GARP ICBRR

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GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:

1. Which of the following statements about the interest rates and option prices is correct?

A) As interest rates rise, all options will rise in value.
B) As interest rates fall, all options will rise in value.
C) If rho is positive, rising interest rates decrease option prices.
D) If rho is positive, rising interest rates increase option prices.

2. 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, IV
B) IV
C) I, II
D) III

3. Which one of the following four statements correctly defines a typical carry trade?

A) A bank borrows funds in a low-interest currency, accumulates reserves, and lends in another low-interest currency.
B) A bank borrows funds in a low-interest currency and places the funds on deposit in a high-interest currency.
C) A bank borrows funds in a high-interest currency and places the funds in a long-term low volatility investment vehicle.
D) A bank borrows funds in a high-interest currency and invests the funds into high-yield emerging market debt.

4. Gamma Bank provides a $100,000 loan to Big Bath retail stores at 5% interest rate (paid annually). The loan also has an annual expected default rate of 2%, and loss given default at 50%. In this case, what will the bank's expected loss be? What is the expected loss of this loan?

A) $550
B) $300
C) $750
D) $1,050

5. A risk manager has a long forward position of USD 1 million but the option portfolio decreases JPY 0.50 for every JPY 1 increase in his forward position. At first approximation, what is the overall result of the options positions?

A) The options positions hedge the forward position by 25%.
B) The option positions hedge the forward position by 100%.
C) The option positions hedge the forward position by 50%.
D) The option positions hedge the forward position by 75%.

Solutions: