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Pass Guaranteed Quiz GARP - 2016-FRR - Financial Risk and Regulation (FRR) Series Unparalleled Certification Exam

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The FRR Series is a comprehensive certification program that covers various aspects of financial risk management and regulation. The program is designed for risk professionals who want to enhance their knowledge and skills in areas such as market risk, credit risk, operational risk, and regulatory compliance. The FRR Series is suitable for individuals working in banks, financial institutions, regulatory bodies, and other organizations where risk management is a critical function.

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q99-Q104):

NEW QUESTION # 99
Which one of the following four statements does identify correctly the relationship between the value of an
option and perceived exchange rate volatility?

A. With increases in perceived future foreign exchange volatility, the value of all foreign exchange
B. As the perceived future foreign exchange volatility decreases, the value of all options increases.
C. As the perceived future foreign exchange volatility increases, the value of all options increases.
D. Option values can only change due to the factors related to the demand for specific options

Answer: C

NEW QUESTION # 100
Which one of the following four parameters is NOT a required input in the Black-Scholes model to price a foreign exchange option?

A. Underlying interest rates
B. Underlying exchange rates
C. Option exercise price
D. Discrete future stock prices

Answer: D

Explanation:
The Black-Scholes model does not require discrete future stock prices as an input. Instead, it uses the current price of the underlying asset, the option's strike price, time to maturity, risk-free interest rate, and the volatility of the underlying asset. The model assumes that the price of the underlying asset follows a continuous stochastic process and not discrete intervals.
References:This non-requirement of discrete future stock prices in the Black-Scholes model is confirmed in the "How Finance Works" document, which details the necessary inputs for the model.

NEW QUESTION # 101
James Johnson bought a coupon bond yielding 4.7% for $1,000. Assuming that the price drops to $976 when
yield increases to 4.71%, what is the PVBP of the bond.

A. $976.
B. $76.
C. $26.
D. $870.

Answer: C

NEW QUESTION # 102
Which one of the following four statements correctly identifies disadvantages of using the economic capital?

A. Economic capital estimates the level of expected losses.
B. Since banks are putting their money at risk they have an incentive to increase economic capital.
C. Economic capital may do not take into consideration the regulatory requirements.
D. The economic capital models used by banks may be subject to significant model risk.

Answer: D

NEW QUESTION # 103
Short-selling is typically associated with the following risks:
I. Potential for extreme losses
II. Risk associated with the availability of shares to borrow
III. Market behavior risk
IV. Liquidity risk

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

Answer: B

Explanation:
Short-selling is associated with several risks:
* Potential for extreme losses: If the price of the shorted asset increases significantly, the losses can be unlimited.
* Risk associated with the availability of shares to borrow: Short-sellers need to borrow shares to sell them, and there may be situations where shares are not available.
* Market behavior risk: Market conditions can change rapidly, affecting the prices of shorted assets.
* Liquidity risk: Short-sellers may face difficulty in covering their positions if the market lacks sufficient liquidity.

NEW QUESTION # 104
......

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Dylan Anderson Dylan Anderson

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