2016-FRR Exam Question 71
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:
happen once in 2 years, then the frequency score will be equal to:
2016-FRR Exam Question 72
Which one of the following statements is an advantage of using implied volatility as an input when calculating
VaR?
VaR?
2016-FRR Exam Question 73
Which one of the following four statements regarding the basic Net Interest Income model is INCORRECT?
2016-FRR Exam Question 74
Which of the activities represent examples of market manipulation?
2016-FRR Exam Question 75
What is the role of market risk management function within a bank?
I. Control and minimize the risks the bank should take.
II. Establish a comprehensive market risk policy framework.
III. Define, approve and monitor risk limits.
IV. Perform stress tests and other qualitative risk assessments.
I. Control and minimize the risks the bank should take.
II. Establish a comprehensive market risk policy framework.
III. Define, approve and monitor risk limits.
IV. Perform stress tests and other qualitative risk assessments.