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GARP ICBRR Exam Syllabus Topics:

GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:

1. Which of the following statements about parametric and nonparametric methods for calculating Value-at-risk is correct?

A) Both parametric and nonparametric methods make no assumptions about return distributions.
B) Both parametric and nonparametric methods assume returns are normally distributed.
C) Parametric methods make no assumptions about return distributions, and non-parametric methods assume returns are normally distributed.
D) Parametric methods generally assume returns are normally distributed, and nonparametric methods make no assumptions about return distributions.

2. Which one of the following four statements correctly defines credit risk?

A) Credit risk is the risk that summarizes the exposures a company or firm assumes when it attempts to operate within a given field or industry.
B) Credit risk is a form of performance risk in contractual relationship.
C) Credit risk is the risk that complements market and liquidity risks.
D) Credit risk is the risk arising from execution of a company's strategy.

3. A financial analyst is trying to distinguish credit risk from market risk. A $100 loan collateralized with $200 in stock has limited ___, but an uncollateralized obligation issued by a large bank to pay an amount linked to the long-term performance of the Nikkei 225 Index that measures the performance of the leading Japanese stocks on the Tokyo Stock Exchange likely has more ___ than ___.

A) Credit risk, legal risk; market risk
B) Market risk; credit risk; market risk
C) Market risk; market risk; credit risk
D) Legal risk; market risk; credit risk

4. A credit risk analyst is evaluating factors that quantify credit risk exposures. The risk that the borrower would fail to make full and timely repayments of its financial obligations over a given time horizon typically refers to:

A) Duration of default.
B) Exposure at default.
C) Loss given default.
D) Probability of default.

5. Banks duration match their assets and liabilities to manage their interest risk in their banking book. A bank has $100 million in interest rate sensitive assets and $100 million in interest rate sensitive liabilities. Currently the bank's assets have a duration of 5 and its liabilities have a duration of 2. The asset-liability management committee of the bank is in the process of duration-matching. Which of the following actions would best match the durations?

A) Decrease the duration of liabilities by 1 and increase the duration of assets by 1.
B) Increase the duration of liabilities by 2 and increase the duration of assets by 1.
C) Increase the duration of liabilities by 2 and decrease the duration of assets by 1.
D) Decrease the duration of liabilities by 1 and decrease the duration of assets by 1.

Solutions: