2016-FRR VALID EXAM DURATION - EXAM 2016-FRR PASS GUIDE

2016-FRR Valid Exam Duration - Exam 2016-FRR Pass Guide

2016-FRR Valid Exam Duration - Exam 2016-FRR Pass Guide

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Tags: 2016-FRR Valid Exam Duration, Exam 2016-FRR Pass Guide, Latest 2016-FRR Test Pdf, 2016-FRR New Braindumps Book, 2016-FRR Real Question

There are three different versions of our 2016-FRR preparation prep including PDF, App and PC version. Each version has the suitable place and device for customers to learn anytime, anywhere. In order to give you a basic understanding of our various versions on our 2016-FRR Exam Questions, each version offers a free trial. So there are three free demos of our 2016-FRR exam materials. And you can easily download the demos on our website.

GARP 2016-FRR Exam is a rigorous and comprehensive assessment of a candidate's knowledge and understanding of financial risk management and regulation. It is an essential qualification for professionals working in the financial industry who are looking to advance their careers and stay up-to-date with the latest developments in financial risk management and regulation.

The Global Association of Risk Professionals (GARP) is a renowned organization that aims to boast the level of sustainability and efficiency in the financial markets. GARP offers various certifications, examinations, and educational programs to help professionals pursue a career in risk management. One of the most popular and rigorous exams conducted by GARP is the Financial Risk and Regulation (FRR) Series.

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Trusted GARP 2016-FRR: Financial Risk and Regulation (FRR) Series Valid Exam Duration - Newest PDFDumps Exam 2016-FRR Pass Guide

Our 2016-FRR study materials will be your best choice for our professional experts compiled them based on changes in the 2016-FRR examination outlines over the years and industry trends. Our 2016-FRR test torrent not only help you to improve the efficiency of learning, but also help you to shorten the review time of up to even two or three days, so that you use the least time and effort to get the maximum improvement to achieve your 2016-FRR Certification.

GARP 2016-FRR Certification Exam is a comprehensive exam that requires a strong understanding of financial risk management and regulation. 2016-FRR exam is designed for professionals who work in a variety of industries, including banking, insurance, investment management, and consulting. 2016-FRR Exam is divided into two parts, with Part I covering the fundamentals of risk management and regulation, and Part II focusing on advanced topics in risk management and regulation.

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q282-Q287):

NEW QUESTION # 282
The potential failure of a manufacturer to honor a warranty might be called ____, whereas the potential failure
of a borrower to fulfill its payment requirements, which include both the repayment of the amount borrowed,
the principal and the contractual interest payments, would be called ___.

  • A. Credit risk; market risk
  • B. Credit risk; performance risk
  • C. Market risk; credit risk
  • D. Performance risk; credit risk

Answer: D


NEW QUESTION # 283
Which of the following statements describes correctly the objectives of position mapping ?

  • A. I, II and III
  • B. Position mapping models risk factors affecting the value of a position as combination of core risk factors used in the VaR calculations.
  • C. For VaR calculations, mapping converts positions based on their deltas to underlying factor risks.
  • D. Position mapping groups similar positions into one group based on the closeness of their respective VaR.
  • E. I and II
  • F. II, III, and IV
  • G. Position mapping reduces the possible number of risk factors to a computationally manageable level.
  • H. II and IV

Answer: C

Explanation:
Position mapping is used in risk management to simplify the assessment of risks associated with various positions. The objectives of position mapping are:
* For VaR (Value at Risk) calculations, it converts positions based on their deltas to underlying factor risks. This means mapping the positions to their underlying risk factors to make the complex position simpler to manage and evaluate.
* Position mapping models risk factors affecting the value of a position as a combination of core risk factors used in the VaR calculations. This involves breaking down the complex risk factors into more manageable and fundamental risk components that can be easily analyzed.
By focusing on these two objectives, position mapping helps in both simplifying the risk assessment process and in ensuring that the primary risk factors are correctly identified and managed.


NEW QUESTION # 284
Samuel Teng owns a portfolio of bonds and is trying to compute the convexity of his portfolio. Which of the following choices equals the convexity of Samuel's portfolio?

  • A. Maximum of the convexities of the component bonds
  • B. Minimum of the convexities of the component bonds
  • C. Value-weighted average convexity of the component bonds
  • D. Coupon-weighted average convexity of the component bonds

Answer: C

Explanation:
* Explanation:
* The convexity of a portfolio of bonds is calculated as the value-weighted average convexity of the individual bonds. This considers the proportion of each bond's value in relation to the total portfolio value.
References Explanation based on portfolio management principles.


NEW QUESTION # 285
Which one of the following four alternatives lists the three most widely traded currencies on the global foreign
exchange market, as of April 2007, in the decreasing order of market share? EUR is the abbreviation of the
European euro, JPY is for the Japanese yen, and USD is for the United States dollar, respectively.

  • A. JPY, EUR, USD
  • B. USD, EUR, JPY
  • C. USD, JPY, EUR
  • D. EUR, USD, JPY

Answer: B


NEW QUESTION # 286
Oliver McCarthy owns a portfolio of bonds. Which of the following choices equals the modified duration of Oliver's portfolio?

  • A. Coupon-weighted average modified duration of the component bonds
  • B. Maximum of the modified durations of component bonds
  • C. Value-weighted average modified duration of the component bonds
  • D. Minimum of the modified durations of the component bonds

Answer: C

Explanation:
The modified duration of a bond portfolio is calculated as the value-weighted average of the modified durations of the component bonds. This approach accounts for the proportion of the total portfolio value that each bond represents, providing a more accurate measure of the portfolio's sensitivity to changes in interest rates.


NEW QUESTION # 287
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