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GARP International Certificate in Banking Risk and Regulation (ICBRR) Sample Questions:

1. According to Basel II what constitutes Tier 1 capital?

A) Equity capital and accrued profits to reserves
B) Profits to reserves and innovative Tier 1 capital
C) Core capital and innovative Tier 1 capital.
D) Equity capital and core capital

2. A risk associate is trying to determine the required risk-adjusted rate of return on a stock using the Capital Asset Pricing Model. Which of the following equations should she use to calculate the required return?

A) Required return = (1-risk free return) + beta x market risk
B) Required return = risk-free return + beta x market risk
C) Required return = risk-free return + 1/beta x market risk
D) Required return = risk-free return + beta x (1 - market risk)

3. Which of the following statements about parametric and nonparametric methods for calculating Value-at-risk is correct?

A) Both parametric and nonparametric methods make no assumptions about return distributions.
B) Parametric methods generally assume returns are normally distributed, and nonparametric methods make no assumptions about return distributions.
C) Parametric methods make no assumptions about return distributions, and non-parametric methods assume returns are normally distributed.
D) Both parametric and nonparametric methods assume returns are normally distributed.

4. Gamma Bank is operating in a highly volatile interest rate environment and wants to stabilize its net income by shifting the sources of its earnings from interest rate sensitive sources to less interest rate sensitive sources. All of the following strategies can help achieve this objective EXCEPT:

A) Charge bank fees for underwriting loans
B) Extend different types of credit
C) Provide trust, asset management, and trading services to customers
D) Originate more floating interest rate loans

5. Which one of the following four mathematical option pricing models is used most widely for pricing European options?

A) The Garman-Kohlhagen model
B) The Heston model
C) The Black model
D) The Black-Scholes model

Solutions: