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GARP Financial Risk and Regulation (FRR) Series 認定 2016-FRR 試験問題 (Q335-Q340):

質問 # 335
Which of the following statements about implementation of a successful RCSA program is correct?

A. To ensure that the RCSA is well designed, it is important to interview participants, stakeholders and support functions prior to the launching the RCSA.
B. The RCSA scoring methodology should include only financial impacts and not include reputational, legal, regulatory, client and life safety impacts.
C. Internal loss data help to identify the risks and control weaknesses that need to be addressed in the RCSA; external events are not helpful in informing the discussions around potential risks.
D. An RCSA is only complete after all possible mitigating actions have been identified and analyzed as a result of the assessment process.

正解：A

解説：
Implementing a successful RCSA program requires thorough preparation. This includes interviewing participants, stakeholders, and support functions before launching the RCSA to ensure it is well designed and effectively addresses all relevant risks and controls.

質問 # 336
The Treasury function of a bank typically manages all of the following components EXCEPT:

A. Bank's capital
B. Bank's assets and liabilities
C. Bank's performance estimates
D. Bank's liquidity

正解：C

質問 # 337
Which of the following statements explain how securitization makes the retail assets highly liquid and the balance sheet easier to manage?
I. By securitizing assets any lack of capital can be accommodated by selling the securitized bonds.
II. Any need to diversify credit risk can be achieved by selling bank's own securitized bonds and buying other bonds that increase diversification.
III. Securitization could be used to promote hedging by using limited market instruments.

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

正解：D

解説：
Securitization helps banks make their retail assets highly liquid and their balance sheet easier to manage through the following mechanisms:
I: Accommodating Lack of Capital: By securitizing assets, any lack of capital can be accommodated by selling the securitized bonds. This process enables banks to raise funds quickly by selling bonds backed by their assets.
II: Diversifying Credit Risk: Banks can achieve credit risk diversification by selling their own securitized bonds and buying other bonds that increase diversification. This helps spread the risk across different types of assets and reduces the overall credit risk exposure of the bank.
III; Promoting Hedging: Securitization can be used to promote hedging by using limited market instruments.
By securitizing assets, banks can better hedge their positions and manage the risks associated with their assets more effectively.
References: These points align with the principles outlined in the "How Finance Works" document regarding the benefits of securitization for improving liquidity and managing balance sheets.

質問 # 338
What is a common implicit assumption that is made when computing VaR using parametric methods?

A. The expected returns are constant, but the standard deviation changes over time.
B. The mean and standard deviation of returns change periodically in response to crises.
C. The standard deviations of returns are constant, but the mean changes over time.
D. The mean of and the standard deviations of returns are both constant.

正解：D

解説：
When computing VaR using parametric methods, a common implicit assumption is that both the mean and standard deviation of returns are constant over time.
* Constant Mean: The expected return of the asset or portfolio does not change over the time period considered.
* Constant Standard Deviation: The volatility of returns, which measures the dispersion of returns from the mean, is assumed to be constant.
This assumption simplifies the calculations as it allows the use of historical data to estimate future risks.
However, it may not always hold true in real-world scenarios where markets can exhibit changing volatility and return patterns.
References
* How Finance Works.pdf, p. 201

質問 # 339
Which one of the following four statements regarding commodity derivative risks is INCORRECT?

A. In most commodities, the longest term contracts are the most volatile, while the shortest term forward contract are the least volatile.
B. Calendar spreads represent a special case of basis risk and occur when the relative prices of commodity futures do not come in alignment and the trader becomes exposed to the absolute price movements.
C. Some commodities can be both in backwardation and a have a strong seasonal element.
D. Because of the different demand/supply balance in each region and the cost of transporting the oil between regions, a tanker of Brent crude oil in the UK will have a different value to a UK buyer than a tanker of Arab light crude oil in Singapore, which results in the basis risk.

正解：A

解説：
This statement is incorrect because it is generally observed that longer-term contracts can be less volatile due to the smoothing effect over time, whereas short-term contracts can be more sensitive to immediate market conditions and supply-demand imbalances.
References
Verified with information on the volatility of term contracts in commodity derivatives discussed in the book
"How Finance Works".

質問 # 340
......

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