8008 무료 덤프문제 온라인 액세스

Which of the following belong in a credit risk report?

• A.Exposures by industry
• B.Largest exposures by counterparty
• C.All of the above
• D.Exposures by country

Which of the following is not a risk faced by a bank from holding a portfolio of residential mortgages?

• A.The risk that mortgage interest rates will rise in the future
• B.The risk that the homeowners will pay the mortgage off before they are due
• C.The risk that CDS spreads on the bank's debt will rise making funding more expensive
• D.The risk that the homeowners will not be able to pay their mortgage when they are due

Which of the following statements is NOT true in relation to the recent financial crisis of 2007-08?

• A.Counterparty risk was difficult to gauge as it was impossible to know who the counterparty's counterparties were
• B.An intention to diversify from their core activities led all market participants to the same activities, which though appearing diversified at the bank's level, created a concentration risk at the systemic level
• C.Central banks had data on the interconnections between institutions, but poor understanding and analysis meant this data was never analyzed
• D.The existence of central counterparties could have limited the damage caused by the financial crisis

The cumulative probability of default for a security for 4 years is 11.47%. The marginal probability of default for the security for year 5 is 5% during year 5. What is the cumulative probability of default for the security for 5 years?

• A.5.00%
• B.16.47%
• C.15.90%
• D.None of the above

Which of the following statements are true?
I. Retail Risk Based Pricing involves using borrower specific data to arrive at both credit adjudication and pricing decisions II. An integrated 'Risk Information Management Environment' includes two elements - people and processes III. A Logical Data Model (LDM) lays down the relationships between data elements that an organization stores IV. Reference Data and Metadata refer to the same thing

• A.II and IV
• B.I and III
• C.I, II and III
• D.All of the above