×

Special Offer! Get 25% Off on All Certification Exam Questions. Use Code:  HELLO20OFF  

Free GARP FRM-Part-2 Exam Questions

Try our Free Demo Practice Tests for Comprehensive FRM-Part-2 Exam Preparation

  • GARP FRM-Part-2 Exam Questions
  • Provided By: GARP
  • Exam: FRM Exam Part II
  • Certification: GARP Certification
  • Total Questions: 503
  • Updated On: Jan 27, 2025
  • Rated: 4.9 |
  • Online Users: 1006
Page No. 1 of 101
Add To Cart
  • Question 1
    • An analyst at a fixed-income investment company is evaluating different ways thecompany uses to estimate the VaR of its corporate bond portfolios. The portfoliosconsist of a large number of bonds with a wide range of maturities. The analystexamines the possibility of using a mapping approach to simplify the estimationprocess. Which of the following statements would the analyst be correct to makeregarding the approaches to mapping fixed-income portfolios?

      Answer: B
  • Question 2
    • Which of the following statements most accurately reflects the time horizons typically used for market VaR and credit VaR calculations?

      Answer: B
  • Question 3
    • Given the following three events, what is the proper order of the CCP loss waterfall?I. Nondefaulting member’s default fund contributions are exhausted.II. Defaulting member’s collateral and default fund contributions are exhausted.III. CCP taps an amount of its equity that enables them to function normally.

      Answer: D
  • Question 4
    • Three and a half months ago, XYZ Manufacturing lost their single largest customer, and the company stopped service of all debt payments to ABC Bank. The bank has seized some collateral, but they are working with XYZ as they form plans to find new customers and build a better future. For now, the loans to XYZ Manufacturing should most likely be classified as:

      Answer: B
  • Question 5
    • A risk analyst is evaluating an investment portfolio using the Fama-French threefactormodel. The analyst regresses thirty years of weekly portfolio returns againstthe three factors of the model. The analyst obtains the following regression results:Alpha 0.10Market coefficient 0.52SMB coefficient 0.18HML coefficient -0.70Assuming all estimated coefficients are statistically significant, which of the following is correct?

      Answer: C
PAGE: 1 - 101
Add To Cart

© Copyrights Dumpscity 2025. All Rights Reserved

We use cookies to ensure your best experience. So we hope you are happy to receive all cookies on the Dumpscity.