Exam Name: | Financial Risk and Regulation (FRR) Series | ||
Exam Code: | 2016-FRR Dumps | ||
Vendor: | GARP | Certification: | Financial Risk and Regulation |
Questions: | 387 Q&A's | Shared By: | macey |
What is the explanation offered by the liquidity preference theory for the upward sloping yield curve shape?
In analyzing market option pricing dynamics, a risk manager evaluates option value changes throughout the entire trading day. Which of the following factors would most likely affect foreign exchange option values?
I. Change in the value of the underlying
II. Change in the perception of future volatility
III. Change in interest rates
IV. Passage of time
Which one of the following four statements correctly defines a non-exotic call option?
When trading exotic options, one needs to consider the following risks:
I. Spot foreign exchange risks
II. Forward foreign exchange risks
III. Plain vanilla options risks
IV. Option-specific risks