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

1. Which one of the four following statements about back testing the VaR models is correct? Back testing requires

A) Determining the proportion of daily profits exceeding those predicted by VaR.
B) Plotting VaR forecasts against the proportion of daily losses exceeding the average loss.
C) Comparing the predictive ability of VaR on a daily basis to the realized daily profits and losses.
D) Plotting the daily profit and losses along with the ranges predicted by VaR models

2. Which of the following statements regarding collateralized debt obligations (CDOs) is correct?
I. CDOs typically have loans or bonds as underlying collateral.
II. CDOs generally less risky than CMOs.
III.
There is a correlation among defaults in the CDO collateral which should be considered in valuation of these complex instruments.

A) I and III
B) I only
C) I, II, and III
D) II and III

3. A risk manager has a long forward position of USD 1 million but the option portfolio decreases JPY 0.50 for every JPY 1 increase in his forward position. At first approximation, what is the overall result of the options positions?

A) The option positions hedge the forward position by 100%.
B) The option positions hedge the forward position by 75%.
C) The options positions hedge the forward position by 25%.
D) The option positions hedge the forward position by 50%.

4. When looking at the distribution of portfolio credit losses, the shape of the loss distribution is ___ , as the likelihood of total losses, the sum of expected and unexpected credit losses, is ___ than the likelihood of no credit losses.

A) Symmetric; greater
B) Symmetric; less
C) Asymmetric; less
D) Asymmetric; greater

5. Which one of the following four statements correctly defines an option's delta?

A) Delta measures the effect of 1 bp in interest rate change on the option price.
B) Delta is the multiplier that best approximates the short-term change in the value of an option.
C) Delta measures the impact of volatility on the price of an option.
D) Delta measures the expected decline in option with time and is usually expressed in years.

Solutions: