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:
  • 2016-FRR Exam Question 72

    Which one of the following statements is an advantage of using implied volatility as an input when calculating
    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.