Summer Special Limited Time 60% Discount Offer - Ends in 0d 00h 00m 00s - Coupon code: big60

GARP Updated 2016-FRR Exam Questions and Answers by jeremiah

Page: 7 / 28

GARP 2016-FRR Exam Overview :

Exam Name: Financial Risk and Regulation (FRR) Series
Exam Code: 2016-FRR Dumps
Vendor: GARP Certification: Financial Risk and Regulation
Questions: 387 Q&A's Shared By: jeremiah
Question 28

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

Options:

A.

Partial change in option price = Delta x Change in underlying price

B.

Partial change in option price = Delta x (1+ Change in underlying price)

C.

Partial change in option price = Delta x Gamma x Change in underlying price

D.

Partial change in option price = Delta x Gamma x (1+ Change in underlying price)

Discussion
Question 29

To safeguard its capital and obtain insurance if the borrowers cannot repay their loans, Gamma Bank accepts financial collateral to manage its credit risk and mitigate the effect of the borrowers' defaults. Gamma Bank will typically accept all of the following instruments as financial collateral EXCEPT?

Options:

A.

Unrated bonds issued and traded on a recognized exchange

B.

Equities and convertible bonds included in a main market index

C.

Commercial debts owed to a company in a form of receivables

D.

Mutual fund shares and similar unit investment vehicles subject to daily quotes

Discussion
Question 30

Which one of the following four parameters is NOT a required input in the Black-Scholes model to price a foreign exchange option?

Options:

A.

Underlying exchange rates

B.

Underlying interest rates

C.

Discrete future stock prices

D.

Option exercise price

Discussion
Cecilia
Yes, I passed my certification exam using Cramkey Dumps.
Helena Sep 19, 2024
Great. Yes they are really effective
Fatima
Hey I passed my exam. The world needs to know about it. I have never seen real exam questions on any other exam preparation resource like I saw on Cramkey Dumps.
Niamh Oct 15, 2024
That's true. Cramkey Dumps are simply the best when it comes to preparing for the certification exam. They have all the key information you need and the questions are very similar to what you'll see on the actual exam.
Victoria
Hey, guess what? I passed the certification exam! I couldn't have done it without Cramkey Dumps.
Isabel Sep 21, 2024
Same here! I was so surprised when I saw that almost all the questions on the exam were exactly what I found in their study materials.
Rosalie
I passed. I would like to tell all students that they should definitely give Cramkey Dumps a try.
Maja Aug 30, 2024
That sounds great. I'll definitely check them out. Thanks for the suggestion!
Ari
Can anyone explain what are these exam dumps and how are they?
Ocean Oct 16, 2024
They're exam preparation materials that are designed to help you prepare for various certification exams. They provide you with up-to-date and accurate information to help you pass your exams.
Question 31

Gamma Bank provides a $100,000 loan to Big Bath retail stores at 5% interest rate (paid annually). The loan also has an annual expected default rate of 2%, and loss given default at 50%. In this case, what will the bank's expected loss be? What is the expected loss of this loan?

Options:

A.

$300

B.

$550

C.

$750

D.

$1,050

Discussion
Page: 7 / 28
Title
Questions
Posted

2016-FRR
PDF

$42  $104.99

2016-FRR Testing Engine

$50  $124.99

2016-FRR PDF + Testing Engine

$66  $164.99