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GARP ICBRR 考試概覽:
| 認證廠商: | 全球風險專業人士協會（GARP） |
|---|---|
| 考試名稱: | GARP國際銀行風險與法規考試（ICBRR / FRR） |
| 考試代碼: | ICBRR（已由2016-FRR取代） |
| 考試形式: | 線上監考測驗, 選擇題, 電腦化測驗（CBT） |
| 相關認證: | FFR（財務風險基礎） FRM（財務風險管理師） |
| 考試時間: | 120–175 |
| 證照有效期限: | 終身有效 |
| 考試費用: | 350–500美元 |
| 實際考試題數: | 80–120 |
| 支援語言: | 中文, 英文 |
| 及格分數: | 67.5%（54/80） |
| 推薦課程: | FRR官方研讀教材 |
| 考試報名: | GARP官方報名 Pearson VUE考試預約 |
| 範例考題: | GARP ICBRR 範例考題 |
| 考試方式: | 於Pearson VUE考場實地應考，或透過OnVUE平台採線上監考方式應考 |
| 必備條件: | 無正式報考資格限制，開放予所有金融與銀行業從業人員報考 |
| 官方大綱網址: | https://www.garp.org/courses/financial-risk-and-regulation |
GARP ICBRR 考試大綱主題:
| 章節 | 權重 | 目標 |
|---|---|---|
| 市場風險管理 | 20% | - 風險值與壓力測試 - 利率風險 - 權益與商品風險 - 匯率風險 |
| 監理資本與治理架構 | 10% | - 風險治理與內部控制 - ICAAP與SREP - 資本適足性架構 |
| 銀行業與監理架構 | 15% | - 以風險為基礎的監理機制 - 銀行營運模式 - 巴塞爾協定概述 |
| 流動性與資產負債管理 | 15% | - 流動性風險原則 - 資金籌措策略 - 資產負債管理 - 流動性覆蓋比率 |
| 信用風險管理 | 25% | - 信用風險衡量 - 信用風險之資本要求 - 交易對手信用風險 - 信用風險緩解措施 |
| 作業風險管理 | 15% | - 作業風險辨識 - 營運持續性規劃 - 風險衡量與控制 - 防制洗錢與客戶審查要求 |
最新的 GARP Certification ICBRR 免費考試真題：
A credit analyst wants to determine if her bank is taking too much credit risk. Which one of the following four strategies will typically provide the most convenient approach to quantify the credit risk exposure for the bank?
- A. Analyzing distribution of bank's credit losses and mapping credit risks at various statistical levels
- B. Assessing aggregate exposure at default at various time points and at various confidence levels
- C. Simplifying individual credit exposures so that they can be combined into a simplified expression of portfolio risk for the bank
- D. Using stress testing techniques to forecast underlying macroeconomic factors and bank's idiosyncratic risks
Which one of the following four statements regarding bank's exposure to credit and default risk is INCORRECT?
- A. In debt management, the value of any loan exposure will change typically in a fashion similar the same way that an equity investment can.
- B. Default risk cannot be hedged away fully, and it will always exist for the holder of the credit or for the person insuring against the credit or default event.
- C. In debt management, the goal is to minimize the effect of any defaults.
- D. The more the bank diversifies its credit portfolio, the better spread its credit risks become.
Which of the activities represent examples of market manipulation?
- A. Short squeeze
- B. Stop-loss order
- C. Crowded trades
- D. Market gap
To achieve leverage in long positions, a bank can use the following strategy:
I. Securities may be purchased with borrowed funds using a bank loan from the broker.
II. Securities may be borrowed on margin by taking a loan from a broker.
III. Securities may be purchased and used in a repo transaction to generate cash for further security purchases.
IV.
The bank may enter into a derivative transaction, such as a total return swap, that requires little to no collateral but mimics the performance of a long or short position in the underlying instrument.
- A. II, IV
- B. I, II
- C. I, II, III, IV
- D. I, III
An asset and liability manager for a large financial institution has to recognize that retail products ___ include embedded options, which are often not rationally exercised, while wholesale products ___ carry penalties for repayment or include rights to terminate wholesale contracts on very different terms than are common in retail products.
- A. Frequently; rarely
- B. Frequently; typically
- C. Hardly ever; typically
- D. Hardly ever; rarely
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