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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q152-Q157):
NEW QUESTION # 152
Which of the following assets on the bank's balance sheet has greatest endogenous liquidity risk?
- A. A 10-year U.S treasury bond
- B. A 2-year U.S treasury bond
- C. A 3-year subprime mortgage
- D. A 1-week corporate loan with a AAA rated company
Answer: C
Explanation:
Endogenous liquidity risk refers to the risk arising from the inherent characteristics of the asset itself, which can affect its liquidity under stress conditions.
* A 2-year U.S. Treasury bond (Option A) and a 10-year U.S. Treasury bond (Option C) are both highly liquid because they are backed by the U.S. government and have deep, well-functioning markets.
* A 1-week corporate loan with a AAA-rated company (Option B) has high credit quality and a short duration, making it relatively liquid.
* A 3-year subprime mortgage (Option D), however, carries significant credit risk and is less liquid due to its lower credit quality and the potential for higher default rates, particularly under stress conditions.
This makes it the asset with the greatest endogenous liquidity risk.
ReferencesBased on information on liquidity risks and the inherent risk characteristics of various assets as discussed in the document.
NEW QUESTION # 153
If a bank is long £500 million pounds, short £300 million in delta-equivalent pound options, and long £100
million in pound-denominated stocks, what is the amount of pound exposure that would be shown in the
aggregated risk reports?
- A. £800 million pounds
- B. £500 million pounds
- C. £300 million pounds
- D. £900 million pounds
Answer: C
NEW QUESTION # 154
US-based BetaBank have accumulated Japanese yen, Japanese government bonds, options on Japanese yen,
and positions in commodities that have a positive correlation with yen. Which one of the four following
non-statistical risk measures could be used to evaluate the BetaBank's exposure to the Japanese economy?
- A. Position turnover
- B. Position sensitivities
- C. Position volatility
- D. Position concentrations
Answer: D
NEW QUESTION # 155
Short-selling is typically associated with the following risks:
I. Potential for extreme losses
II. Risk associated with the availability of shares to borrow
III. Market behavior risk
IV. Liquidity risk
- A. II, IV
- B. I, II
- C. I, III
- D. I, II, III, IV
Answer: D
Explanation:
Short-selling is associated with several risks:
* Potential for extreme losses: If the price of the shorted asset increases significantly, the losses can be unlimited.
* Risk associated with the availability of shares to borrow: Short-sellers need to borrow shares to sell them, and there may be situations where shares are not available.
* Market behavior risk: Market conditions can change rapidly, affecting the prices of shorted assets.
* Liquidity risk: Short-sellers may face difficulty in covering their positions if the market lacks sufficient liquidity.
NEW QUESTION # 156
Which one of the following four features is NOT a typical characteristic of futures contracts?
- A. Daily margin calls
- B. Fixed notional amount per contract
- C. Traded Over-the-counter only
- D. Fixed dates for delivery
Answer: C
NEW QUESTION # 157
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