ICBRR 試験問題を無料オンラインアクセス

A key function of treasuries in commercial/retail banks is:
I. To manage the interest margin of the banks.
II. To focus on underwriting risk.
III. To ensure strong earnings.
IV.
To increase profit margins.

• A.I
• B.II
• C.III, IV
• D.II, III

Which one of the following four statements regarding the current value of a transaction and its purposes is INCORRECT?

• A.For cash settled instrument the final market value is used to settle the transaction with the counterparty
• B.Margin call by futures exchanges are based on the current market value.
• C.Counterparty credit risk calculations are made by analyzing the current values of all deals with the same counterparty.
• D.Profit and loss calculations are made by comparing the current values to the intrinsic values.

An asset manager for a large mutual fund is considering forward exchange positions traded in a clearinghouse system and needs to mitigate the risks created as a result of this operation. Which of the following risks will be created as a result of the forward exchange transaction?

• A.Exchange rate risk
• B.Credit risk
• C.Exchange rate and credit risk
• D.Exchange rate and interest rate risk

A bank has a large number of auto loans and would prefer to sell them to raise cash for more funding. However, selling individual auto loans is difficult. What could the bank do?

• A.Set up a marketing team to sell individual loans to investors.
• B.Obtain a stronger credit rating so that the bank could borrow at a cheaper rate.
• C.Package the loans into a securitized vehicle and sell the low risk portion of the portfolio.
• D.Merge with another bank.

In the United States, stock investors must comply with the Regulation T of the Federal Reserve Bank and may borrow up to ___ of the value of the securities from their brokers.

• A.30%
• B.40%
• C.50%
• D.60%