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2016-FRR Free Download Pdf & 2016-FRR Customizable Exam Mode

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The FRR Series consists of two levels of certification: the FRM (Financial Risk Manager) and the ERP (Energy Risk Professional). The FRM certification focuses on financial risk management in banking, insurance, and asset management, while the ERP certification is geared towards professionals working in the energy industry. Both certifications require passing two exams, and candidates must have a certain amount of relevant work experience to be eligible to take the exams.

The Global Association of Risk Professionals (GARP) is a non-profit organization that is committed to promoting and advancing the risk profession worldwide. One of the primary ways that GARP accomplishes this goal is through its certification program, which includes the Financial Risk and Regulation (FRR) Series. The FRR Series is designed to provide professionals with a deep understanding of financial risk management and regulatory requirements.

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GARP 2016-FRR Exam is the latest version of the FRR series, and it covers a range of topics that are essential for financial risk professionals. 2016-FRR exam focuses on risk management practices and how they are impacted by various forms of regulation. Some of the key topics covered on the exam include quantitative analysis, market risk, credit risk, operational risk, and regulatory risk.

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q113-Q118):

NEW QUESTION # 113
Which one of the four following statements about technology systems for managing operational risk event
data is incorrect?

A. Operational risk loss event data collection software can be internally developed.
B. Operational risk event databases are always integrated with the other components of the operational risk
management program.
C. The implementation of a new operational risk event loss database has to incorporate an analysis of the
advantages and disadvantages of external systems.
D. Operational risk event databases are independent elements of the operational risk management
framework.

Answer: B

NEW QUESTION # 114
If a bank is long £500 million pounds, short £300 million in delta-equivalent pound options, and long £100 million in pound-denominated stocks, what is the amount of pound exposure that would be shown in the aggregated risk reports?

A. £500 million pounds
B. £900 million pounds
C. £300 million pounds
D. £800 million pounds

Answer: C

Explanation:
To determine the pound exposure in the aggregated risk reports, we sum the net positions:
* Long £500 million:
* The bank holds a long position of £500 million.
* Short £300 million in delta-equivalent pound options:
* This position reduces the exposure by £300 million.
* Long £100 million in pound-denominated stocks:
* This adds £100 million to the exposure.
Net exposure: 500#300+100=300 million pounds500 - 300 + 100 = 300 , ext{million pounds}
500#300+100=300million pounds
Thus, the pound exposure shown in the aggregated risk reports is £300 million.
References
Source: How Finance Works

NEW QUESTION # 115
A risk analyst is considering how to reduce the bank's exposure to rising interest rates. Which of the following
strategies will help her achieve this objective?
I. Reducing the average repricing time of its loans
II. Increasing the average repricing time of its deposits
III. Entering into interest rate swaps
IV. Improving earnings capacity and increasing intermediated funds

A. I, II
B. III
C. I, II, IV
D. IV

Answer: C

NEW QUESTION # 116
How could a bank's hedging activities with futures contracts expose it to liquidity risk?

A. Prices may move such that a loss results on the hedge.
B. The bank could get exposed to liquidity risk since futures trade on an exchange.
C. Since futures require margins which are settled every day, the bank could find itself scrambling for
funds.
D. The futures hedge may not work due to the widening of basis which could result in a loss for the bank.

Answer: C

NEW QUESTION # 117
When trading exotic options, one needs to consider the following risks:
I. Spot foreign exchange risks
II. Forward foreign exchange risks
III. Plain vanilla options risks
IV. Option-specific risks

A. I, III
B. I, II, III, IV
C. I, II, IV
D. II, III, IV

Answer: B

NEW QUESTION # 118
......

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