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Free PDF Marvelous GARP - 2016-FRR - Financial Risk and Regulation (FRR) Series Test Study Guide

Our company is committed to the success of our customers. All company tenets are customer-oriented. Our 2016-FRR practice questions are created with the utmost profession for we are trained for this kind of 2016-FRR study prep with the experience and knowledge of professionals from leading organizations around the world. Our company 2016-FRR Exam Quiz is truly original question treasure created by specialist research and amended several times before publication.

The FRR Series certification is highly respected in the risk management industry and is recognized by employers worldwide. Financial Risk and Regulation (FRR) Series certification is an excellent way for risk professionals to enhance their career prospects and demonstrate their expertise in financial risk management and regulation. The FRR Series certification is also an excellent way for employers to ensure that their risk management teams have the necessary knowledge and skills to manage financial risk effectively and comply with regulatory requirements.

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Actual Financial Risk and Regulation (FRR) Series Exam Questions are Easy to Understand 2016-FRR Exam

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GARP 2016-FRR (Financial Risk and Regulation) Certification Exam is a globally recognized certification program in the field of financial risk management. Financial Risk and Regulation (FRR) Series certification is designed to provide professionals with the knowledge and skills necessary to navigate the complex regulatory landscape and effectively manage financial risks in their organizations. The GARP 2016-FRR Certification Exam is offered by the Global Association of Risk Professionals (GARP), a leading professional association for risk management practitioners.

Elaborate the registration process for the GARP 2016-FRR Certification:

Steps to register for the GARP 2016-FRR Certification are as below:

Step 5: Print a confirmation email and bring it with you to the testing center.
Step 4: Schedule your 2016-FRR. After you have paid for it, click the “Schedule Exam” button to schedule the date and time. This pattern is important for particular dates. The date and time will be immediately confirmed after you schedule.
Step 3: Pay online with a credit card or PayPal account. After you have created a new Pearson VUE profile, you will be prompted to pay for your 2016-FRR. The pricing is listed above. Payments can be made by credit card or by PayPal account.
Step 2: Enter the code in the FRR field, and click “Update”. You can find this when you choose to take the 2016-FRR in the “Studying with Tools” tab. After that, click “Studying with Tools” to access a study plan that includes a list of learning materials, including sample exams.
Step 1: Log in to your GARP account

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q260-Q265):

NEW QUESTION # 260
If the LTV (loan-to-value ratio) is 75%, what is the haircut?

A. 75%
B. 5%
C. 50%
D. 25%

Answer: D

Explanation:
Comprehensive and Detailed In-Depth Explanation:
The loan-to-value (LTV) ratio represents the proportion of an asset's value that is financed through a loan, expressed as a percentage. The haircut, in contrast, is the complement of the LTV-it represents the portion of the asset's value that is not financed and serves as a buffer or margin of safety for the lender. Mathematically, the haircut is calculated as:
Haircut = 100% - LTV.
Given an LTV of 75%, the haircut is:
100% - 75% = 25%.
This concept is critical in Basel III's collateral valuation and liquidity risk management rules, where haircuts are applied to adjust the value of collateral for risk purposes (e.g., in the Liquidity Coverage Ratio or repo transactions). The BCBS guidelines on collateral haircuts confirm this relationship, ensuring that the unfinanced portion protects against potential declines in asset value.
Reference:BCBS, "Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools," January
2013, Annex 2; GARP FRR Study Notes, Market Risk Section.

NEW QUESTION # 261
Samuel Teng owns a portfolio of bonds and is trying to compute the convexity of his portfolio. Which of the
following choices equals the convexity of Samuel's portfolio?

A. Value-weighted average convexity of the component bonds
B. Minimum of the convexities of the component bonds
C. Coupon-weighted average convexity of the component bonds
D. Maximum of the convexities of the component bonds

Answer: A

NEW QUESTION # 262
Which one of the following four attributes would likely help a trader using exchange-traded options to
establish a leveraged position?

A. Unlimited losses for long option positions
B. Option positions have the same credit risks as a margined long forward.
C. Higher degrees of exposure at less cash cost
D. Option positions have the same cash risks as a margined short futures purchase.

Answer: C

NEW QUESTION # 263
Which of the following statements defines Value-at-risk (VaR)?

A. VaR is the minimum likely loss on a financial instrument or a portfolio of financial instruments with a
given degree of probabilistic confidence.
B. VaR is the worst possible loss on a financial instrument or a portfolio of financial instruments over a
given time period.
C. VaR is the maximum likely loss on a financial instrument or a portfolio of financial instruments over a
given time period with a given degree of probabilistic confidence.
D. VaR is the maximum of past losses over a given period of time.

Answer: C

NEW QUESTION # 264
A portfolio manager is interested in computing risk measures for his bond investment portfolio. Which of the
following measures the sensitivity of duration to interest rates?

A. Modified duration.
B. Convexity.
C. Credit spread.
D. Yield curve

Answer: B

NEW QUESTION # 265
......

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