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

1. Present value of a basis point (PVBP) is one of the ways to quantify the risk of a bond, and it measures:

A) The percentage change in bond price when yields change by 1 basis point.
B) The change in value of a bond when yields increase by 0.01%.
C) The percentage change in bond price when the yields change by 1%.
D) The present value of the future cash flows of a bond calculated at a yield equal to 1%.

2. An asset manager for a large mutual fund is considering forward exchange positions traded in a clearinghouse system and needs to mitigate the risks created as a result of this operation. Which of the following risks will be created as a result of the forward exchange transaction?

A) Exchange rate and credit risk
B) Credit risk
C) Exchange rate risk
D) Exchange rate and interest rate risk

3. Which one of the following four statements correctly defines chooser options?

A) These options represent a variation of the plain vanilla option where the underlying asset is a basket of currencies.
B) The owner of these options decides if the option is a call or put option only when a predetermined date is reached.
C) These options pay an amount equal to the power of the value of the underlying asset above the strike price.
D) These options give the holder the right to exchange one asset for another.

4. Which one of the following four statements regarding the current value of a transaction and its purposes is INCORRECT?

A) Margin call by futures exchanges are based on the current market value.
B) Profit and loss calculations are made by comparing the current values to the intrinsic values.
C) For cash settled instrument the final market value is used to settle the transaction with the counterparty
D) Counterparty credit risk calculations are made by analyzing the current values of all deals with the same counterparty.

5. James Johnson has a $1 million long position in ThetaGroup with a VaR of 0.3 million, and $1 million long position in VolgaCorp with a VaR of 0.4 million. The returns of the two companies have zero correlation. What is the portfolio VaR?

A) $0.4 million
B) $1 million
C) $0.7 million
D) $0.5 million

Solutions: