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Free 3I0-012 Exam Braindumps (page: 35)

Page 34 of 186
PDF with 740 Questions

The Liquidity Coverage Ratio (LCR) in Basel III:

  1. is a new rule that compares liquid asset levels in banks to their available equity capital
  2. spells out a modernized system for calculating the required minimum reserve that banks must hold at the central bank
  3. compares liquid and reliably liquidating assets to expected cash outflows from specified run-off rates for various liability classes under a short-term stress scenario
  4. tied directly into the internal ratings-based approach for determining the liquidity of creditcounterparties

Answer(s): B



What is interest rate immunization in the context of bank gap management?

  1. the strategy of holding more interest rate sensitive assets than interest rate sensitive liabilities
  2. the strategy of holding fewer interest rate sensitive assets than interest rate sensitive liabilities
  3. reducing the size of the balance sheet
  4. structuring a bank’s portfolio so that its net interest revenue and/or the market value of its portfolio will not be adversely affected by changes in interest rates

Answer(s): C



The weighted average duration of liabilities can be increased by:

  1. buying additional 30-year German Government bonds
  2. selling futures contracts on 30-year German Government bonds
  3. buying futures contracts on 10-year German Government bonds
  4. exercising an early repayment option on a long-term senior borrowing

Answer(s): D



Prudential regulation of banking book liquidity risk is dealt with by the Basel Committee (Basel II / Basel III) in the context of:

  1. capital adequacy regulations in Pillar 1
  2. market risk and Tier 3 capital elements
  3. internal management procedures subject to supervisory review in Pillar 2
  4. market discipline, disclosure and transparency in Pillar 3

Answer(s): B






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