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Professional Free 2016-FRR Practice and Authorized 2016-FRR Reliable Exam Prep & New Relevant Financial Risk and Regulation (FRR) Series Answers

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q251-Q256):

NEW QUESTION # 251
Which one of the following market risk measures evaluates the bank's earnings sensitivity?

A. Value-at-risk back testing
B. Earnings-at-risk stress testing
C. Large exposure risk identification
D. Cash flow stress testing

Answer: B

NEW QUESTION # 252
Modified duration of a bond measures:

A. The present value of the future cash flows of a bond calculated at a yield equal to 1%.
B. The change in value of a bond when yields increase by 1 basis point.
C. The percentage change in a bond price when yields increase by 1 basis point.
D. The percentage change in a bond price when the yields change by 1%.

Answer: D

Explanation:
Modified duration of a bond measures the sensitivity of the bond's price to changes in interest rates. It approximates the percentage change in the price of the bond for a 1% change in yield, helping investors understand the bond's interest rate risk.

NEW QUESTION # 253
If a bank is long £500 million pounds, short £300 million in delta-equivalent pound options, and long £100 million in pound-denominated stocks, what is the amount of pound exposure that would be shown in the aggregated risk reports?

A. £300 million pounds
B. £500 million pounds
C. £900 million pounds
D. £800 million pounds

Answer: A

Explanation:
To determine the pound exposure in the aggregated risk reports, we sum the net positions:
* Long £500 million:
* The bank holds a long position of £500 million.
* Short £300 million in delta-equivalent pound options:
* This position reduces the exposure by £300 million.
* Long £100 million in pound-denominated stocks:
* This adds £100 million to the exposure.
Net exposure: 500#300+100=300 million pounds500 - 300 + 100 = 300 , ext{million pounds}
500#300+100=300million pounds
Thus, the pound exposure shown in the aggregated risk reports is £300 million.
References
Source: How Finance Works

NEW QUESTION # 254
Altman's Z-score incorporates all the following variables that are predictive of bankruptcy EXCEPT:

A. Sales to total assets
B. Return on equity
C. Return on total assets
D. Equity to debt

Answer: B

NEW QUESTION # 255
In analyzing the historical performance of a financial product, you are concerned about "fat tails", the
probability of extreme returns compared to realized returns. Which of the following measures should you use
to determine if the product return distribution of the product has "fat tails"?

A. Kurtosis
B. Standard deviation
C. Skewness
D. Mean

Answer: A

NEW QUESTION # 256
......

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