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GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q135-Q140):

NEW QUESTION # 135
Which one of the following financial instruments is subject to implied volatility price risk?

A. Bonds
B. Swaps
C. Options
D. Forwards

Answer: C

Explanation:
Comprehensive and Detailed In-Depth Explanation:
Implied volatility price risk arises from changes in the market's expectation of future volatility, directly affecting the pricing of options via models like Black-Scholes, where implied volatility is a key input. Options prices are highly sensitive to volatility shifts, unlike:
* Swaps:Sensitive to interest rate changes, not implied volatility.
* Bonds:Affected by yield changes, not volatility.
Reference:GARP FRR Study Notes, Market Risk Section; BCBS, "Basel III: A Global Regulatory Framework," para. 689-690.

NEW QUESTION # 136
A proprietary trading desk for a large bank hedges an Arab light OTC forward position with Brent crude oil forwards. The trading desk benefits from using the most liquid OTC market to hedge, the market for the Brent crude, but hedging its using the Brent contract, exposes itself to the following type of risk:

A. Term risk
B. Basis risk
C. Correlation risk
D. Seasonality risk

Answer: B

Explanation:
When a proprietary trading desk hedges an Arab light OTC forward position with Brent crude oil forwards, they face basis risk. This is because the underlying commodities (Arab light and Brent crude oil) are different and may not move perfectly in sync, leading to a potential mismatch in the hedge.
References
Verified based on the discussion of basis risk in commodity trading provided in the book "How Finance Works".

NEW QUESTION # 137
In analyzing market option pricing dynamics, a risk manager evaluates option value changes throughout the entire trading day. Which of the following factors would most likely affect foreign exchange option values?
I. Change in the value of the underlying
II. Change in the perception of future volatility
III. Change in interest rates
IV. Passage of time

A. I, II, III
B. I, II, III, IV
C. I, II
D. II, III

Answer: B

Explanation:
The value of foreign exchange options is influenced by several factors, including:
* Change in the value of the underlying (I): This directly affects the option's intrinsic value.
* Change in the perception of future volatility (II): Higher expected volatility increases the option's potential payoff.
* Change in interest rates (III): This affects the cost of carrying positions in the underlying asset.
* Passage of time (IV): This influences the time value of the option. All these factors collectively impact the pricing dynamics of options throughout the trading day.

NEW QUESTION # 138
Which one of the following four option types has two strike prices?

A. Shout options
B. Asian options
C. Range options
D. American options

Answer: C

Explanation:
Range options, also known as "corridor options" or "double no-touch options," have two strike prices. The payoff for a range option depends on the price of the underlying asset remaining within a specified range between the two strike prices during the life of the option. This dual strike price structure is what distinguishes range options from other types of options.

NEW QUESTION # 139
A risk manager is analyzing a call option on the GBP with a vega of 0.02. When the perceived future volatility
increases by 1%, the call option

A. Decreases in value by 0.02.
B. Increases in value by 0.02.
C. Decreases in value by 2.
D. Increases in value by 2.

Answer: B

NEW QUESTION # 140
......

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GARP 2016-FRR Training For Exam | Valid 2016-FRR Real Test

Free PDF Quiz 2025 GARP First-grade 2016-FRR: Financial Risk and Regulation (FRR) Series Training For Exam

GARP Financial Risk and Regulation (FRR) Series Sample Questions (Q135-Q140):

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