최신 GARP Certification ICBRR 무료샘플문제:
1. 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 and II
B) I, II, III, and IV
C) I, III, and IV
D) I, II, and III
2. Which of the activities represent examples of market manipulation?
A) Short squeeze
B) Market gap
C) Stop-loss order
D) Crowded trades
3. Most loans and deposits in the interbank market have a maturity of:
A) More than 5 years but less than 10 years
B) More than 3 years but less than 5 years
C) More than 10 years
D) Less than one year
4. Which one of the following four statements correctly defines a typical carry trade?
A) A bank borrows funds in a low-interest currency and places the funds on deposit in a high-interest currency.
B) A bank borrows funds in a low-interest currency, accumulates reserves, and lends in another low-interest currency.
C) A bank borrows funds in a high-interest currency and places the funds in a long-term low volatility investment vehicle.
D) A bank borrows funds in a high-interest currency and invests the funds into high-yield emerging market debt.
5. A bank has a Var estimate of $100 million. It is considering a new transaction which has a correlation of 0.35 with the current portfolio and a standalone VaR estimate of $5 million. What would be the new VaR for the bank if it carried out the transaction?
A) $101.86 million
B) $100.22 million
C) $ 213.67 million
D) $105 million
질문과 대답:
| 질문 # 1 정답: C | 질문 # 2 정답: A | 질문 # 3 정답: D | 질문 # 4 정답: A | 질문 # 5 정답: A |
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