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Latest 2016-FRR Braindumps Files - 2016-FRR Authorized Exam Dumps

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q126-Q131):

NEW QUESTION # 126
Which one of the following four options is NOT a typical component of a currency swap?

A. Denomination of the original notional amount into a foreign currency
B. A final currency exchange
C. Periodic exchange of interest payments in different currencies
D. An initial currency exchange of the notional amount

Answer: A

NEW QUESTION # 127
Which one of the following four statements correctly defines a non-exotic call option?

A. A call option gives the call option buyer the obligation, but not the right, to sell the underlying
instrument at a known price in the future
B. A call option gives the call option buyer the obligation, but not the right, to buy the underlying
instrument at a known price in the future.
C. A call option gives the call option buyer the right, but not the obligation, to buy the underlying
instrument at a known price in the future
D. A call option gives the call option buyer the right, but not the obligation, to sell the underlying
instrument at a known price in the future

Answer: C

NEW QUESTION # 128
Why do regulatory standards impose formulaic capital calculations for all of the banks activities?
I). If the banks use different models it is difficult for a regulator to compare results across banks.
II). By imposing standardized calculations regulators can make sure that banks are not missing key risks in their calculations.
III). By imposing standardized calculations regulators can make sure that banks do not use capital calculations to game the banking regulation system.

A. II, III
B. I,II
C. I,II, III
D. I

Answer: C

Explanation:
Regulatory standards impose formulaic capital calculations for all of the bank's activities to ensure:
* Comparability Across Banks: Different models used by banks would make it difficult for regulators to compare results across banks.
* Comprehensive Risk Assessment: Standardized calculations help ensure that banks are not missing key risks in their calculations.
* Avoiding Gaming of the System: Standardized calculations prevent banks from using capital calculations to game the banking regulation system, ensuring consistency and fairness.
References
Source: How Finance Works

NEW QUESTION # 129
James Johnson has a $1 million long position in ThetaGroup with a VaR of 0.3 million, and $1 million long position in VolgaCorp with a VaR of 0.4 million. The returns of the two companies have zero correlation.
What is the portfolio VaR?

A. $1 million
B. $0.5 million
C. $0.7 million
D. $0.4 million

Answer: B

Explanation:
The portfolio VaR when the returns of two assets are uncorrelated can be calculated using the formula:
Portfolio VaR=(VaR of ThetaGroup)2+(VaR of VolgaCorp)2Portfolio VaR=(VaR of ThetaGroup)2+(VaR of Vo Plugging in the values:
Portfolio VaR=(0.3)2+(0.4)2=0.09+0.16=0.25=0.5Portfolio VaR=(0.3)2+(0.4)2=0.09+0.16=0.25=0.5 So, the portfolio VaR is $0.5 million.

NEW QUESTION # 130
What does correlation between two variables measure?

A. Association between the two variables and the strength of a possible statistical relationship.
B. The proportion of variability in one of the variables that is explained by the other.
C. Symmetry of a joint distribution of the two variables.
D. Extreme returns of both variables.

Answer: A

Explanation:
Correlation between two variables measures the degree to which the variables move in relation to each other.
It indicates both the direction (positive or negative) and the strength (magnitude) of a relationship between the two variables. A correlation of 1 indicates a perfect positive relationship, while a correlation of -1 indicates a perfect negative relationship. A correlation of 0 means there is no linear relationship between the variables.

NEW QUESTION # 131
......

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