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2016-FRR Dumps PDF, Exam Sample 2016-FRR Questions

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q309-Q314):

NEW QUESTION # 309
Bank customers traditionally trade commodity futures with banks in order to achieve which of the following goals?
I. To express their own price views
II. To reverse undesired short-term exposure created from fixed commodity sales III. To reach short-term budgetary targets

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

Answer: C

Explanation:
* Bank customers trade commodity futures for various reasons including expressing their own price views, reversing undesired short-term exposure from fixed commodity sales, and reaching short-term budgetary targets.
* Each of these goals involves managing price risk or speculative opportunities, which are fundamental uses of futures contracts in commodity markets.

NEW QUESTION # 310
If the yield on the 3-month risk free bonds issued by the U.S government is 0.5%, and the 3-month LIBOR rate is 2.5%, what is the TED spread?

A. 2.0%
B. 0.5%
C. -2.0%
D. 3.0%

Answer: A

Explanation:
The TED spread is calculated as the difference between the interest rates on interbank loans and short-term U.
S. government debt (T-bills). Specifically, the TED spread = LIBOR - Treasury bill rate. In this case, the 3- month LIBOR rate is 2.5% and the yield on the 3-month U.S. Treasury bill is 0.5%. Thus, the TED spread is
2.5% - 0.5% = 2.0%.

NEW QUESTION # 311
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

Explanation:
* The forward price of a commodity like oil is typically determined by the expected future spot price and adjusted for the risk premium associated with the market.
* Storage costs are often considered separately and are not typically included in the forward pricing
* relationship in the simple form as given in option A.
* Therefore, the most straightforward and likely answer based on common financial theory is the expected future oil price adjusted by the market risk premium.

NEW QUESTION # 312
Which one of the following four statements about economic capital of a bank is correct?

A. Economic capital is determined by rules imposed by an external authority.
B. Economic capital reflects the possible losses that could occur based on the bank's own estimates of the
risks it is taking.
C. Economic capital is the present value of the earnings generated by the bank in the future.
D. Economic capital measures how the economy is doing compared to the bank.

Answer: B

NEW QUESTION # 313
Which one of the following four statements represents the advantages of the historical sim-ulation method
when calculating VaR?

A. Rely on current market data to describe the distribution of returns and determine volatilities.
B. Are only using loss probabilities that can be found in tables of the standard normal distribution.
C. Are believed to be superior in accuracy predicting future levels of realized volatility.
D. Solve the problem caused by incorrectly assuming that asset returns are normally distributed.

Answer: D

NEW QUESTION # 314
......

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