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

1. To estimate the interest charges on the loan, an analyst should use one of the following four formulas:

A) Loan interest = Risk-free rate - Probability of default x Loss given default + Spread
B) Loan interest = Risk-free rate + Probability of default x Loss given default + Spread
C) Loan interest = Risk-free rate - Probability of default x Loss given default - Spread
D) Loan interest = Risk-free rate + Probability of default x Loss given default - Spread

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

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

3. If a bank is long (GBP)500 million pounds, short (GBP)300 million in delta-equivalent pound options, and long (GBP)100 million in pound-denominated stocks, what is the amount of pound exposure that would be shown in the aggregated risk reports?

A) (GBP)300 million pounds
B) (GBP)900 million pounds
C) (GBP)800 million pounds
D) (GBP)500 million pounds

4. Which one of the following statements about futures contracts is correct?
I. Futures contracts are subject to the same risks as the underlying instruments.
II. Futures contracts have additional interest rate risk die to the future delivery date.
III.
Futures contracts traded in a clearinghouse system are exposed to credit risk with numerous counterparties.

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

5. 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

Solutions: