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: | philip |
A risk associate evaluating his current portfolio of assets and liabilities wants to determine how sensitive this portfolio is to changes in interest rates. Which one of the following four metrics is typically used for this purpose?
What is a common implicit assumption that is made when computing VaR using parametric methods?
A bank has a large number of auto loans and would prefer to sell them to raise cash for more funding. However, selling individual auto loans is difficult. What could the bank do?
An asset-sensitive bank will have a ___ cumulative gap and will benefit from ___ interest rates.