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Vendor: GARP
Exam Code: ICBRR
Exam Name: International Certificate in Banking Risk and Regulation (ICBRR)
Certification: GARP Certification
Total Questions: 342 Q&A
Updated on: Nov 15, 2024
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After entering the securitization business, Delta Bank increases its cash efficiency by selling off the lower risk portions of the portfolio credit risk. This process ___ return on equity for the bank, because the cash generated by the risk-transfer and the overall ___ of the bank's exposure to the risk.
A. Increases; increase;
B. Increases; reduction;
C. Decreases; increase;
D. Decreases; reduction;
To estimate the responsiveness of a particular equity portfolio to the overall market, a trader should use the portfolio's
A. Alpha
B. Beta
C. CVaR
D. VaR
A. U.S treasury markets
B. Discount window
C. LIBOR markets
D. Futures Markets
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