PASS GUARANTEED 2025 2016-FRR: MARVELOUS ONLINE FINANCIAL RISK AND REGULATION (FRR) SERIES BOOTCAMPS

Pass Guaranteed 2025 2016-FRR: Marvelous Online Financial Risk and Regulation (FRR) Series Bootcamps

Pass Guaranteed 2025 2016-FRR: Marvelous Online Financial Risk and Regulation (FRR) Series Bootcamps

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Tags: Online 2016-FRR Bootcamps, 2016-FRR Vce Download, Reliable 2016-FRR Exam Simulations, 2016-FRR Sample Exam, Reliable 2016-FRR Test Labs

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q125-Q130):

NEW QUESTION # 125
Floating rate bonds typically have ________ duration which means they have ________ sensitivity to interest
rate changes.

  • A. short, small
  • B. long, high
  • C. short, high
  • D. long, small

Answer: A


NEW QUESTION # 126
Most loans and deposits in the interbank market have a maturity of:

  • A. Less than one year
  • B. More than 10 years
  • C. More than 5 years but less than 10 years
  • D. More than 3 years but less than 5 years

Answer: A

Explanation:
Most loans and deposits in the interbank market have a maturity of less than one year. This short-term nature is due to the need for liquidity and flexibility among banks, allowing them to manage their short-term funding requirements and respond to changes in interest rates and market conditions effectively.


NEW QUESTION # 127
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?

  • A. $50
  • B. $150
  • C. $20
  • D. $100

Answer: B

Explanation:
To determine the VaR for the fully leveraged position, we need to understand how leverage affects VaR.
Leverage magnifies both returns and risks, which means that the VaR for a leveraged position is greater than that of an unleveraged position.
* Calculate the leverage ratio:
* In a repurchase transaction with a 20% haircut, 20% of the asset's value must be provided as collateral, meaning 80% can be borrowed.
* Leverage ratio LLL = 1Haircutfrac{1}{text{Haircut}}Haircut1 = 10.2frac{1}{0.2}0.21 = 5.
* Calculate the leveraged position:
* If the initial unleveraged position is $100, then the leveraged position is $100 times 5 = $500.
* Calculate the VaR for the leveraged position:
* The unleveraged VaR is $30 on $100.
* Therefore, the leveraged VaR will be magnified by the leverage ratio:
Leveraged VaR=Unleveraged VaR×Leverage Ratiotext{Leveraged VaR} = text{Unleveraged VaR} times text{Leverage Ratio}Leveraged VaR=Unleveraged VaR×Leverage Ratio = $30
times 5 = $150.
References
Source: How Finance Works


NEW QUESTION # 128
James Johnson purchased a plain vanilla bond that has modified duration of 10 and convexity of 0.5. If yields
increase by 1%, its modified duration is expected to

  • A. increase by 1.5.
  • B. increase by 0.5.
  • C. decrease by 0.5.
  • D. decrease by 1.5.

Answer: C


NEW QUESTION # 129
What is generally true of the relationship between a bond's yield and it's time to maturity when the yield curve
is upward sloping?

  • A. The shorter the time to maturity of the bond, the higher its yield.
  • B. The longer the time to maturity of the bond, the higher its yield.
  • C. The longer the time to maturity of the bond, the lower its yield.
  • D. There is no relationship between the two

Answer: B


NEW QUESTION # 130
......

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