別の人の言い回しより自分の体験感じは大切なことです。我々の希望は誠意と専業化を感じられることですなので、お客様に無料のGARP 2016-FRR問題集デモを提供します。購買の後、行き届いたアフタサービスを続けて提供します。GARP 2016-FRR問題集を更新しるなり、あなたのメールボックスに送付します。あなたは一年間での更新サービスを楽しみにします。
GARPが提供するFRRシリーズ認定試験は、効果的な金融リスク管理に必要なスキルと知識の包括的かつ厳格な評価です。認定は業界で世界的に認められ、尊敬されているため、専門家にとってキャリアアップのための貴重な資産となります。金融業界でリスク管理の重要性が増している現在、FRRシリーズ認定を取得することは、自己のキャリアに賢明な投資となります。
FRRシリーズは、レベルI、レベルII、レベルIIIの3つのレベルから構成されています。各レベルは前のレベルに基づいており、リスク管理フレームワーク、市場リスク、信用リスク、オペレーショナルリスク、流動性リスク、規制遵守など、幅広いトピックをカバーしています。試験はコンピュータベースで、世界中のテストセンターで実施されます。
長年の努力と革新とクライアントベースのコンセプトを中心に、当社は業界の旗艦企業に成長しました。当社は、2016-FRR試験の準備の質の向上に苦労し、2016-FRRスタディガイドの研究と革新に多大な努力とお金を投資しています。業界での当社のブランド名は、優れた2016-FRR学習ガイドで有名です。高品質、思いやりのあるサービス、絶え間ない革新、そして2016-FRR試験問題での最初の顧客の概念は、当社の4つの柱です。
試験に備えるためには、GARPが提供する公式の学習教材を勉強することをお勧めし、また、自分の知識を評価し、改善が必要な分野を確認するために練習問題を解くことも重要です。GARP 2016-FRR試験に合格することは、金融リスク管理および規制の分野で高い専門知識とプロフェッショナリズムを証明することになります。
質問 # 87
Which one of the following is the underlying contract for an Asian commodity option?
正解:C
解説:
Comprehensive and Detailed In-Depth Explanation:
An Asian option (or average rate option) has a payoff based on the average price of the underlying asset over a specified period, rather than its spot price at expiry. For a commodity Asian option, the underlying contract is the average of daily prices (e.g., throughout the month), smoothing out volatility. Option B (volumetric amounts) relates to quantity, not price. Option C describes a vanilla option, and Option D resembles a forward contract. GARP's FRR confirms this in derivatives pricing.
Exact Extract from Official Source:
* GARP FRR Study Notes, Market Risk Section: "Asian options derive their value from the average price of the underlying asset over a period, such as daily commodity prices over a month, reducing the impact of price spikes."
* BCBS, "Basel III: A Global Regulatory Framework," December 2010, para. 689: "Exotic options, such as Asian options, base their payoffs on average prices rather than spot prices at maturity." Reference:GARP FRR Study Notes, Market Risk Section; BCBS, "Basel III," para. 689.
質問 # 88
Which one of the four following statements about the Risk Adjusted Return on Capital (RAROC) is correct?
RAROC is the ratio of:
正解:D
質問 # 89
Which one of the four following activities is NOT a component of the daily VaR computing process?
正解:C
解説:
The daily VaR (Value at Risk) computing process typically involves several key steps, including updating individual risk factor models, computing portfolio risk (often using methods like delta-normal or delta-gamma), and producing the VaR report. Updating factor interrelationships, which involves recalibrating how different risk factors correlate or interact with each other, is not necessarily a daily requirement and is usually performed less frequently as part of broader risk model adjustments. Therefore, updating factor interrelationships is not a core component of the daily VaR computation process.
質問 # 90
Suppose Delta Bank enters into a number of long-term commercial and retail loans at fixed rate prevailing at the time the loans are originated. If the interest rates rise:
正解:C
解説:
When a bank enters into long-term fixed-rate loans and interest rates rise, the bank faces higher costs for its deposits and debt if these are linked to floating rates or have shorter maturities. This creates a mismatch between the fixed income from the loans and the increased cost of funds, potentially squeezing the bank's margins.
質問 # 91
The risk management department of VegaBank wants to set guidelines on commodity carry trades. Which of
the following strategies should she pursue to achieve a profitable commodity carry?
I. Buy short-term commodity futures and sell longer-dated position when the curve is in contango.
II. Buy short-term commodity futures and sell longer-dated position when the curve is in backwardation.
III. Buy long-term commodity futures and sell shorter-dated positions when the curve is in contango.
IV. Buy long-term commodity futures and sell shorter-dated positions when the curve is in backwardation.
正解:C
質問 # 92
......
2016-FRR関連日本語版問題集: https://www.goshiken.com/GARP/2016-FRR-mondaishu.html
At Avangard Consulting, we partner with our clients to design and implement practical solutions to their needs. We work with ministries, governments, institutions, donors, foundations, philanthropists and the private sector to tackle the complex challenges they face.
info@avangardconsulting.com