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

1. A risk manager is considering how to best quantify option price dynamics using mathematical option pricing models. Which of the following variables would most likely serve as an input in these models?
I. Implicit parameter estimate based on observed market prices
II. Estimates of sensitivity of option prices to parameter changes
III.
Theoretical option determination based on assumptions

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

2. James Johnson manages a bond portfolio with all investment grade bonds. Adding which of the following bonds would minimize the credit risk of his portfolio?

A) D
B) B
C) A
D) C

3. What is the explanation offered by the liquidity preference theory for the upward sloping yield curve shape?

A) The short term rates must fall enough to get some borrowers to borrow long-term and some lenders to lend short-term.
B) The long term rates must rise enough to get some borrowers to borrow short-term and some lenders to lend long-term.
C) The long term rates must rise enough to get some borrowers to borrow long-term and some lenders to lend short-term.
D) The short term rates must rise enough to get some borrowers to borrow short-term and some lenders to lend long-term.

4. ThetaBank has extended substantial financing to two mortgage companies, which these mortgage lenders use to finance their own lending. Individually, each of the mortgage companies have an exposure at default (EAD) of $20 million, with a loss given default (LGD) of 100%, and a probability of default of 10%. ThetaBank's risk department predicts the joint probability of default at 5%. If the default risk of these mortgage companies were modeled as independent risks, the actual probability would be underestimated by:

A) 3%
B) 1%
C) 4%
D) 2%

5. Gamma Bank has $300 million in loans and $200 million in deposits. If the modified duration of the loans is estimated to be 2, and the modified duration of the deposits is estimated to be 1, then the change in Gamma Bank's equity value per 1% change in yield will be:

A) -$1 million
B) -$2 million
C) -$4 million
D) -$3 million

Solutions: