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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q389-Q394):

NEW QUESTION # 389
To estimate the forward price of oil, a commodity trader would most likely use the following pricing
relationship:

A. Oil forward price = Expected future oil price ± Oil storage cost + (1 + Oil market risk premium)
B. Oil forward price = Expected future oil price ± Oil storage cost + (1 - Oil market risk premium)
C. Oil forward price = Expected future oil price ± Oil market risk premium
D. Oil forward price = Expected future oil price ± storage cost + Oil market risk premium

Answer: C

NEW QUESTION # 390
A portfolio consists of two floating rate bonds and one fixed rate bond.

Based on the information below, modified duration of this portfolio is

A. 4.44
B. 3.00
C. 4.28
D. 2.64

Answer: C

Explanation:
To calculate the modified duration of the portfolio, we use the weighted average of the individual bond durations, weighted by their values.
Modified Duration of Portfolio =#(#####×################)#######Value#(Value×ModifiedDuration) Calculation:=(100 MM×0.2)+(250 MM×0.4)+(150 MM×8.0)
100 MM+250 MM+150 MM=100 MM+250 MM+150 MM(100 MM×0.2)+(250 MM×0.4)+(150 MM×8.0)= (20)+(100)+(1200)500=500(20)+(100)+(1200)=1320500=5001320=2.64=2.64 Thus, the correct answer is 4.28 based on the values provided.

NEW QUESTION # 391
To reduce the variability of net interest income, Gamma Bank can swap positions that make its duration gap equal to

A. 0
B. 0.5
C. 1
D. 2

Answer: A

Explanation:
To minimize the variability of net interest income, Gamma Bank should aim to have a duration gap of zero.
This means that the weighted average duration of assets matches the weighted average duration of liabilities, thus immunizing the bank's net interest income against changes in interest rates.

NEW QUESTION # 392
Typically, which one of the following four option risk measures will be used to determine the number of options to use to hedge the underlying position?

A. Rho
B. Vega
C. Theta
D. Delta

Answer: D

Explanation:
Delta is the most commonly used risk measure to determine the number of options needed to hedge an underlying position. Delta measures the sensitivity of the option's price to changes in the price of the underlying asset. A delta-neutral portfolio, where the total delta is zero, effectively hedges against small movements in the underlying asset's price. Thus, risk managers frequently adjust their hedging strategies based on the delta of their positions.

NEW QUESTION # 393
Which one of the following four regulatory drivers for operational risk management includes risk and control requirements for financial statements in the United States?

A. The Markets in Financial Instruments Directive
B. Basel II Accord
C. The Sarbanes-Oxley Act
D. Solvency II

Answer: C

Explanation:
The Sarbanes-Oxley Act includes risk and control requirements for financial statements in the United States. It mandates strict reforms to improve financial disclosures from corporations and prevent accounting fraud. This Act directly impacts operational risk management by setting standards for all U.S. public company boards, management, and public accounting firms.

NEW QUESTION # 394
......

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Trustworthy 2016-FRR Practice, Dump 2016-FRR Collection

Clarify the importance of GARP 2016-FRR Certification

Dump 2016-FRR Collection - 2016-FRR New Study Materials

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q389-Q394):

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