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GARP ICBRR Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Operational Risk | - Operational Risk Types and Events - Loss Distribution Approach - Risk Control and Mitigation |
| Topic 2: Market Risk Management | - Value at Risk (VaR) Concepts - Trading Book Risk - Interest Rate Risk |
| Topic 3: Regulatory Framework for Banking | - Basel Accords (Basel I, II, III Overview) - Capital Adequacy Requirements - Supervisory Review Process |
| Topic 4: Credit Risk Management | - Credit Risk Models and Rating Systems - Credit Exposure Measurement - Counterparty Risk |
| Topic 5: Bank Governance and Risk Oversight | - Internal Controls and Compliance - Risk Appetite Framework - Risk Governance Structures |
GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:
1. Which of the following are conclusions that could be drawn from the shape of the statistical distribution of losses that a bank might incur over a future time period?
I. In most years a bank would look more profitable than it will be on average.
II. Most of the time a sufficiently well capitalized bank will appear over-capitalized.
III.
Bad years do not come along very often, but when they do they lead to enormous losses.
A) I, II
B) II, III
C) I, III
D) I, II, III
2. AlphaBank estimates its 1-month, 95% VaR is 30 million EUR. This means that in the next month, there is a
A) 95% chance that AlphaBank will at least lose 30 million EUR.
B) 95% chance that AlphaBank can lose more than 30 million EUR.
C) 95% chance that AlphaBank will lose exactly 30 million EUR.
D) 95% chance that AlphaBank can lose at most 30 million EUR.
3. Which of the following assets on the bank's balance sheet has greatest endogenous liquidity risk?
A) A 10-year U.S treasury bond
B) A 1-week corporate loan with a AAA rated company
C) A 3-year subprime mortgage
D) A 2-year U.S treasury bond
4. Sam has hedged a portfolio of bonds against a small parallel shift in the yield curve using the duration measure. What should Sam do to ensure that the portfolio is hedged against larger parallel shifts in the yield curve?
A) Take positions to make the convexity zero
B) Since the portfolio is duration hedged Sam does not need to take additional positions.
C) Take positions to increase the duration
D) Take positions to reduce the duration
5. An asset-sensitive bank will have a ___ cumulative gap and will benefit from ___ interest rates.
A) Positive; rising
B) Positive; dropping
C) Negative; dropping
D) Negative; rising
Solutions:
| Question # 1 Answer: D | Question # 2 Answer: D | Question # 3 Answer: C | Question # 4 Answer: A | Question # 5 Answer: A |
