3I0-012 試験問題を無料オンラインアクセス

A 1-month (30-day) USCP with a race value of USD 5 million is quoted at a rate of discount of 2.31%. How much is the paper worth?

• A.USD 4,884,500.00
• B.USD 4,990,375.00
• C.USD 4,990,393.49
• D.USD 4,990.506.85

Which of the following transactions would have the effect of lengthening the average duration of assets in the banking book?

• A.selling futures contracts on 30-year German Government bonds
• B.buying a 3x6 forward rate agreement
• C.buying put options on 30-year German Government bonds
• D.buying futures contracts on 30-year German Government bonds

Today is Monday, 8th December. You sell a 9x12 USD FRA for value Thursday, 10th September next year. On what date is the settlement amount due to be paid or received (assuming that there are no holidays)?

• A.10th September next year
• B.December next year
• C.8th September next year
• D.8thDecembernextyear

Which of the following risks are considered market risks?

• A.interest rate, equity, liquidity and default risk
• B.interest rate, currency, equity and default risk
• C.legal, reputation and regulatory risk
• D.interest rate, currency, equity and commodity risk

What is the minimum basis on which a BCP should be updated and tested?

• A.Whenever the BCP procedures are changed
• B.Every 3 months
• C.Yearly
• D.Every 6 months