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GARP 2016-FRR Certification Exam is a rigorous and challenging exam that requires a strong understanding of financial risk management concepts and regulatory frameworks. To prepare for the exam, candidates are encouraged to study the GARP 2016-FRR Study Guide, which provides an in-depth review of the exam topics and includes practice questions and exercises. Candidates may also attend GARP-sponsored training courses or use other study materials to prepare for the exam.

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To maintain the GARP 2016-FRR Certification, you are required to have continuous learning. If you are not able to study for this certification every year, you will lose the certificate. You can maintain your certification status by taking advantage of various alternative paths to the examination. Self-study is one of these routes. You will need to study hard in order to clear it because it has a high passing score. But if you are unable to take it every year, you should consider taking self-study courses instead. This will allow you to keep your skills sharp without the stress of having to take an examination that is very difficult and can be overwhelming for some people. Copyright law protects the contents of our GARP 2016-FRR exam dumps to ensure that they are always updated. If you are interested in getting your certification to work for you, do not hesitate to contact us.

If you fail the GARP-FRR, you will have to wait until the next examination window opens. The next window generally starts within three months of the previous one ending. In order to pass the next examination, you should follow a successful study plan that includes self-study resources and live training courses. It is recommended by 2016-FRR Practice Exams that you schedule multiple dates because there is a high possibility that you will not be able to take any of them. If there are too many changes in your schedule, you will not be ready to take 2016-FRR on your scheduled dates. It is necessary that you give yourself enough time to prepare for this successfully.

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GARP 2016-FRR study guide

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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q54-Q59):

NEW QUESTION # 54
Arnold Wu owns a floating rate bond. He is concerned that the rates may fall in the future decreasing his payment amount. Which of the following instruments should he buy to hedge against the fall in interest rates?

A. Interest rate floor
B. Interest rate cap
C. Interest rate swap that receives floating and pays fixed
D. Index amortizing swap

Answer: C

Explanation:
Arnold Wu owns a floating rate bond and is concerned about the potential decrease in interest rates, which would reduce his interest payments. To hedge against this risk, he should enter into an interest rate swap where he receives floating and pays fixed. This means he would continue to receive floating rate payments (which would decrease if interest rates fall) while making fixed payments. This swap effectively locks in his interest income, providing protection against falling interest rates.

NEW QUESTION # 55
All of the four following exotic options are path-independent options, EXCEPT:

A. Basket options
B. Power options
C. Chooser options
D. Asian options

Answer: D

NEW QUESTION # 56
It is commonplace for the sellers of a single-name Credit Default Swap to post collateral to the buyer. What determines the amount of collateral posted?

A. The credit standing of the protection buyer and the EAD of the underlying credit
B. The credit standing of the protection seller and the PD of the underlying credit
C. The credit standing of the protection buyer and the LGD of the underlying credit
D. The credit standing of the protection seller and the RR for the underlying credit

Answer: B

Explanation:
Comprehensive and Detailed In-Depth Explanation:
In a single-name Credit Default Swap (CDS), the protection seller (who assumes the credit risk) often posts collateral to the buyer to mitigate counterparty risk. The amount of collateral is typically determined by:
* Credit standing of the protection seller:If the seller's creditworthiness declines (e.g., lower credit rating), more collateral is required to secure the buyer against the seller's potential default.
Reference:BCBS, "Basel III: A Global Regulatory Framework," December 2010, para. 91-96; GARP FRR Study Notes, Credit Risk Section.

NEW QUESTION # 57
To estimate the required risk-adjusted rate of return on a highly volatile energy stock, a risk associate
compiled the following statistics:
Risk-free rate = 5%
Beta = 2.5
Market Risk = 8%
Using the Capital Asset Pricing Model, she estimates the rate of return to be equal:

A. 40%
B. 25%
C. 10%
D. 15%

Answer: B

NEW QUESTION # 58
Which one of the four following activities is NOT a component of the daily VaR computing process?

A. Updating individual risk factor models.
B. Computing portfolio risk by delta-normal or delta-gamma method.
C. Producing the VaR report.
D. Updating factor interrelationships.

Answer: D

Explanation:
The daily VaR (Value at Risk) computing process typically involves several key steps, including updating individual risk factor models, computing portfolio risk (often using methods like delta-normal or delta-gamma), and producing the VaR report. Updating factor interrelationships, which involves recalibrating how different risk factors correlate or interact with each other, is not necessarily a daily requirement and is usually performed less frequently as part of broader risk model adjustments. Therefore, updating factor interrelationships is not a core component of the daily VaR computation process.

NEW QUESTION # 59
......

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