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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q21-Q26):

NEW QUESTION # 21
Company A needs to provide a risk probability/frequency score for its RCSA program. If the event is likely to happen once in 2 years, then the frequency score will be equal to:

A. 0.2
B. 0.5
C. 0
D. 1

Answer: D

Explanation:
* To determine the frequency score for an event likely to happen once in 2 years:
* Frequency score can be calculated as the reciprocal of the event frequency.
* For an event likely to happen once in 2 years: Frequency=12Frequency=21 per year.
* Thus, the frequency score = 1.

NEW QUESTION # 22
When a credit risk manager analyzes default patterns in a specific neighborhood, she finds that defaults are increasing as the stigma of default evaporates, and more borrowers default. This phenomenon constitutes

A. Moral hazard
B. Herd behavior
C. Speculative bias
D. Adverse selection

Answer: B

Explanation:
* Herd behavior in the context of credit defaults refers to a situation where the stigma of default decreases, leading more borrowers to default as they see others doing the same. This creates a pattern of increasing defaults in the neighborhood as more borrowers follow the trend.
References:
* How Finance Works: "Defaults increasing as the stigma evaporates and more borrowers follow suit is indicative of herd behavior."

NEW QUESTION # 23
Banks duration match their assets and liabilities to manage their interest risk in their banking book. Currently,
the bank's assets and liabilities both have a duration of 10. To hedge against the risk of decreasing interest
rates, the bank should
I. Increase the duration of the liabilities
II. Increase the duration of the assets
III. Decrease the duration of the liabilities
IV. Decrease the duration of the assets

A. II and III.
B. I and II.
C. I and IV
D. I only.

Answer: C

NEW QUESTION # 24
Alpha Bank estimates its 1-month, 95% VaR is 30 million EUR. This means that in the next month, there is a

A. 95% chance that AlphaBank will lose exactly 30 million EUR.
B. 95% chance that AlphaBank can lose more than 30 million EUR.
C. 95% chance that AlphaBank will at least lose 30 million EUR.
D. 95% chance that AlphaBank can lose at most 30 million EUR.

Answer: D

NEW QUESTION # 25
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 gamma-hedging strategy.
B. The theta-hedging strategy.
C. The vega-hedging strategy.
D. The delta-hedging strategy.

Answer: D

Explanation:
In the context of options trading, delta hedging involves managing the delta (rate of change of the option's price with respect to changes in the underlying asset's price) to be neutral.
* Options premium: Represents the cost paid to eliminate execution risk associated with sudden market moves (gapping markets).
* Execution risk: The risk of being unable to adjust positions quickly enough in response to market changes.
By purchasing options, the trader removes the risk of needing to adjust a delta-neutral position during large market movements. The premium paid is the cost of this protection.
ReferencesSource: How Finance Works

NEW QUESTION # 26
......

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