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GARP ICBRR Exam Syllabus Topics:

GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:

1. Bank Zilo has $2 million in cash and $10 million in loans coming due tomorrow with an expected default rate of 1%. The proceeds will be deposited overnight. The bank owes $ 10 million on a securities purchase that settles in two days and pays off $9 million in commercial paper in three days that is not expected to renew. How much money should the bank plan to raise so as to avoid a liquidity problem?

A) $700 million
B) $710 million
C) $650 million
D) $712 million

2. On January 1, 2010 the TED (treasury-euro dollar) spread was 0.9%, and on January 31, 2010 the TED spread is 0.4%. As a risk manager, how would you interpret this change?

A) The decrease in the TED spread indicates an increase in credit risk on interbank loans.
B) The decrease in the TED spread indicates a decrease in credit risk on interbank loans.
C) Increase in interest rates on both interbank loans and T-bills.
D) Increase in credit risk on T-bills.

3. All of the four following exotic options are path-independent options, EXCEPT:

A) Power options
B) Basket options
C) Chooser options
D) Asian options

4. Which one of the following statements describes Macauley's duration?

A) The percentage change in a bond price when the yields change by 1%.
B) The change in value of a bond when yields increase by 1 basis point.
C) The present value of the future cash flows of a bond calculated at a yield equal to 1%.
D) The weighted average life of the bond payments.

5. Which one of the following four statements presents a challenge of using external loss databases in the operational risk framework?

A) Use of benchmarked data reflects similar data collection standards.
B) They provide a source of data on what operational loss events will occur.
C) External events are usually not of interest to senior management.
D) If the external data is gathered from news sources, it may only reflect events that are interesting to the press.

Solutions: