2016-FRR 문제 1
감마 은행은 금리 변동성이 매우 높은 환경에서 사업을 운영하고 있으며, 금리에 민감한 수익원을 금리에 덜 민감한 수익원으로 전환하여 순이익을 안정화하고자 합니다.
다음 전략 중 이 목표를 달성하는 데 도움이 되지 않는 것은 무엇입니까?
다음 전략 중 이 목표를 달성하는 데 도움이 되지 않는 것은 무엇입니까?
2016-FRR 문제 2
Which one of the following activities is carried out by the back office?
2016-FRR 문제 3
Alpha Bank determined that Delta Industrial Machinery Corporation has 2% change of default on a one-year
no-payment of USD $1 million, including interest and principal repayment. The bank charges 3% interest rate
spread to firms in the machinery industry, and the risk-free interest rate is 6%. Alpha Bank receives both
interest and principal payments once at the end the year. Delta can only default at the end of the year. If Delta
defaults, the bank expects to lose 50% of its promised payment. Six months after Alpha Bank provides USD
$1 million loan to the Delta Industrial Machinery Corporation, a new competitor enters the machinery
industry, causing Delta to adjust its prices and mark down the value of its inventory. Hence, the probability of
default increases from 2% to 10% and the loss given default increases from 50% to 75%. If Alpha Bank can
reprice the loan, what should the new rate be?
no-payment of USD $1 million, including interest and principal repayment. The bank charges 3% interest rate
spread to firms in the machinery industry, and the risk-free interest rate is 6%. Alpha Bank receives both
interest and principal payments once at the end the year. Delta can only default at the end of the year. If Delta
defaults, the bank expects to lose 50% of its promised payment. Six months after Alpha Bank provides USD
$1 million loan to the Delta Industrial Machinery Corporation, a new competitor enters the machinery
industry, causing Delta to adjust its prices and mark down the value of its inventory. Hence, the probability of
default increases from 2% to 10% and the loss given default increases from 50% to 75%. If Alpha Bank can
reprice the loan, what should the new rate be?
2016-FRR 문제 4
다음 네 가지 설명 중 위험과 통제의 특정 특징을 설명하는 것은 무엇입니까?
자체 평가(RCSA)는 통제 평가 및 위험 및 통제 평가와 구별되는 특징입니다.
평가?
자체 평가(RCSA)는 통제 평가 및 위험 및 통제 평가와 구별되는 특징입니다.
평가?
2016-FRR 문제 5
담보대출비율(LTV)이 75%인 경우, 할인율은 얼마입니까?