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GARP ICBRR Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Regulatory Framework for Banking | - Capital Adequacy Requirements - Basel Accords (Basel I, II, III Overview) - Supervisory Review Process |
| Operational Risk | - Loss Distribution Approach - Operational Risk Types and Events - Risk Control and Mitigation |
| Bank Governance and Risk Oversight | - Internal Controls and Compliance - Risk Governance Structures - Risk Appetite Framework |
| Credit Risk Management | - Credit Exposure Measurement - Credit Risk Models and Rating Systems - Counterparty Risk |
| Market Risk Management | - Interest Rate Risk - Trading Book Risk - Value at Risk (VaR) Concepts |
GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:
Why is economic capital across market, credit and operational risks simply added up to arrive at an estimate of aggregate economic capital in practice?
- A. Since market, credit and operational risks are significantly different measures of risk, there is no diversification benefit to computing economic capital to banks across types of risks.
- B. In practice, it is very difficult to estimate the correlations between the risk categories and as a result a conservative estimate is obtained by adding up the risks.
- C. Regulators require banks to add up economic capital across market, credit and operational risks.
- D. Market, credit and operational risks are perfectly correlated which justifies adding up their associated economic capital.
Correct Answer: B 🗳️
What is the role of market risk management function within a bank?
I. Control and minimize the risks the bank should take.
II. Establish a comprehensive market risk policy framework.
III. Define, approve and monitor risk limits.
IV.
Perform stress tests and other qualitative risk assessments.
- A. II and IV
- B. II, III, and IV
- C. I, II and III
- D. I and III
Correct Answer: B 🗳️
Which one of the following statements describes Macauley's duration?
- A. The change in value of a bond when yields increase by 1 basis point.
- B. The percentage change in a bond price when the yields change by 1%.
- C. The present value of the future cash flows of a bond calculated at a yield equal to 1%.
- D. The weighted average life of the bond payments.
Correct Answer: D 🗳️
To estimate the responsiveness of a particular equity portfolio to the overall market, a trader should use the portfolio's
- A. VaR
- B. Beta
- C. CVaR
- D. Alpha
Correct Answer: B 🗳️
On January 1, 2010 the TED (treasury-euro dollar) spread was 0.4%, and on January 31, 2010 the TED spread is 0.9%. As a risk manager, how would you interpret this change?
- A. The decrease in the TED spread indicates a decrease in credit risk on interbank loans.
- B. The decrease in the TED spread indicates an increase in credit risk on interbank loans.
- C. Increase in interest rates on both interbank loans and T-bills.
- D. Increase in credit risk on T-bills.
Correct Answer: B 🗳️
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