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Code d'Examen: ICBRR
Nom d'Examen: GARP (International Certificate in Banking Risk and Regulation (ICBRR))
Questions et réponses: 342 Q&As
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NO.1 Which of the following are conclusions that could be drawn from the shape of the statistical
distribution of losses that a bank might incur over a future time period?
I. In most years a bank would look more profitable than it will be on average.
II. Most of the time a sufficiently well capitalized bank will appear over-capitalized.
III. Bad years do not come along very often, but when they do they lead to enormous losses.
A. I, II
B. I, III
C. II, III
D. I, II, III
Answer: D
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NO.2 Which of the following statements about endogenous and external types of liquidity are
accurate?
I. Endogenous liquidity is the liquidity inherent in the bank's assets themselves.
II. External liquidity is the liquidity provided by the bank's liquidity structure to fund its assets and
maturing liabilities.
III. External liquidity is the non-contractual and contingent capital supplied by investors to support
the bank in times of liquidity stress.
IV. Endogenous liquidity is the same as funding liquidity.
A. I, II
B. I, III
C. II, III
D. I, II, IV
Answer: B
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NO.3 Which one of the following four statements regarding counterparty credit risk is INCORRECT?
A. Counterparty credit risk refers to the inability to realize gains in a contract with a counterparty due
to its default.
B. The exposure at default is variable due to fluctuations in swap valuations.
C. The exposure at default can be negatively correlated to probability of default.
D. Dynamic collateral provisions often increase counterparty risk considerably.
Answer: B
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NO.4 A risk associate is trying to determine the required risk-adjusted rate of return on a stock using
the Capital Asset Pricing Model. Which of the following equations should she use to calculate the
required return?
A. Required return = risk-free return + beta x market risk
B. Required return = (1-risk free return) + beta x market risk
C. Required return = risk-free return + beta x (1 - market risk)
D. Required return = risk-free return + 1/beta x market risk
Answer: A
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NO.5 What is generally true of the relationship between a bond's yield and it's time to maturity when
the yield curve is upward sloping?
A. The longer the time to maturity of the bond, the lower its yield.
B. The longer the time to maturity of the bond, the higher its yield.
C. The shorter the time to maturity of the bond, the higher its yield.
D. There is no relationship between the two
Answer: B
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NO.6 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. Basel II Accord
B. Solvency II
C. The Markets in Financial Instruments Directive
D. The Sarbanes-Oxley Act
Answer: D
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NO.7 How could a bank's hedging activities with futures contracts expose it to liquidity risk?
A. The futures hedge may not work due to the widening of basis which could result in a loss for the
bank.
B. Prices may move such that a loss results on the hedge.
C. Since futures require margins which are settled every day, the bank could find itself scrambling for
funds.
D. The bank could get exposed to liquidity risk since futures trade on an exchange.
Answer: C
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NO.8 A credit risk analyst is evaluating factors that quantify credit risk exposures. The risk that the
borrower would fail to make full and timely repayments of its financial obligations over a given time
horizon typically refers to:
A. Duration of default.
B. Exposure at default.
C. Loss given default.
D. Probability of default.
Answer: D
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