Financial Risk and Regulation (FRR) Series
Last Update 4 days ago
Total Questions : 342
Financial Risk and Regulation (FRR) Series is stable now with all latest exam questions are added 4 days ago. Incorporating 2016-FRR practice exam questions into your study plan is more than just a preparation strategy.
2016-FRR exam questions often include scenarios and problem-solving exercises that mirror real-world challenges. Working through 2016-FRR dumps allows you to practice pacing yourself, ensuring that you can complete all Financial Risk and Regulation (FRR) Series practice test within the allotted time frame.
Floating rate bonds typically have ________ duration which means they have ________ sensitivity to interest rate changes.
Which one of the four following statements about back testing the VaR models is correct?
Back testing requires
Which one of the following four statements about planning for the operational risk framework is INCORRECT?
Alpha Bank, a small bank,has a long position with larger BetaBank and has an identical short position with another larger bank GammaBank. Each large bank requires a 20% initial collateral to support the trade. As prices fluctuate in either direction, one large bank will require additional collateral from the small bank, while the risk of loss to the other large bank will increase. By running the trades through a clearinghouse, the small bank can achieve all of the following objectives EXCEPT:
Floating rate bonds typically have ________ duration which means they have ________ sensitivity to interest rate changes.
Mega Bank has $100 million in deposits on which it pays 3% interest, and $20 million in equity on which it pays no interest. The loan portfolio of $120 million earns an average rate of 10%. If the rates remain the same and Mega Bank is able to earn the same net interest income in perpetuity at a 5% discount rate, what will the present value of this holding be?
Which of the following statements about implementation of a successful RCSA program is correct?
Which of the following statements describes a bank's reasons to set risk limits?
I. To control and minimize a bank's current risk exposure.
II. To predict future risks.
III. To allocate risks to business units.
IV. To keep risk within tolerance levels.
A risk analyst at EtaBank wants to estimate the risk exposure in a leveraged position in Collateralized Debt Obligations. These particular CDOs can be used in a repurchase transaction at a 20% haircut. If the VaR on a $100 unleveraged position is estimated to be $30, what is the VaR for the final, fully leveraged position?
TESTED 22 Dec 2024
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