最新なGARP ICBRR問題集（342題）、真実試験の問題を全部にカバー！

質問 1：
10 basis points are equal to:
A. 1%
B. 10%
C. 0.1%
D. 0.01%
正解：C

質問 2：
Which of the following are the most common methods to increase liquidity in stressed conditions?
I. Selling or securitizing assets.
II. Obtaining additional credit lines.
III.
Securing a better credit rating.
A. I, II, III
B. I, II
C. I
D. II, III
正解：B

質問 3：
Which one of the following four statements on factors affecting the value of options is correct?
A. As time passes, options will increase in value.
B. As interest rates rise and option's rho is positive, option prices will decrease.
C. As volatility rises, options increase in value.
D. As the value of underlying security increases, the value of the put option increases.
正解：C

質問 4：
Bank Omega is using futures contracts on a well capitalized exchange to hedge its market risk exposure. Which of the following could be reasons that expose the bank to liquidity risk?
I. The bank may not be able to unwind the futures contracts before expiration.
II. Prices may move such that a loss results on the hedge.
III. Since futures require margins which are settled every day, the bank could find itself scrambling for funds.
IV.
Exchange margin requirements could change unexpectedly.
A. I, IV
B. I, III, IV
C. I, II, III, IV
D. III, IV
正解：D

質問 5：
A financial analyst is trying to distinguish credit risk from market risk. A $100 loan collateralized with $200 in stock has limited ___, but an uncollateralized obligation issued by a large bank to pay an amount linked to the long-term performance of the Nikkei 225 Index that measures the performance of the leading Japanese stocks on the Tokyo Stock Exchange likely has more ___ than ___.
A. Credit risk, legal risk; market risk
B. Market risk; market risk; credit risk
C. Legal risk; market risk; credit risk
D. Market risk; credit risk; market risk
正解：B

質問 6：
Why do regulatory standards impose formulaic capital calculations for all of the banks activities?
I. If the banks use different models it is difficult for a regulator to compare results across banks.
II. By imposing standardized calculations regulators can make sure that banks are not missing key risks in their calculations.
III.
By imposing standardized calculations regulators can make sure that banks do not use capital calculations to game the banking regulation system.
A. I
B. I,II, III
C. II, III
D. I,II
正解：B

質問 7：
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, IV
B. I, II
C. I, III
D. II, III
正解：C

質問 8：
Which of the following measure describes the symmetry of a statistical distribution?
A. Skewness
B. Standard deviation
C. Mean
D. Kurtosis
正解：A

質問 9：
Banks duration match their assets and liabilities to manage their interest risk in their banking book. Currently, the bank's assets and liabilities both have a duration of 10. To hedge against the risk of decreasing interest rates, the bank should
I. Increase the duration of the liabilities
II. Increase the duration of the assets
III. Decrease the duration of the liabilities
IV.
Decrease the duration of the assets
A. I and IV
B. II and III.
C. I only.
D. I and II.
正解：A