2016-FRR Online Bootcamps & Reliable 2016-FRR Learning Materials
2016-FRR Online Bootcamps & Reliable 2016-FRR Learning Materials
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Tags: 2016-FRR Online Bootcamps, Reliable 2016-FRR Learning Materials, 2016-FRR Actual Dump, 2016-FRR Dump File, 2016-FRR Test Question
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The 2016-FRR exam is the latest version of the FRR Series. 2016-FRR exam was updated to reflect the changing regulatory environment and the evolving nature of financial risks. The 2016-FRR exam is designed to test candidates' knowledge of the latest regulations and best practices in risk management. It is also designed to help candidates develop the skills and knowledge they need to succeed in today's fast-paced financial industry.
The Global Association of Risk Professionals (GARP) is a premier association that provides education, training, and certification to professionals who want to specialize in risk management. One of the certification exams offered by GARP is the Financial Risk and Regulation (FRR) Series. The FRR Series is designed to test the knowledge and skills of professionals in the areas of financial risk management, regulatory compliance, and governance. 2016-FRR Exam is based on the latest industry standards and best practices, and is recognized around the world as a mark of excellence.
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GARP The Best Accurate 2016-FRR Online Bootcamps – Pass 2016-FRR First Attempt
The product is made in three different formats to help customers with different preparation styles meet their needs. One of these formats is GARP 2016-FRR Dumps PDF file which is printable and portable. Users can take Financial Risk and Regulation (FRR) Series (2016-FRR) PDF questions anywhere and use them anytime.
GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q354-Q359):
NEW QUESTION # 354
Which one of the following four statements represents the advantages of the historical sim-ulation method
when calculating VaR?
- A. Are only using loss probabilities that can be found in tables of the standard normal distribution.
- B. Solve the problem caused by incorrectly assuming that asset returns are normally distributed.
- C. Are believed to be superior in accuracy predicting future levels of realized volatility.
- D. Rely on current market data to describe the distribution of returns and determine volatilities.
Answer: B
NEW QUESTION # 355
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?
- A. 500%
- B. 10%
- C. 20%
- D. 50%
Answer: D
NEW QUESTION # 356
The exercise for an American type option prior to expiration day is virtually certain in the following case:
- A. In the event of a high dividend for an in-the-money put option
- B. In the event of a low dividend for an in-the-money call option
- C. In the event of a low dividend for an in-the-money put option
- D. In the event of a high dividend for an in-the-money call option
Answer: D
Explanation:
For American options, exercising an in-the-money call option before the ex-dividend date can be beneficial if the option is deep in the money and the dividend is significant. This is because the holder would receive the dividend payment, which can make early exercise profitable.
NEW QUESTION # 357
A corporate bond gives a yield of 6%. A same maturity government bond yields 2%. The probability of the
corporate bond defaulting is 2.5%. In case of default, investors expect to lose 60% of their investment. The
risk premium in the credit spread is:
- A. 2.5%
- B. 0.5%
- C. 1.5%
- D. 4.5%
Answer: A
NEW QUESTION # 358
Which of the following are among the main uses of risk reports?
I. Identification of exceptional situations that require managerial attention.
II. Display the relative risk among different trades.
III. Specify how RAROC will be maximized within the bank.
IV. Estimate the overall risk levels of the bank.
- A. II and III
- B. I, II and IV
- C. II, III, and IV
- D. II and IV
Answer: B
Explanation:
Risk reports are used for:
* Identification of exceptional situations that require managerial attention: Highlighting issues that need immediate response.
* Display the relative risk among different trades: Providing a comparative view of risk levels.
* Estimate the overall risk levels of the bank: Summarizing the total risk exposure.
These functions are essential for effective risk management within a financial institution.
NEW QUESTION # 359
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