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NEW QUESTION # 364
Which of the following statements defines Value-at-risk (VaR)?
Answer: A
NEW QUESTION # 365
Which one of the four following non-statistical risk measures are typically not used to quantify market risk?
Answer: D
Explanation:
Non-statistical risk measures typically used to quantify market risk include:
* Option Sensitivities:
* Measures such as delta, gamma, vega, and theta which indicate how option prices are affected by various factors.
* Convexity:
* This measures the sensitivity of the duration of a bond to changes in interest rates, an important factor in bond risk management.
* Basis Point Values (BPV):
* This measures the change in the value of a financial instrument or portfolio for a one basis point change in yield, used to assess interest rate risk.
* Net Closed Positions:
* This is not typically used to quantify market risk. It simply represents the net value of positions that have been offset or closed out and does not provide a measure of risk exposure.
Thus, net closed positions are not typically used to quantify market risk.
References
Source: How Finance Works
NEW QUESTION # 366
A bank owns a portfolio of bonds whose composition is shown below.
What is the modified duration of the portfolio?
Answer: B
NEW QUESTION # 367
Which of the following factors is included within the Basel definition of operational risk?
Answer: A
Explanation:
Comprehensive and Detailed In-Depth Explanation:
Basel II defines operational risk as "the risk of loss resulting from inadequate or failed internal processes, people, and systems or from external events," explicitly including legal risk (e.g., lawsuits, regulatory fines) but excluding strategic and reputational risks. Pandemic risk (A) is an external event but isn't separately categorized-it falls under operational risk only if it disrupts processes. Strategic risk (B) relates to business decisions, and reputational risk (C) affects perception, not direct losses. Legal risk (D) is a core component, often arising from operational failures (e.g., non-compliance).
Exact Extract from Official Source:
* BCBS, "Basel II: International Convergence of Capital Measurement and Capital Standards," June
2006, para. 644: "Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. This definition includes legal risk, but excludes strategic and reputational risk."
* GARP FRR Study Notes, Operational Risk Section: "Legal risk, encompassing losses from litigation or regulatory penalties, is explicitly included in Basel's operational risk definition, unlike reputational or strategic risks, which are managed separately." Reference:BCBS, "Basel II," para.644; GARP FRR Study Notes, Operational Risk Section.
NEW QUESTION # 368
Using the definitions used by JPMorgan Chase in their annual report, which of the following exposure types would be considered as a non-trading risk exposure?
I. Short term equity investments
II. Loans held to maturity
III. Mortgage servicing rights
IV. Derivatives used to manage asset/liability exposure.
Answer: A
Explanation:
According to JPMorgan Chase's definitions in their annual report, the following are considered non-trading risk exposures:
* Loans held to maturity: These are not traded and are held until they are repaid.
* Mortgage servicing rights: These involve servicing mortgages rather than trading them.
* Derivatives used to manage asset/liability exposure: These derivatives are used for hedging purposes rather than trading.
Short term equity investments are typically considered trading exposures.
NEW QUESTION # 369
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