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2016-FRR – Financial Risk and Regulation (FRR) Series

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Showing 10–12 of 15 questions

Question 10 (Volume A)

Of all the risk factors in loan pricing, which one of the following four choices is likely to be the least significant?

Select an option, then click Submit answer.

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    Probability of default
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    Duration of default
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    Loss given default
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    Exposure at default
Question 11 (Volume C)

Which one of the four following non-statistical risk measures are typically not used to quantify market risk?

Select an option, then click Submit answer.

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    Option sensitivities
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    Net closed positions
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    Convexity
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    Basis point values
Question 12 (Volume C)

Which of the following factors are typically included in standard operational risk definitions?

I. Human errors

II. Process failure

III. Systems failure

IV. Unexpected events

Select an option, then click Submit answer.

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    I and II
  • ○

    I and IV
  • ○

    II and III
  • ○

    I, II and III
  • ○

    Human errors

    II. Process failure

    III. Systems failure

    IV. Unexpected events