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[General] Quiz GARP - 2016-FRR - Financial Risk and Regulation (FRR) Series–High-quality K

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【General】 Quiz GARP - 2016-FRR - Financial Risk and Regulation (FRR) Series–High-quality K

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q274-Q279):NEW QUESTION # 274
Which of the following bank events could stress the bank's liquidity position?
I. Obligations to fund assets like mortgages
II. Unusually large depositor withdrawals
III. Counterparty collateral calls
IV. Nonperforming assets
  • A. I, II, III and IV
  • B. III, IV
  • C. I, II
  • D. IV
Answer: A
Explanation:
All the listed events could stress a bank's liquidity position:
* I: Obligations to fund assets like mortgages require liquidity to fulfill lending commitments.
* II: Unusually large depositor withdrawals can lead to a liquidity crunch.
* III: Counterparty collateral calls require immediate liquidity to meet margin requirements.
* IV: Nonperforming assets reduce the bank's liquidity by tying up resources in non-earning assets.
ReferencesBased on comprehensive analysis of factors affecting bank liquidity and potential stress points.

NEW QUESTION # 275
Sam has hedged a portfolio of bonds against a small parallel shift in the yield curve using the duration measure. What should Sam do to ensure that the portfolio is hedged against larger parallel shifts in the yield curve?
  • A. Take positions to increase the duration
  • B. Since the portfolio is duration hedged Sam does not need to take additional positions.
  • C. Take positions to reduce the duration
  • D. Take positions to make the convexity zero
Answer: D
Explanation:
When hedging a portfolio of bonds against shifts in the yield curve, using only duration as a measure is effective for small parallel shifts. However, for larger shifts, convexity becomes significant. Convexity accounts for the curvature in the relationship between bond prices and yields, providing a more accurate measure of interest rate risk. To ensure the portfolio is hedged against larger parallel shifts, Sam should take positions that neutralize the portfolio's convexity. This involves adjusting the portfolio in a way that it is less sensitive to changes in interest rates, providing a second-order measure of risk beyond duration.

NEW QUESTION # 276
After entering the securitization business, Delta Bank increases its cash efficiency by selling off the lower risk portions of the portfolio credit risk. This process ___ return on equity for the bank, because the cash generated by the risk-transfer and the overall ___ of the bank's exposure to the risk.
  • A. Increases; reduction;
  • B. Decreases; reduction;
  • C. Increases; increase;
  • D. Decreases; increase;
Answer: A
Explanation:
* By selling off the lower risk portions of the portfolio credit risk, Delta Bank can increase its cash efficiency. This process generates cash which can be reinvested or used for other purposes, effectively improving the return on equity (ROE).
* The overall risk exposure of the bank is reduced as the lower risk assets are sold off, leaving a more concentrated higher-risk portfolio, which still needs to be managed effectively.
References:
* How Finance Works: "Securitization and selling lower risk assets can increase cash efficiency and return on equity by reducing the overall exposure to risk."

NEW QUESTION # 277
Which of the following risk measures are based on the underlying assumption that interest rates across all maturities change by exactly the same amount?
I. Present value of a basis point.
II. Yield volatility.
III. Macaulay's duration.
IV. Modified duration.
  • A. I and II
  • B. I, II, III, and IV
  • C. I, II, and III
  • D. I, III, and IV
Answer: D
Explanation:
Risk measures such as the present value of a basis point (I), Macaulay's duration (III), and modified duration (IV) are based on the underlying assumption that interest rates across all maturities change by exactly the same amount. These measures rely on the concept of a parallel shift in the yield curve, where all interest rates move together in a uniform manner. Yield volatility (II), on the other hand, is not predicated on this assumption as it measures the variability in yields over time and does not assume uniform changes across all maturities.

NEW QUESTION # 278
To protect the oranges harvest price level, a farmer needs to take a hedge position. Provided that he produces the amount he hedged, which one of the following four strategies will allow the farmer to accomplish his goal?
  • A. Going short on oranges futures contracts
  • B. Negotiating a credit line facility
  • C. Entering into a customized forward contract with the bank
  • D. Going long on oranges futures contacts
Answer: A
Explanation:
* To hedge against the price risk of a future harvest, a farmer would take a position opposite to their exposure.
* By going short on futures contracts, the farmer locks in a selling price for the oranges, protecting against a potential decline in market prices at the time of harvest.
* This strategy effectively sets a future selling price, ensuring revenue stability regardless of market
* fluctuations.

NEW QUESTION # 279
......
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