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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q236-Q241):

NEW QUESTION # 236
What is a common implicit assumption that is made when computing VaR using parametric methods?

A. The mean and standard deviation of returns change periodically in response to crises.
B. The expected returns are constant, but the standard deviation changes over time.
C. The mean of and the standard deviations of returns are both constant.
D. The standard deviations of returns are constant, but the mean changes over time.

Answer: C

Explanation:
When computing VaR using parametric methods, a common implicit assumption is that both the mean and standard deviation of returns are constant over time.
* Constant Mean: The expected return of the asset or portfolio does not change over the time period considered.
* Constant Standard Deviation: The volatility of returns, which measures the dispersion of returns from the mean, is assumed to be constant.
This assumption simplifies the calculations as it allows the use of historical data to estimate future risks.
However, it may not always hold true in real-world scenarios where markets can exhibit changing volatility and return patterns.
References
* How Finance Works.pdf, p. 201

NEW QUESTION # 237
In the United States, stock investors must comply with the Regulation T of the Federal Reserve Bank and may
borrow up to ___ of the value of the securities from their brokers.

A. 40%
B. 30%
C. 50%
D. 60%

Answer: C

NEW QUESTION # 238
Which of the following are typical properties of a statistical distribution of potential losses that a bank might
sustain over a period of time?
I. The range of possible losses above the average loss is much greater than those below the average loss.
II. The loss that is most likely to occur is below the average loss.
III. The loss that is most likely to occur is above the average loss.

A. I, II
B. II
C. I, III
D. III

Answer: B

NEW QUESTION # 239
Arnold Wu owns a floating rate bond. He is concerned that the rates may fall in the future decreasing his
payment amount. Which of the following instruments should he buy to hedge against the fall in interest rates?

A. Interest rate swap that receives floating and pays fixed
B. Interest rate floor
C. Interest rate cap
D. Index amortizing swap

Answer: B

NEW QUESTION # 240
What does a bank normally use to cover expected credit losses?

A. Equity
B. Deposits
C. Capital
D. Loan loss reserves

Answer: D

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Loan loss reserves (LLR) are provisions set aside from earnings to cover expected credit losses (ECL), reflecting anticipated defaults under accounting standards (e.g., IFRS 9, CECL). Capital (B) and equity (D) absorb unexpected losses per Basel rules, while deposits (C) are a funding source, not a loss buffer. GARP's FRR and Basel distinguish LLR for expected losses versus capital for unexpected losses.
Reference:BCBS, "Basel II: International Convergence of Capital Measurement and Capital Standards," June
2006, para. 43-44; GARP FRR Study Notes, Credit Risk Section.

NEW QUESTION # 241
......

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Pass Guaranteed GARP - Professional 2016-FRR - Financial Risk and Regulation (FRR) Series Exam Simulator

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q236-Q241):

Marvelous 2016-FRR Exam Simulator to Obtain GARP Certification

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