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NEW QUESTION 51
Which one of the four following activities is NOT a component of the daily VaR computing process?
- A. Updating factor interrelationships.
- B. Computing portfolio risk by delta-normal or delta-gamma method.
- C. Updating individual risk factor models.
- D. Producing the VaR report.
Answer: B
NEW QUESTION 52
Which one of the following four statements represents a possible disadvantage of using total return swap to
manage equity portfolio risks?
- A. The total return receiver does not have any voting rights.
- B. The total return receiver needs to incur the transaction costs of establishing an equity position.
- C. Similar to an equity forward position, the total return receiver does not get paid the dividend.
- D. Similar to the formal portfolio rebalancing strategy, the total return receiver needs to modify the size of
the trading position.
Answer: A
NEW QUESTION 53
Bank G has a 1-year VaR of USD 20 million at 99% confidence level while bank H has a 1-year VaR of USD
10 million at 95% confidence level. Which bank is in a more risky position as measured by VaR?
- A. Bank G is taking twice the risk of bank H as measured by VaR.
- B. Bank H is taking twice the risk of bank G as measured by VaR.
- C. Since the confidence levels are not the same we cannot make any conclusions.
- D. Both banks are equally risky since the measurements are with the same confidence level.
Answer: C
NEW QUESTION 54
From the bank's point of view, repricing the retail debt portfolio will introduce risks of fluctuations in:
I. Duration
II. Loss given default
III. Interest rates
IV. Bank spreads
- A. III, IV
- B. I, II
- C. I
- D. II
Answer: A
NEW QUESTION 55
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. -$2 million
- B. -$3 million
- C. -$4 million
- D. -$1 million
Answer: C
NEW QUESTION 56
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