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Latest 2016-FRR Exam Preparation | 2016-FRR Accurate Test

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The format name of GARP 2016-FRR practice test questions is GARP PDF Questions file, desktop practice test software, and web-based practice test software. Choose the nay type of Financial Risk and Regulation (FRR) Series 2016-FRR Practice Exam Questions that fit your 2016-FRR exam preparation requirement and budget and start preparation without wasting further time.

GARP 2016-FRR Exam is part of the GARP (Global Association of Risk Professionals) FRR series, which includes several other exams related to financial risk and regulation. The FRR series is designed to provide professionals with the tools and knowledge needed to navigate the complex world of financial risk management and compliance.

GARP 2016-FRR exam is an important certification exam for financial professionals who want to demonstrate their expertise in risk management and regulatory compliance. 2016-FRR exam covers a wide range of topics and requires candidates to have a deep understanding of the financial industry and the regulatory environment. Passing the exam is a significant achievement that demonstrates a commitment to professional development and the highest standards of professional conduct.

The Global Association of Risk Professionals (GARP) is a not-for-profit organization that offers various certification programs to professionals in the field of risk management. One of their most popular certifications is the Financial Risk and Regulation (FRR) Series Certification. Financial Risk and Regulation (FRR) Series certification program is designed to help individuals understand and manage financial risks in today's complex and constantly changing financial environment.

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q146-Q151):

NEW QUESTION # 146
Bank G has a 1-year VaR of USD 20 million at 99% confidence level while bank H has a 1-year VaR of USD
10 million at 95% confidence level. Which bank is in a more risky position as measured by VaR?

A. Bank H is taking twice the risk of bank G as measured by VaR.
B. Bank G is taking twice the risk of bank H as measured by VaR.
C. Both banks are equally risky since the measurements are with the same confidence level.
D. Since the confidence levels are not the same we cannot make any conclusions.

Answer: D

Explanation:
VaR calculations depend heavily on the confidence level chosen. Bank G's 1-year VaR of USD 20 million is calculated at a 99% confidence level, while Bank H's 1-year VaR of USD 10 million is calculated at a 95% confidence level. These different confidence levels mean that the probabilities associated with the potential losses are not directly comparable. The 99% confidence level implies a more conservative risk estimate compared to the 95% confidence level, hence no direct risk comparison can be accurately made.

NEW QUESTION # 147
For which one of the following four reasons do corporate customers use foreign exchange derivatives?
I. To lock in the current value of foreign-denominated receivables
II. To lock in the current value of foreign-denominated payables
III. To lock in the value of expected future foreign-denominated receivables IV. To lock in the value of expected future foreign-denominated payables

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

Answer: D

Explanation:
Corporate customers use foreign exchange derivatives for several reasons:
* To lock in the current value of foreign-denominated receivables (I)
* To lock in the current value of foreign-denominated payables (II)
* To lock in the value of expected future foreign-denominated receivables (III)
* To lock in the value of expected future foreign-denominated payables (IV) These derivatives are used as a hedging mechanism to manage currency risk and provide certainty regarding future cash flows and costs.

NEW QUESTION # 148
Which of the following would a bank resort to as a "lender of last resort" in the event of an extreme liquidity crisis?

A. LIBOR markets
B. Discount window
C. Futures Markets
D. U.S treasury markets

Answer: B

Explanation:
In the event of an extreme liquidity crisis, a bank would resort to the "discount window" as a lender of last resort. This facility is provided by central banks (like the Federal Reserve) to offer loans to banks facing liquidity shortages, thereby stabilizing the financial system.
References
Standard financial practice and the role of central banks in providing emergency liquidity.

NEW QUESTION # 149
A customer of EtaBank, Alfred Fall, fell on the marble floors of the bank and sustained substantial injuries.
Subsequently, he won a personal injury claim of $50,000 against EtaBank. How should EtaBank's operational loss data event information database categorize this event?

A. This event would qualify as "Employment Practices and Workplace Safety".
B. This event would not qualify as an operational risk event.
C. This event would qualify as "Business Disruption and System Failures".
D. This event would qualify as "Legal Risk".

Answer: A

Explanation:
* Operational risk events are categorized based on the nature of the incident.
* Alfred Fall's injury due to falling on the marble floors of the bank and subsequent personal injury claim aligns with incidents related to workplace safety.
* Option A: Business Disruption and System Failures - Incorrect, as this category relates to disruptions in business operations, not physical injuries.
* Option B: Employment Practices and Workplace Safety - Correct. This category includes incidents related to safety within the workplace.
* Option C: Not qualifying as an operational risk event is incorrect, as it clearly involves a risk incident.
* Option D: Legal Risk is more about legal exposures due to contractual breaches or legal actions unrelated to workplace safety.

NEW QUESTION # 150
Which one of the following four formulas correctly identifies the expected loss for all credit instruments?

A. Expected Loss = Probability of Default x Loss Given Default + Exposure at Default
B. Expected Loss = Probability of Default x Loss Given Default x Exposure at Default
C. Expected Loss = Probability of Default x Loss Given Default - Exposure at Default
D. Expected Loss = Probability of Default x Loss Given Default / Exposure at Default

Answer: B

NEW QUESTION # 151
......

These 2016-FRR PDF Questions are being presented in practice test software and PDF dumps file formats. The GARP 2016-FRR desktop practice test software is easy to use and install on your desktop computers. Whereas the other 2016-FRR web-based practice test software is concerned, this is a simple browser-based application that works with all operating systems. Both practice tests are customizable, simulate actual exam scenarios, and help you overcome mistakes.

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