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GARP ICBRR Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Capital Regulation and Basel Framework | - Prudential Regulation
|
| Topic 2: Foundations of Banking Risk and Regulation | - Role of Banks in the Financial System
|
| Topic 3: Market Risk | - Market Risk Measurement and Control
|
| Topic 4: Asset and Liability Management | - Liquidity and Balance Sheet Risk
|
| Topic 5: Credit Risk | - Credit Risk Management
|
| Topic 6: Operational Risk | - Operational Risk Framework
|
GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:
A large multinational bank is concerned that their duration measures may not be accurate since the yield curve shifts are not parallel. Which of the following statements would be typically observed regarding variability of interest rates?
- A. Short-term rates are more variable than long-term rates.
- B. Short-term rates are less variable than long-term rates.
- C. Short-term rates and long-term rates always move in opposite directions.
- D. Short-term rates are equally variable as long-term rates.
Correct Answer: A 🗳️
Over a long period of time DeltaBank has amassed a large equity option position. Which of the following risks should be considered in this transaction?
I. Counterparty risk on long OTC option positions
II. Counterparty risk on short OTC option positions
III. Counterparty risk on long exchange-traded option positions
IV.
Counterparty risk on short exchange-traded option positions
- A. II, III
- B. II, III, IV
- C. I
- D. I, II
Correct Answer: C 🗳️
The probability of default on a bond is 3%, and in the case of default, investors expect to lose 70% of their investment. The bond's risk premium is 1.9%. The expected loss and the credit spread of the bond are, respectively:
- A. 1.6% and 2.5%.
- B. 2.1% and 4%.
- C. 1.6% and 3.5%.
- D. 2.1% and 3%.
Correct Answer: B 🗳️
Why do regulatory standards impose formulaic capital calculations for all of the banks activities?
I. If the banks use different models it is difficult for a regulator to compare results across banks.
II. By imposing standardized calculations regulators can make sure that banks are not missing key risks in their calculations.
III.
By imposing standardized calculations regulators can make sure that banks do not use capital calculations to game the banking regulation system.
- A. II, III
- B. I,II
- C. I
- D. I,II, III
Correct Answer: D 🗳️
Which one of the following four model types would assign an obligor to an obligor class based on the risk characteristics of the borrower at the time the loan was originated and estimate the default probability based on the past default rate of the members of that particular class?
- A. Dynamic models
- B. Historical frequency models
- C. Causal models
- D. Credit rating models
Correct Answer: B 🗳️
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