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2016-FRR參考資料 & 2016-FRR考試重點
如果您在使用我們的GARP 2016-FRR考古題失敗了，我們承諾給您全額退款，您需要的是像我們發送你失敗的2016-FRR考試成績單來申請退款就可以了。經過我們確認之后，就會處理您的請求，這樣客戶擁有足夠的保障放心購買我們的GARP 2016-FRR考古題。選擇我們的2016-FRR題庫資料可以保證你可以在短時間內學習及加強IT專業方面的知識，所以信任KaoGuTi是您最佳的選擇！
FRR系列是全球公認的金融風險管理和監管合規專業知識的基準。該系列是金融行業專業人士提升職業生涯的熱門選擇。該考試在多個國家和語言中提供，因此適用於不同類型的專業人士。
>> 2016-FRR參考資料 <<
高質量的2016-FRR參考資料，覆蓋全真Financial Risk and Regulation (FRR) Series 2016-FRR考試考題
GARP 2016-FRR認證考試在競爭激烈的IT行業中越來越受歡迎，報名參加考試的人越來越多。但是它的難度並沒有減小，依然很難通過考試，畢竟這是個權威的檢驗電腦專業知識和資訊技術能力的考試。一般人為了通過GARP 2016-FRR 認證考試都需要花費大量的時間和精力來復習備考。
隨著金融行業的不斷增長和擴張，擁有金融風險和監管專業知識的合格專業人士也越來越需要。全球風險專業人員協會（GARP）意識到這種需求，開發了GARP 2016-FRR（金融風險和監管系列）認證考試，以確保從事該行業的人士具備必要的技能和知識。
最新的 Financial Risk and Regulation 2016-FRR 免費考試真題 (Q52-Q57):
問題 #52
The pricing of credit default swaps is a function of all of the following EXCEPT:
- A. Market spreads
- B. Probability of default
- C. Loss given default
- D. Duration
答案：A
解題說明：
The pricing of credit default swaps (CDS) is primarily influenced by:
* Probability of Default: The likelihood that the underlying entity will default on its obligations.
* Duration: The term or maturity of the CDS contract.
* Loss Given Default: The expected loss if the underlying entity defaults.
Market spreads, while relevant to bond pricing and other instruments, are not a direct factor in the calculation of the pricing of CDS contracts.
References
* Verified information on CDS pricing factors from the document
問題 #53
In early March, an energy trader takes a long position in natural gas futures for delivery in June, and hedges this exposure by taking a position in futures for July delivery. These trades were executed on the expectation that over time, the relative prices of the June and July contracts will come into alignment, the movement in these two contracts will largely mirror each other, and as a result of this, the net exposure is minimized and the position is protected against absolute price movements. However, if the two relative prices do not come into alignment with each other due to the scarcity of any of the two traded contracts in the futures market, the trader is likely to become exposed to the
- A. Product basis
- B. Location basis
- C. Calendar spreads basis
- D. Quality basis
答案：C
解題說明：
The situation described involves a trader taking positions in futures contracts for different delivery months (June and July). If the prices of these contracts do not align due to the scarcity of either contract, the trader is exposed to calendar spread basis risk. Thisrisk arises from the price difference between futures contracts with different expiration dates.
References
Verified from the comprehensive details on calendar spreads and basis risks in the book "How Finance Works".
問題 #54
For non-retail exposures, which one of the following factors must be determined by a bank when using the Foundation Internal Ratings-Based Approach?
- A. M (Maturity)
- B. EAD (Exposure at Default)
- C. PD (Probability of Default)
- D. LGD (Loss Given Default)
答案：C
解題說明：
Comprehensive and Detailed In-Depth Explanation:
Under Basel II's Foundation Internal Ratings-Based (FIRB) Approach for non-retail exposures (e.g., corporate loans), banks are required to estimate the Probability of Default (PD) internally, while the Basel framework provides supervisory estimates for Loss Given Default (LGD), Exposure at Default (EAD), and Maturity (M). PD represents the likelihood of an obligor defaulting within a year and is a key input into the risk-weighted asset (RWA) calculation. The FIRB approach balances bank-specific inputs with standardized parameters, distinguishing it from the Advanced IRB approach, where banks also estimate LGD and EAD.
Reference:BCBS, "Basel II: International Convergence of Capital Measurement and Capital Standards," June
2006, para. 245-250; GARP FRR Study Notes, Credit Risk Section.
問題 #55
To estimate the interest charges on the loan, an analyst should use one of the following four formulas:
- A. Loan interest = Risk-free rate + Probability of default x Loss given default - Spread
- B. Loan interest = Risk-free rate - Probability of default x Loss given default - Spread
- C. Loan interest = Risk-free rate + Probability of default x Loss given default + Spread
- D. Loan interest = Risk-free rate - Probability of default x Loss given default + Spread
答案：C
問題 #56
The Sarbanes-Oxley Act includes one of the following four requirements for financial institutions in the United States:
- A. Capital allocation requirements
- B. Risk and control requirements
- C. Market discipline requirements
- D. Regulatory response to systemic risk requirements
答案：B
解題說明：
The Sarbanes-Oxley Act includes requirements for financial institutions in the United States regarding risk and control. It aims to enhance corporate governance and strengthen the internal controls and financial reporting processes. The other options such as market discipline requirements, capital allocation requirements, and regulatory response to systemic risk requirements are not specifically covered by the Sarbanes-Oxley Act.
References:Sarbanes-Oxley Act requirements as outlined in Financial Risk and Regulation documents.
問題 #57
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2016-FRR考試重點: https://www.kaoguti.com/2016-FRR_exam-pdf.html
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2016-FRR參考資料和資格考試中的領先提供商和2016-FRR考試重點
GARP 2016-FRR 認證考試的考試之前的模擬考試時很有必要的，也是很有效的，不管是2016-FRR問題集中的考題，還是平時練習的考題，都會存在難度上的差異，我們提供的GARP 2016-FRR考古題準確性高，品質好，是你想通過考試最好的選擇，也是你成功的保障。
提供一年免費升級服務所有購買我們“2016-FRR 考古題”的客戶，都將獲得一年免費升級的售後服務。
