信用のあるGARP ICBRR模擬問題の問題集

By blog Admin | 投稿日: Sun, 03 Apr 2016 11:22:10 GMT


IT業界の一员として、君はまだIT認証試験を悩んでいますか?認証試験はITの専門知識を主なテストとして別に初めてIT関連の認証試験に参加する受験生にとってはとても難しいとみされます。良い対応性の訓練が必要で、ICBRR全真問題集 の問題集をお勧めます。

JapanCertは多くのIT職員の夢を達成することであるウェブサイトです。IT夢を持っていたら、速くJapanCertに来ましょう。 JapanCertにはすごいトレーニング即ち GARPのICBRRデモがあります。これはIT職員の皆が熱望しているものです。あなたが試験に合格することを助けられますから。

NO.1 Which one of the following statements regarding collateralized mortgage obligations (CMO) is
A. CMOs are generally less risky investment than CDOs.
B. CMOs are pools of mortgages that are divided according to the timing of cash flows.
C. CMOs have senior tranches which are considered short-term, low-risk instruments by banks
D. CMOs are asset-backed securities that have pools of collateralized debt obligations (CDOs) as
underlying collateral.
Answer: D
NO.2 Which one of the four following non-statistical risk measures are typically not used to quantify
market risk?
A. Convexity
B. Option sensitivities
C. Basis point values
D. Net closed positions
Answer: D
ICBRR資格認定 ICBRR合格体験記
NO.3 Which one of the following four statements regarding counterparty credit risk is INCORRECT?
A. Dynamic collateral provisions often increase counterparty risk considerably.
B. The exposure at default can be negatively correlated to probability of default.
C. The exposure at default is variable due to fluctuations in swap valuations.
D. Counterparty credit risk refers to the inability to realize gains in a contract with a counterparty due
to its default.
Answer: C
NO.4 How could a bank's hedging activities with futures contracts expose it to liquidity risk?
A. The bank could get exposed to liquidity risk since futures trade on an exchange.
B. The futures hedge may not work due to the widening of basis which could result in a loss for the
C. Since futures require margins which are settled every day, the bank could find itself scrambling for
D. Prices may move such that a loss results on the hedge.
Answer: C


投稿日: 2016/4/3 11:22:10  |  カテゴリー: GARP  |  タグ: ICBRRワークスペースICBRR模擬問題ICBRR口コミICBRR過去問 無料GARP
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