3I0-010 試験問題を無料オンラインアクセス

Which of the following are products used in bank liquidity management?

• A.spot FX transactions
• B.caps, floors, collars, and interest rate futures
• C.money market taking and placing, sale and repurchase agreements (repos)
• D.currency options and currency futures

In the unexpected event that a public holiday is declared on the date a particular contract matures, what is the normal market practice?

• A.if that day is NOT the final trading day of the month, all contracts maturing on that day are shortened to the preceding business day
• B.if that day is NOT the final trading day of the month, all contracts maturing on that day are extended to the next business day
• C.decisions about the maturity dates of trading contracts are made by ACI's Committee for Professionalism on a case-by- case basis and must be adhered to
• D.all new maturity dates have to be agreed upon with the counterparties involved

What are the three successive stages of money laundering?:

• A.layering, integration, placement
• B.integration, placement, layering
• C.placement, layering, integration
• D.integration, layering, placement

Which interest rates are used to calculate the exchange rate of an outright transaction value tomorrow (over tom)?

• A.the spot next interest rates of both currencies
• B.the tom next interest rates of both currencies
• C.the one week interest rates of both currencies
• D.the overnight interest rates of both currencies

In the weekend newspapers you read that one of your FX counterparties has gone into liquidation. You have no netting or close-out agreements in place with this counterparty and remember that you have one forward deal outstanding. What is the main risk affecting your bank?

• A.the "replacement risk", also known as "replacement-cost risk"
• B.the loss of the entire principal amount of the deal
• C.as the deal is in the future, there is no impact on P&L
• D.the loss of the negative mark-to-market value of the deal