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: | mikolaj |
Bank Sigma has an opportunity to do a securitization deal for a credit card company, but has to retain a portion of the residual risk of the deal with an estimated VaR of $8 MM. Its fees for the deal are $2 MM, and the short-term financing costs are $600,000. What would be the RAROC for this transaction?
Which one of the following four physical commodities markets has the right combination of characteristics that generally allows short selling in the market, without making the short-selling transaction prohibitively expensive?
Which of the following assets on the bank's balance sheet has greatest endogenous liquidity risk?