New GARP 2016-FRR Exam Price, 2016-FRR Guaranteed Passing
New GARP 2016-FRR Exam Price, 2016-FRR Guaranteed Passing
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Tags: New 2016-FRR Exam Price, 2016-FRR Guaranteed Passing, Sample 2016-FRR Test Online, 2016-FRR Practice Test Online, Clearer 2016-FRR Explanation
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The FRR Series consists of three exams: the FRM (Financial Risk Manager) Part 1 and Part 2 exams, and the ERP (Energy Risk Professional) exam. 2016-FRR exams cover a wide range of topics, including risk management, financial markets, credit risk, operational risk, and more. 2016-FRR Exams are internationally recognized and are often seen as a benchmark for excellence in risk management.
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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q293-Q298):
NEW QUESTION # 293
Which one of the following four statements about the relationship between exchange rates and option values is
correct?
- A. As the dollar depreciates relative to the pound, the right to buy dollars at a fixed pound exchange rate
increases. - B. As the dollar appreciates relative to the pound, the right to sell dollars at a fixed pound exchange rate
increases. - C. As the dollar appreciates relative to the pound, the right to buy dollars at a fixed pound exchange rate
increases. - D. As the dollar appreciates relative to the pound, the right to buy dollars at a fixed pound exchange rate
decreases.
Answer: C
NEW QUESTION # 294
A trader inadvertently booked a trade with incorrect information. A subsequent market move resulted in a profit for the bank. Why should the bank include this gain in its operational risk assessment process?
- A. The bank should not include this event in its operational loss event data program as it is a market risk event
- B. To fully assess the impact of all operational risk events
- C. It is an important input into the bank's capital modeling process
- D. The bank should not include this event in its operational risk assessment process as it is not a loss event
Answer: B
Explanation:
Comprehensive and Detailed In-Depth Explanation:
Operational risk under Basel II includes gains and losses from process failures (e.g., incorrect trade booking).
This event, despite resulting in a profit, stems from an operational error, making it relevant for assessing control weaknesses and potential future losses. Option A is correct-excluding it underestimates operational risk exposure. Option B misclassifies it as market risk (the cause is operational). Option C is true but incomplete. Option D is wrong-Basel II includes near-misses and gains.
Exact Extract from Official Source:
* BCBS, "Basel II: International Convergence of Capital Measurement and Capital Standards," June
2006, para. 673: "Operational risk data should include all relevant events, including those resulting in gains or near-misses, to provide a complete picture of risk exposure."
* GARP FRR Study Notes, Operational Risk Section: "Events like trade errors, even if profitable, must be recorded in operational risk assessments to evaluate process reliability." Reference:BCBS, "Basel II," para.673; GARP FRR Study Notes, Operational Risk Section.
NEW QUESTION # 295
Which of the following risk measures are based on the underlying assumption that interest rates across all
maturities change by exactly the same amount?
I. Present value of a basis point.
II. Yield volatility.
III. Macaulay's duration.
IV. Modified duration.
- A. I, II, and III
- B. I, II, III, and IV
- C. I, III, and IV
- D. I and II
Answer: C
NEW QUESTION # 296
AlphaBank's management is evaluating how changes in its business environment could materially impact risk categories. As a result, bank's management decides to implement the structure, which facilitates the discussion in an integrative context, spanning market, credit, and operational risk factors, and encourages transparency and communication between risk disciplines. Which one of the following four approaches should the management choose to achieve this strategic goal?
- A. Taxonomy-based risk management approach
- B. Scenario-based risk management approach
- C. Regulatory risk management approach
- D. Enterprise risk management approach
Answer: D
Explanation:
To achieve a strategic goal that facilitates discussion in an integrative context spanning market, credit, and operational risk factors, and encourages transparency and communication between risk disciplines, AlphaBank's management should choose the enterprise risk management (ERM) approach. ERM integrates all types of risks and promotes a comprehensive risk management culture within the organization.
References:Enterprise risk management approach as described in Financial Risk and Regulation documents.
NEW QUESTION # 297
In the United States, Which one of the following four options represents the largest component of securitized
debt?
- A. Real estate loans
- B. Lines of credit
- C. Education loans
- D. Credit card loans
Answer: A
NEW QUESTION # 298
......
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