Sam Brown Sam Brown's Profile Page

Sam Brown Sam Brown

0 Course Enrolled • 0 Course Completed

Biography

Valid GARP 2016-FRR Questions - Pass Exam And Advance Your Career

DOWNLOAD the newest VCE4Dumps 2016-FRR PDF dumps from Cloud Storage for free: https://drive.google.com/open?id=1cDQ7YrP7UdtQjvxtPiN1ZZWPHXyAaxm0

Today is the right time to advance your career. Yes, you can do this easily. Just need to pass the 2016-FRR certification exam. Are you ready for this? If yes then get registered in GARP 2016-FRR certification exam and start preparation with top-notch 2016-FRR Exam Practice questions today. These 2016-FRR questions are available at VCE4Dumps with up to 1 year of free updates. Download VCE4Dumps 2016-FRR exam practice material demo and check out its top features.

Advantages of the GARP 2016-FRR

There are numerous advantages of the GARP 2016-FRR Certification.

It has low failure rates, which is another advantage of it. This means that even if you are taking it for the first time, or you are not very familiar with most or all of its arguments, you have a relatively high chance of passing it.
One of the most attractive advantages is the fact that it provides you with international recognition.
This will allow you to advance your career rapidly within the financial management industry. Wikis can also be used to provide you with an understanding of the different concepts covered in 2016-FRR.
If you are not able to survive the examination on your first try, you can simply schedule another date. But by doing this, you will still be able to access all of your study materials for up to 12 months after your first attempt. Machine learning and Sono mock tests are available online for this 2016-FRR. You can download them and make your preparation easier.
The importance of the GARP 2016-FRR Certification cannot be denied. Successfully achieving it will give you the confidence that your knowledge and performance are the best they can be.

>> 2016-FRR Reliable Test Experience <<

Pass Guaranteed 2025 GARP 2016-FRR: High Pass-Rate Financial Risk and Regulation (FRR) Series Reliable Test Experience

The GARP 2016-FRR Exam registration fee varies between 100 usd and 1000 usd, and a candidate cannot risk wasting his time and money, thus we ensure your success if you study from the updated GARP 2016-FRR practice material. We offer the demo version of the actual GARP 2016-FRR questions so that you may confirm the validity of the product before actually buying it, preventing any sort of regret.

GARP 2016-FRR (Financial Risk and Regulation) certification exam is designed to test professionals' knowledge and expertise in the field of financial risk management and regulatory compliance. Financial Risk and Regulation (FRR) Series certification is offered by the Global Association of Risk Professionals (GARP), which is a leading professional association dedicated to the advancement of the risk management profession worldwide. The GARP 2016-FRR Certification is a globally recognized credential that demonstrates an individual's proficiency in the areas of risk management, regulatory compliance, and financial modeling.

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q261-Q266):

NEW QUESTION # 261
If a bank is long £500 million pounds, short £300 million in delta-equivalent pound options, and long £100 million in pound-denominated stocks, what is the amount of pound exposure that would be shown in the aggregated risk reports?

A. £900 million pounds
B. £500 million pounds
C. £800 million pounds
D. £300 million pounds

Answer: D

Explanation:
To determine the pound exposure in the aggregated risk reports, we sum the net positions:
* Long £500 million:
* The bank holds a long position of £500 million.
* Short £300 million in delta-equivalent pound options:
* This position reduces the exposure by £300 million.
* Long £100 million in pound-denominated stocks:
* This adds £100 million to the exposure.
Net exposure: 500#300+100=300 million pounds500 - 300 + 100 = 300 , ext{million pounds}
500#300+100=300million pounds
Thus, the pound exposure shown in the aggregated risk reports is £300 million.
References
Source: How Finance Works

NEW QUESTION # 262
James Johnson has a $1 million long position in ThetaGroup with a VaR of 0.3 million, and $1 million long
position in VolgaCorp with a VaR of 0.4 million. The returns of the two companies have zero correlation.
What is the portfolio VaR?

A. $1 million
B. $0.5 million
C. $0.4 million
D. $0.7 million

Answer: B

NEW QUESTION # 263
An endowment asset manager with a focus on long/short equity strategies is evaluating the risks of an equity portfolio. Which of the following risk types does the asset manager need to consider when evaluating her diversified equity portfolio?
I. Company-specific projected earnings and earnings risk
II. Aggregate earnings expectations
III. Market liquidity
IV. Individual asset volatility

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

Answer: A

Explanation:
* When evaluating a diversified equity portfolio, an endowment asset manager should consider:
* Company-specific projected earnings and earnings risk to understand the performance potential and variability of individual assets.
* Aggregate earnings expectations to gauge the overall market outlook and economic conditions affecting the portfolio.
* Individual asset volatility to assess the risk and potential fluctuations in the value of specific investments within the portfolio.
* Market liquidity, while important, is not typically a primary concern for long/short equity strategies focused on diversified portfolios.

NEW QUESTION # 264
While contractually, depositors are not required to keep liquid funds on deposit for very long, in fact they tend to leave their deposits for longer periods of time, even if interest rates rise and the bank does not raise its deposit interest rate. What does a bank consider these deposits to be?

A. Credible deposits
B. Permanent deposits
C. Core deposits
D. Tangible equity

Answer: C

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Core deposits are stable, low-cost funds (e.g., savings, checking accounts) that depositors tend to leave with the bank over time, despite contractual flexibility to withdraw them. This stability is due to customer behavior and inertia, making them a reliable funding source under Basel III's Net Stable Funding Ratio (NSFR).
Credible deposits (A) and permanent deposits (C) are not standard terms, andtangible equity (D) is a capital measure, not a deposit type.
Reference:BCBS, "Basel III: The Net Stable Funding Ratio," October 2014, para. 22-25; GARP FRR Study Notes, Liquidity Risk Section.

NEW QUESTION # 265
The skewness of ABC company's stock returns equal -1.5. What is the correct interpretation of this?

A. It indicates that the returns are indeed normally distributed.
B. It indicates higher relative probability of extreme events than non-extreme events compared to estimates from a normal distribution.
C. It indicates higher relative probability of negative returns compared to estimates derived from a normal distribution.
D. It indicates lower probability of extreme negative events compared to the normal distribution.

Answer: C

Explanation:
Skewness measures the asymmetry of the return distribution. A negative skewness value, such as -1.5, indicates that the left tail (negative returns) of the distribution is longer or fatter than the right tail (positive returns). This suggests that there is a higher relative probability of observing negative returns compared to what would be expected under a normal distribution, which is symmetric. In this case, the negative skewness implies a higher chance of experiencing extreme negative returns, making option A the correct interpretation.

NEW QUESTION # 266
......

2016-FRR New Test Camp: https://www.vce4dumps.com/2016-FRR-valid-torrent.html

BTW, DOWNLOAD part of VCE4Dumps 2016-FRR dumps from Cloud Storage: https://drive.google.com/open?id=1cDQ7YrP7UdtQjvxtPiN1ZZWPHXyAaxm0