ICBRR 무료 덤프문제 온라인 액세스

Which of the following correctly identifies reasons for collecting internal operational risk event and loss information?
I. Assessing the risk of specific areas of concern.
II. Evaluating risk events and outcomes.
III. Collecting data for capital modeling.
IV.
Getting insight into risk events in other firms in the industry.

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

Which one of the following statements regarding collateralized mortgage obligations (CMO) is incorrect?

• A.CMOs are generally less risky investment than CDOs.
• B.CMOs have senior tranches which are considered short-term, low-risk instruments by banks
• C.CMOs are asset-backed securities that have pools of collateralized debt obligations (CDOs) as underlying collateral.
• D.CMOs are pools of mortgages that are divided according to the timing of cash flows.

Bank Sigma takes a long position in the oil futures market that requires a 2% margin, i.e., the bank has to deposit 2% of the value of the contract with the broker. The futures contracts were priced at $50 per barrel (bbl) at inception, and rose by $5 to $55. The VaR on the position is estimated to be $10. What is the return on this transaction on a risk adjusted basis?

• A.10%
• B.500%
• C.20%
• D.50%

Most loans and deposits in the interbank market have a maturity of:

• A.Less than one year
• B.More than 3 years but less than 5 years
• C.More than 5 years but less than 10 years
• D.More than 10 years

In the United States, stock investors must comply with the Regulation T of the Federal Reserve Bank and may borrow up to ___ of the value of the securities from their brokers.

• A.30%
• B.60%
• C.40%
• D.50%