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

1. Which one of the following four mathematical option pricing models is used most widely for pricing European options?

A) The Black model
B) The Garman-Kohlhagen model
C) The Heston model
D) The Black-Scholes model

2. Which of the following are typical properties of a statistical distribution of potential losses that a bank might sustain over a period of time?
I. The range of possible losses above the average loss is much greater than those below the average loss.
II. The loss that is most likely to occur is below the average loss.
III.
The loss that is most likely to occur is above the average loss.

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

3. According to Basel II what constitutes Tier 2 capital?

A) Debt that is not subordinated to equity and innovative capital products that would count as Tier 1 capital and excluding perpetual non-cumulative preference shares.
B) Debt that is subordinate to equity.
C) Equity capital and debt together.
D) Core capital excluding undisclosed reserves and general reserves that the bank may make against its expected loan losses.

4. A corporate bond was trading with 2%probability of default and 60% loss given default. Due to the credit crisis the probability of default increased to 10% and the loss given default increased to 100%. Assuming that the risk premium remained the same how did the credit spread change?

A) Increased by 1120 basis points
B) Decreased by 880 basis points
C) Increased by 1000 basis points
D) Increased by 880 basis points

5. On January 1, 2010 the TED (treasury-euro dollar) spread was 0.9%, and on January 31, 2010 the TED spread is 0.4%. 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) Increase in credit risk on T-bills.
C) Increase in interest rates on both interbank loans and T-bills.
D) The decrease in the TED spread indicates an increase in credit risk on interbank loans.

Solutions: