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GARP Updated 2016-FRR Exam Questions and Answers by zach

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GARP 2016-FRR Exam Overview :

Exam Name: Financial Risk and Regulation (FRR) Series
Exam Code: 2016-FRR Dumps
Vendor: GARP Certification: Financial Risk and Regulation
Questions: 342 Q&A's Shared By: zach
Question 8

Which one of the following four statements about planning for the operational risk framework is INCORRECT?

Options:

A.

Planning for the operational risk framework involves setting clear goals, realistic milestones and achievable deliverables that add value.

B.

An operational risk framework is a complex and evolving challenge, and to keep its development under control it is important to apply strong project management skills to the design and implementation of each new element.

C.

Planning for the operational risk framework suggests that short-term planning and focus on immediate benefits is strongly preferred to the long-term planning approach.

D.

Once the elements of an operational risk framework are up and running, they need to be monitored to ensure they maintain their integrity and do not deteriorate over time.

Discussion
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Question 9

Gamma Bank is operating in a highly volatile interest rate environment and wants to stabilize its net income by shifting the sources of its earnings from interest rate sensitive sources to less interest rate sensitive sources. All of the following strategies can help achieve this objective EXCEPT:

Options:

A.

Charge bank fees for underwriting loans

B.

Provide trust, asset management, and trading services to customers

C.

Extend different types of credit

D.

Originate more floating interest rate loans

Discussion
Question 10

On January 1, 2010 the TED (treasury-euro dollar) spread was 0.4%, and on January 31, 2010 the TED spread is 0.9%. As a risk manager, how would you interpret this change?

Options:

A.

The decrease in the TED spread indicates a decrease in credit risk on interbank loans.

B.

The decrease in the TED spread indicates an increase in credit risk on interbank loans.

C.

Increase in interest rates on both interbank loans and T-bills.

D.

Increase in credit risk on T-bills.

Discussion
Question 11

Which one of the following statements regarding collateralized mortgage obligations (CMO) is incorrect?

Options:

A.

CMOs have senior tranches which are considered short-term, low-risk instruments by banks

B.

CMOs are asset-backed securities that have pools of collateralized debt obligations (CDOs) as underlying collateral.

C.

CMOs are generally less risky investment than CDOs.

D.

CMOs are pools of mortgages that are divided according to the timing of cash flows.

Discussion
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