NEWEST 2016-FRR EXAM DUMPS COLLECTION - EASY AND GUARANTEED 2016-FRR EXAM SUCCESS

Newest 2016-FRR Exam Dumps Collection - Easy and Guaranteed 2016-FRR Exam Success

Newest 2016-FRR Exam Dumps Collection - Easy and Guaranteed 2016-FRR Exam Success

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Nobody wants to be stranded in the same position in his or her company. And nobody wants to be a normal person forever. Maybe you want to get the 2016-FRR certification, but daily work and long-time traffic make you busier to improve yourself. However, there is a piece of good news for you. Thanks to our 2016-FRR Training Materials, you can learn for your 2016-FRR certification anytime, everywhere. And you will be bound to pass the exam with our 2016-FRR exam questions.

The FRR Series is designed for professionals who work in fields such as banking, insurance, and asset management, and who are involved in managing financial risk or ensuring regulatory compliance. The program covers a variety of topics such as risk management frameworks, financial risk measurement and analysis, and regulatory compliance requirements. The FRR Series is recognized globally and is highly respected within the financial services industry.

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Why do I need to take GARP 2016-FRR?

With the dramatic changes in the financial world, the need for financial professionals has never been greater. The GARP 2016-FRR will help you demonstrate your knowledge and enhance your professional credibility. It is designed to test your knowledge and ability to apply that knowledge in both a theoretical and practical setting. Global bot policy, compliance, finance, management, regulatory affairs, and project management are just some of the areas covered in 2016-FRR. That is why you need to take GARP 2016-FRR. 2016-FRR exam dumps and papers are helpful. GARP 2016-FRR is on the right track, to help candidates prepare for this, candidates can take advantage of GARP preparation materials and practice exams. Matched against your peers, this certification will show you are competitive in the market. The regular creation of the GARP is to ensure its current relevance, so it will be timely, relevant, and valuable to the risks professionals of today and tomorrow.

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q23-Q28):

NEW QUESTION # 23
Banks duration match their assets and liabilities to manage their interest risk in their banking book. A bank has $100 million in interest rate sensitive assets and $100 million in interest rate sensitive liabilities. Currently the bank's assets have a duration of 5 and its liabilities have a duration of 2. The asset-liability management committee of the bank is in the process of duration-matching. Which of the following actions would best match the durations?

  • A. Decrease the duration of liabilities by 1 and decrease the duration of assets by 1.
  • B. Increase the duration of liabilities by 2 and decrease the duration of assets by 1.
  • C. Increase the duration of liabilities by 2 and increase the duration of assets by 1.
  • D. Decrease the duration of liabilities by 1 and increase the duration of assets by 1.

Answer: B

Explanation:
To match the durations of assets and liabilities, the bank needs to adjust the durations so that they are equal.
Currently, the assets have a duration of 5 and the liabilities have a duration of 2.
One way to match the durations is to increase the duration of liabilities by 2 (making it 4) and decrease the duration of assets by 1 (making it 4). This results in both the assets and liabilities having the same duration, thereby matching them.


NEW QUESTION # 24
A risk analyst is considering how to reduce the bank's exposure to rising interest rates. Which of the following
strategies will help her achieve this objective?
I. Reducing the average repricing time of its loans
II. Increasing the average repricing time of its deposits
III. Entering into interest rate swaps
IV. Improving earnings capacity and increasing intermediated funds

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

Answer: C


NEW QUESTION # 25
A risk management team of a European bank collects internal operational loss event data as part of the operational risk event program and uses this data as an input into an operational risk capital model. To comply with the Basel II Accord requirements and to form the basis of a capital model, the risk management team will need:

  • A. A minimum of three years of loss data in a capital model, and the use of five years of data once it is available
  • B. A minimum of four years of loss data in a capital model, and the use of six years of data once it is available
  • C. A minimum of five years of loss data in a capital model, and the use of ten years of data once it is available
  • D. A minimum of two years of loss data in a capital model, and the use of four years of data once it is available

Answer: A

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Under Basel II's Advanced Measurement Approach (AMA) for operational risk, banks must use internal loss data as a key input into their capital models. The Basel II framework specifies that banks should have a minimum of three years of historical loss data when initially implementing the AMA, transitioning to five years as more data becomes available. This ensures robust statistical modeling of operational risk. The BCBS states: "A bank's internal loss data must cover a minimum observation period of three years when it first moves to the AMA, and five years thereafter." Options A, C, and D do not align with this requirement.
Reference:BCBS, "Basel II: International Convergence of Capital Measurement and Capital Standards," June
2006, para. 669-670; GARP FRR Study Notes, Operational Risk Section.


NEW QUESTION # 26
Which of the following statements about the option gamma is correct? Gamma is the
I. Second derivative of the option value with respect to the volatility.
II. Percentage change in option value per percentage change in the price of the underlying instrument.
III. Second derivative of the value function with respect to the price of the underlying instrument.
IV. Rate of change of the option delta with respect to changes in the underlying price.

  • A. III and IV
  • B. II, III, and IV
  • C. II and III
  • D. I only

Answer: A


NEW QUESTION # 27
Which of the following factors are typically included in standard operational risk definitions?
I. Human errors
II. Process failure
III. Systems failure
IV. Unexpected events

  • A. I, II and III
  • B. I and II
  • C. I and IV
  • D. II and III

Answer: A

Explanation:
Standard operational risk definitions typically include human errors (I), process failure (II), and systems failure (III). Unexpected events (IV) are generally considered in broader risk categories but are not standard elements of operational risk definitions.
References:Standard operational risk definitions from Financial Risk and Regulation documents.


NEW QUESTION # 28
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