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GARP ICBRR Exam Syllabus Topics:

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

1. To estimate a partial change in option price, a risk manager will use the following formula:

A) Partial change in option price = Delta x Change in underlying price
B) Partial change in option price = Delta x Gamma x (1+ Change in underlying price)
C) Partial change in option price = Delta x (1+ Change in underlying price)
D) Partial change in option price = Delta x Gamma x Change in underlying price

2. Which one of the following statements correctly identifies risks in foreign exchange forwards?

A) Short-term forward price fluctuations are driven by changes in the spot exchange rate, since most inter-country interest rates differentials are significant, and the effect of compounding is large for short periods of time.
B) Long-term forward price fluctuations are driven by changes in the spot exchange rate, since most inter-country interest rates differentials are small, and the effect of compounding is large for short periods of time.
C) Long-term forward price fluctuations are driven by changes in the spot exchange rate, since most inter-country interest rates differentials are significant, and the effect of compounding is small for short periods of time.
D) Short-term forward price fluctuations are driven by changes in the spot exchange rate, since most inter-country interest rates differentials are small, and the effect of compounding is small for short periods of time.

3. To achieve leverage in long positions, a bank can use the following strategy:
I. Securities may be purchased with borrowed funds using a bank loan from the broker.
II. Securities may be borrowed on margin by taking a loan from a broker.
III. Securities may be purchased and used in a repo transaction to generate cash for further security purchases.
IV.
The bank may enter into a derivative transaction, such as a total return swap, that requires little to no collateral but mimics the performance of a long or short position in the underlying instrument.

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

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

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

5. On January 1, 2010 the TED (treasury-euro dollar) spread was 0.9%, and on January 31, 2010 the TED spread is 0.4%. As a risk manager, how would you interpret this change?

A) The decrease in the TED spread indicates a decrease in credit risk on interbank loans.
B) Increase in credit risk on T-bills.
C) The decrease in the TED spread indicates an increase in credit risk on interbank loans.
D) Increase in interest rates on both interbank loans and T-bills.

Solutions: