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最新的 GARP Certification ICBRR 免費考試真題:

1. Short-selling is typically associated with the following risks:
I. Potential for extreme losses
II. Risk associated with the availability of shares to borrow
III. Market behavior risk
IV.
Liquidity risk

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

2. A hedge fund trader buys options to establish an exposure in the currency market, thereby effectively removing the risk of being able to participate in a gapping market. In this case the options premium represents the price paid for eliminating the execution risk of

A) The theta-hedging strategy.
B) The vega-hedging strategy.
C) The delta-hedging strategy.
D) The gamma-hedging strategy.

3. Alpha Bank determined that Delta Industrial Machinery Corporation has 2% change of default on a one-year no-payment of USD $1 million, including interest and principal repayment. The bank charges 3% interest rate spread to firms in the machinery industry, and the risk-free interest rate is 6%. Alpha Bank receives both interest and principal payments once at the end the year. Delta can only default at the end of the year. If Delta defaults, the bank expects to lose 50% of its promised payment. Six months after Alpha Bank provides USD $1 million loan to the Delta Industrial Machinery Corporation, a new competitor enters the machinery industry, causing Delta to adjust its prices and mark down the value of its inventory. Hence, the probability of default increases from 2% to 10% and the loss given default increases from 50% to 75%. If Alpha Bank can reprice the loan, what should the new rate be?

A) 13%
B) 16.5%
C) 10%
D) 20.5%

4. Which one of the following four statements regarding the basic Net Interest Income model is INCORRECT?

A) Effective repricing date can be different than contractual repricing.
B) Net interest income risk does not address the impact of changing interest rates on bank equity value.
C) Assets and liabilities have the same interest rate sensitivities.
D) The amount of intermediated funds can be a function of interest rate levels.

5. To estimate the forward price of oil, a commodity trader would most likely use the following
pricing relationship:

A) Oil forward price = Expected future oil price +- Oil market risk premium
B) Oil forward price = Expected future oil price +- Oil storage cost + (1 + Oil market risk premium)
C) Oil forward price = Expected future oil price +- Oil storage cost + (1 - Oil market risk premium)
D) Oil forward price = Expected future oil price +- storage cost + Oil market risk premium

問題與答案：

問題 #1 答案： C

問題 #2 答案： C

問題 #3 答案： D

問題 #4 答案： C

問題 #5 答案： A