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

1. Of all the risk factors in loan pricing, which one of the following four choices is likely to be the least significant?

A) Probability of default
B) Duration of default
C) Loss given default
D) Exposure at default

2. To hedge equity exposure without buying or selling shares of stock or otherwise rebalancing the portfolio, a risk manager could initiate

A) A short debt-for-equity swap.
B) A long total return swap position.
C) A long debt-for-equity swap.
D) A short total return swap position.

3. Which one of the following market risk measures evaluates the bank's earnings sensitivity?

A) Earnings-at-risk stress testing
B) Cash flow stress testing
C) Value-at-risk back testing
D) Large exposure risk identification

4. Gamma Bank is active in loan underwriting and securitization business, and given its collective credit exposure, it will be typically most interested in the following types of portfolio credit risk:
I. Expected loss
II. Duration
III. Unexpected loss
IV.
Factor sensitivities

A) I
B) I, III
C) II
D) I, III, IV

5. Bank G has a 1-year VaR of USD 20 million at 99% confidence level while bank H has a 1year VaR of USD 10 million at the same confidence level. Which bank is in a more risky position as measured by VaR?

A) Both banks are equally risky since the measurements are with the same confidence level.
B) Since the confidence levels are the same we cannot make any conclusions.
C) Bank H is taking twice the risk of bank G as measured by VaR.
D) Bank G is taking twice the risk of bank H as measured by VaR.

Solutions: