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GARP 2016-FRR exam covers a range of topics, including risk management, financial markets and products, regulatory compliance, and ethics. It is designed to test the candidate's ability to identify, assess and manage financial risks in a corporate environment, while keeping abreast of current regulatory laws and guidelines. 2016-FRR exam is intended to be taken by professionals working in the financial industry, including risk managers, traders, and auditors.

GARP 2016-FRR Certification Exam is a comprehensive and challenging exam that is designed to test the knowledge and skills of professionals in the field of risk management. It is an important credential that is recognized globally and is highly valued by employers in the financial industry. Candidates who pass the exam demonstrate a commitment to professional development and a deep understanding of financial risk and regulation.

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q76-Q81):

NEW QUESTION # 76
Which of the following statements about endogenous and external types of liquidity are accurate?
I. Endogenous liquidity is the liquidity inherent in the bank's assets themselves.
II. External liquidity is the liquidity provided by the bank's liquidity structure to fund its assets and maturing
liabilities.
III. External liquidity is the non-contractual and contingent capital supplied by investors to support the bank in
times of liquidity stress.
IV. Endogenous liquidity is the same as funding liquidity.

A. II, III
B. I, III
C. I, II, IV
D. I, II

Answer: B

NEW QUESTION # 77
What does the correlation between two variables measure?

A. The symmetry of a joint distribution of the two variables
B. The association between the two variables and the strength of a possible statistical relationship
C. The joint variability of the two variables determined by the strength of their statistical relationship
D. The joint likelihood of extreme returns occurring in both variables

Answer: B

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Correlation measures the strength and direction of the linear relationship between two variables, typically expressed as a coefficient between -1 (perfect negative correlation) and +1 (perfect positive correlation), with
0 indicating no linear relationship. In financial risk management, correlation is critical for assessing portfolio diversification and systemic risk (e.g., in Basel's credit risk models). Option B accurately describes this as the
"association" and "strength of a possible statistical relationship." OptionA (symmetry) relates to distribution properties, not correlation. Option C (joint variability) is a consequence of correlation but not its definition.
Option D (extreme returns) pertains to tail dependence, not general correlation. GARP's FRR materials align with this statistical definition.
Reference:GARP FRR Study Notes, Quantitative Analysis Section; BCBS, "Basel II: International Convergence of Capital Measurement and Capital Standards," June 2006, Annex 4.

NEW QUESTION # 78
Securitization is a process by which banks:

A. Increase the exogenous liquidity of the assets
B. Decrease their endogenous liquidity of the assets
C. Sell illiquid assets
D. Sell liquid assets

Answer: C

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Securitization involves pooling illiquid assets (e.g., mortgages, loans) and converting them into tradable securities sold to investors, thereby transferring risk and improving balance sheet liquidity. Option C is correct as it describes selling illiquid assets (e.g., loans) via securitization. Option A is vague ("exogenous liquidity" isn't a standard term), Option B is incorrect (securitization enhances, not reduces, liquidity), and Option D is wrong (liquid assets like cash aren't typically securitized). GARP's FRR confirms this process.
Reference:GARP FRR Study Notes, Credit Risk Section; BCBS, "Basel III: A Global Regulatory Framework," December 2010, para. 50-55.

NEW QUESTION # 79
According to the Basel I Accord, which of the following could be used as Tier 1 capital?

A. Short-term capital
B. Common stock or equity
C. Undisclosed reserves
D. Subordinated debt

Answer: B

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Basel I (1988) defined Tier 1 capital as the core capital to absorb losses, primarily comprising common stock (equity) and disclosed reserves (retained earnings). Option A is correct. Subordinated debt (B) is Tier 2 capital, undisclosed reserves (C) were allowed in Tier 2 under certain conditions but not Tier 1, and short- term capital (D) isn't a Basel I category. Tier 1's focus on equity ensures loss absorption capacity, a principle retained in later frameworks.
Exact Extract from Official Source:
* BCBS, "International Convergence of Capital Measurement and Capital Standards" (Basel I), July
1988, para. 14: "Tier 1 capital consists predominantly of common stock and disclosed reserves (retained earnings), representing the highest quality capital available to cover losses."
* GARP FRR Study Notes, Regulatory Framework Section: "Under Basel I, Tier 1 capital is limited to common equity and disclosed reserves, excluding subordinated debt and undisclosed reserves, which fall under Tier 2." Reference:BCBS, "Basel I," para.14; GARP FRR Study Notes, Regulatory Framework Section.

NEW QUESTION # 80
James Johnson has a $1 million long position in ThetaGroup with a VaR of 0.3 million, and $1 million long position in VolgaCorp with a VaR of 0.4 million. The returns of the two companies have zero correlation.
What is the portfolio VaR?

A. $0.4 million
B. $0.7 million
C. $0.5 million
D. $1 million

Answer: C

Explanation:
The portfolio VaR when the returns of two assets are uncorrelated can be calculated using the formula:
Portfolio VaR=(VaR of ThetaGroup)2+(VaR of VolgaCorp)2Portfolio VaR=(VaR of ThetaGroup)2+ (VaR of VolgaCorp)2 Plugging in the values:
Portfolio VaR=(0.3)2+(0.4)2=0.09+0.16=0.25=0.5Portfolio VaR=(0.3)2+(0.4)2=0.09+0.16=0.25=0.5 So, the portfolio VaR is $0.5 million.

NEW QUESTION # 81
......

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GARP Exam 2016-FRR Questions Pdf: Financial Risk and Regulation (FRR) Series - Easy4Engine 100% Latest Products for your choosing

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