2016-FRR COST EFFECTIVE DUMPS | 2016-FRR TEST FREE

2016-FRR Cost Effective Dumps | 2016-FRR Test Free

2016-FRR Cost Effective Dumps | 2016-FRR Test Free

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GARP 2016-FRR (Financial Risk and Regulation) Exam is a certification program offered by the Global Association of Risk Professionals (GARP), designed to test the knowledge and skills of finance professionals in the field of financial risk management and regulation. 2016-FRR Exam is aimed at individuals who are seeking to advance their career in finance, risk management, banking and insurance, and who are interested in obtaining a globally recognized certification.

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The Global Association of Risk Professionals (GARP) introduced the Financial Risk and Regulation (FRR) Series Exam in 2016. 2016-FRR exam is designed to test the knowledge and skills of professionals who are involved in financial risk management and regulatory compliance. The FRR exam covers a broad range of topics, including risk management, financial regulation, and ethical standards. It is a comprehensive exam that requires candidates to demonstrate their understanding of the complex regulatory landscape and the risks associated with financial institutions.

GARP 2016-FRR (Financial Risk and Regulation) series exam is a highly specialized certification exam designed for financial risk management professionals. 2016-FRR exam is administered by the Global Association of Risk Professionals (GARP) and is recognized worldwide as a benchmark for risk management professionals. The GARP 2016-FRR exam covers a wide range of topics, including financial risk management, regulatory compliance, and governance.

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q234-Q239):

NEW QUESTION # 234
To quantify the aggregate average loss for the credit portfolio and its possible constituent subportfolios, a credit portfolio manager should use the following metric:

  • A. Unexpected loss
  • B. Factor sensitivity
  • C. Expected loss
  • D. Credit VaR

Answer: C

Explanation:
To quantify the aggregate average loss for the credit portfolio and its possible constituent subportfolios, a credit portfolio manager should use the expected loss metric. This measure captures the average anticipated loss due to defaults and is essential for understanding the baseline risk of the portfolio.
References
* Verified information from the document


NEW QUESTION # 235
Suppose Delta Bank enters into a number of long-term commercial and retail loans at fixed rate prevailing at
the time the loans are originated. If the interest rates rise:

  • A. The bank will have to pay lower interest rates to its depositors and would have to pay higher rates on its
    debt to the extent the debt interest rate was linked to floating indices, or to the extent the debt used to
    fund the loans was of a shorter maturity than the loans.
  • B. The bank will have to pay higher interest rates to its depositors and would have to pay lower rates on its
    debt to the extent the debt interest rate was linked to floating indices, or to the extent the debt used to
    fund the loans was of a shorter maturity than the loans.
  • C. The bank will have to pay lower interest rates to its depositors and would have to pay lower rates on its
    debt to the extent the debt interest rate was linked to floating indices, or to the extent the debt used to
    fund the loans was of a shorter maturity than the loans.
  • D. The bank will have to pay higher interest rates to its depositors and would have to pay higher rates on its
    debt to the extent the debt interest rate was linked to floating indices, or to the extent the debt used to
    fund the loans was of a shorter maturity than the loans.

Answer: D


NEW QUESTION # 236
Returns on two assets show very strong positive linear relationship. Their correlation should be closest to
which of the following choices?

  • A. 45%
  • B. 100%
  • C. 60%
  • D. 15%

Answer: B


NEW QUESTION # 237
Which type of risk does a bank incur on loans that are in the "pipeline", i.e loans that are in the process of
origination but not yet originated?

  • A. Interest rate risk only
  • B. Interest rate risk and credit risk
  • C. The bank does not incur any risk since the loan is not yet originated
  • D. Credit Risk only

Answer: A


NEW QUESTION # 238
Bank Zilo has $2 million in cash and $10 million in loans coming due tomorrow with an expected default rate of 1%. The proceeds will be deposited overnight. The bank owes $ 10 million on a securities purchase that settles in two days and pays off $9 million in commercial paper in three days that is not expected to renew.
How much money should the bank plan to raise so as to avoid a liquidity problem?

  • A. $650 million
  • B. $712 million
  • C. $700 million
  • D. $710 million

Answer: C

Explanation:
Bank Zilo needs to carefully manage its liquidity to avoid potential problems. Here's the detailed analysis:
* Current Cash: $2 million
* Loans Due Tomorrow: $10 million (with an expected 1% default rate, meaning 99% will be repaid)
* Expected Loan Repayment: $10 million * 99% = $9.9 million
* Total Cash Available Tomorrow: $2 million + $9.9 million = $11.9 million However, the bank has significant obligations coming up:
* Securities Purchase (in 2 days): $10 million
* Commercial Paper Maturing (in 3 days): $9 million
Given these commitments, the bank needs to ensure it has enough liquidity:
* Total Obligations in 3 Days: $10 million (securities) + $9 million (commercial paper) = $19 million
* Shortfall: $19 million - $11.9 million = $7.1 million
Therefore, to avoid a liquidity problem, the bank should plan to raise at least $7.1 million.
References: The calculation aligns with the principles outlined in "How Finance Works" on managing liquidity needs and planning for upcoming financial obligations.


NEW QUESTION # 239
......

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