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Passed Exam Today 2016-FRR

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Total 387 questions

Financial Risk and Regulation (FRR) Series Questions and Answers

Question 109

Which of the following risk measures are based on the underlying assumption that interest rates across all maturities change by exactly the same amount?

I. Present value of a basis point.

II. Yield volatility.

III. Macaulay's duration.

IV. Modified duration.

Options:

A.

I and II

B.

I, II, and III

C.

I, III, and IV

D.

I, II, III, and IV

Question 110

BetaFin has decided to use the hybrid RCSA approach because it believes that it fits its operational framework. Which of the following could be reasons to use the hybrid RCSA method?

I. BetaFin has previously created series of RCSA workshops, and the results of these workshops can be used to design the questionnaires.

II. BetaFin believes that using the questionnaire approach should be more useful.

III. BetaFin had used the questionnaire approach successfully for certain businesses and the workshop approach for others.

IV. BetaFin had already implemented a sophisticated RCSA IT-system.

Options:

A.

I and II

B.

I and III

C.

III and IV

D.

II, III, and IV

Page: 28 / 28
Total 387 questions