient liquidity buffers.
Thus, the need for daily margin settlements exposes the bank to liquidity risk as it must be able to provide cash on short notice.References: How Finance Works, relevant sections on liquidity risks in derivative markets.
NEW QUESTION # 353
Operational risk team for a large international bank is implementing business continuity planning (BCP).
Which of the following BCP activities fall within the definition of operational risk and represent Basel II
Accord's operational risk categories:
I. Damage to Physical Assets
II. Business Disruption and System Failures
III. Social Distancing Requirements
IV. Potential for Extreme Losses
Answer: B
NEW QUESTION # 354
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