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GARP ICBRR Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Credit Risk Management | - Credit Exposure Measurement - Credit Risk Models and Rating Systems - Counterparty Risk |
| Operational Risk | - Loss Distribution Approach - Operational Risk Types and Events - Risk Control and Mitigation |
| Regulatory Framework for Banking | - Capital Adequacy Requirements - Basel Accords (Basel I, II, III Overview) - Supervisory Review Process |
| Bank Governance and Risk Oversight | - Risk Governance Structures - Internal Controls and Compliance - Risk Appetite Framework |
| Market Risk Management | - Value at Risk (VaR) Concepts - Interest Rate Risk - Trading Book Risk |
GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:
1. Which of the following factors would typically increase the credit spread?
I. Increase in the probability of default of the issuer.
II. Decrease in risk premium.
III. Decrease in loss given default of the issuer.
IV.
Increase in expected loss.
A) I
B) I, II, and IV
C) II and III
D) I and IV
2. Which one of the following statements regarding collateralized mortgage obligations (CMO) is incorrect?
A) CMOs are generally less risky investment than CDOs.
B) CMOs are pools of mortgages that are divided according to the timing of cash flows.
C) CMOs are asset-backed securities that have pools of collateralized debt obligations (CDOs) as underlying collateral.
D) CMOs have senior tranches which are considered short-term, low-risk instruments by banks
3. To estimate the responsiveness of a particular equity portfolio to the overall market, a trader should use the portfolio's
A) Beta
B) CVaR
C) VaR
D) Alpha
4. Banks duration match their assets and liabilities to manage their interest risk in their banking book. Currently, the bank's assets and liabilities both have a duration of 10. To hedge against the risk of decreasing interest rates, the bank should
I. Increase the duration of the liabilities
II. Increase the duration of the assets
III. Decrease the duration of the liabilities
IV.
Decrease the duration of the assets
A) II and III.
B) I only.
C) I and IV
D) I and II.
5. Why do regulatory standards impose formulaic capital calculations for all of the banks activities?
I. If the banks use different models it is difficult for a regulator to compare results across banks.
II. By imposing standardized calculations regulators can make sure that banks are not missing key risks in their calculations.
III.
By imposing standardized calculations regulators can make sure that banks do not use capital calculations to game the banking regulation system.
A) I
B) II, III
C) I,II
D) I,II, III
Solutions:
| Question # 1 Answer: D | Question # 2 Answer: C | Question # 3 Answer: A | Question # 4 Answer: C | Question # 5 Answer: D |
