2016-FRR Valid Exam Fee - Reliable 2016-FRR Exam Blueprint
2016-FRR Valid Exam Fee - Reliable 2016-FRR Exam Blueprint
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GARP 2016-FRR Exam is a comprehensive test that covers a wide range of topics related to financial risk and regulation. It consists of two parts, Part I and Part II, each of which contains 80 multiple-choice questions. The topics covered in the exam include market risk, credit risk, operational risk, liquidity risk, regulatory compliance, and risk management frameworks. 2016-FRR exam is designed to test the candidate's knowledge and understanding of these topics, as well as their ability to apply this knowledge in practical scenarios. Passing 2016-FRR exam demonstrates a high level of proficiency and expertise in financial risk management and regulatory compliance.
The Global Association of Risk Professionals (GARP) is known for providing the highest quality education and certification programs in the field of risk management. The Financial Risk and Regulation (FRR) Series is one of the most popular and respected certifications offered by GARP. Financial Risk and Regulation (FRR) Series certification is designed to equip professionals with the knowledge and skills required to navigate the constantly changing financial environment.
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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q127-Q132):
NEW QUESTION # 127
The pricing of credit default swaps is a function of all of the following EXCEPT:
- A. Loss given default
- B. Market spreads
- C. Probability of default
- D. Duration
Answer: D
NEW QUESTION # 128
Oliver McCarthy owns a portfolio of bonds. Which of the following choices equals the modified duration of
Oliver's portfolio?
- A. Value-weighted average modified duration of the component bonds
- B. Coupon-weighted average modified duration of the component bonds
- C. Maximum of the modified durations of component bonds
- D. Minimum of the modified durations of the component bonds
Answer: A
NEW QUESTION # 129
A risk analyst is considering how to reduce the bank's exposure to rising interest rates. Which of the following
strategies will help her achieve this objective?
I. Reducing the average repricing time of its loans
II. Increasing the average repricing time of its deposits
III. Entering into interest rate swaps
IV. Improving earnings capacity and increasing intermediated funds
- A. III
- B. IV
- C. I, II
- D. I, II, IV
Answer: D
NEW QUESTION # 130
To hedge equity exposure without buying or selling shares of stock or otherwise rebalancing the portfolio, a
risk manager could initiate
- A. A short total return swap position.
- B. A long total return swap position.
- C. A short debt-for-equity swap.
- D. A long debt-for-equity swap.
Answer: A
NEW QUESTION # 131
To estimate the forward price of oil, a commodity trader would most likely use the following pricing
relationship:
- A. Oil forward price = Expected future oil price ± Oil storage cost + (1 - Oil market risk premium)
- B. Oil forward price = Expected future oil price ± storage cost + Oil market risk premium
- C. Oil forward price = Expected future oil price ± Oil market risk premium
- D. Oil forward price = Expected future oil price ± Oil storage cost + (1 + Oil market risk premium)
Answer: C
NEW QUESTION # 132
......
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