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NO.1 Which one of the following statements regarding collateralized mortgage obligations (CMO) is
incorrect?
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
ICBRR学習教材
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
ICBRR目的 ICBRR対策問題
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
bank.
C. Since futures require margins which are settled every day, the bank could find itself scrambling for
funds.
D. Prices may move such that a loss results on the hedge.
Answer: C