3I0-008試験無料問題集（320題）「ACI DEALING CERTIFICATE 認定」

出題：1

Click on the Exhibit Button to view the Formula Sheet. What is replacement cost a function of?

A. Market risk

B. Both of the above

C. Credit risk

D. None of the above

正解：C 解答を投票する

出題：2

Click on the Exhibit Button to view the Formula Sheet. The extension of forward FX contracts at their historic rates is only allowed when:

A. They are extended for not more than one year.

B. All of the above.

C. They are executed within six months.

D. Prior management approval has been sought.

正解：D 解答を投票する

出題：3

Click on the Exhibit Button to view the Formula Sheet. What is the risk of dealing through an agent with an unknown principal?

A. You may not be able to net your exposure for capital adequacy purposes.

B. All of the above.

C. You may not be able to ensure that your firm can avoid suspicion of trading on non- public information or other allegations of bad or illegal trading practice.

D. You may not be able to net your exposure in an insolvency.

正解：B 解答を投票する

出題：4

Click on the Exhibit Button to view the Formula Sheet. Are the forward points materially affected by changes in the spot rate?

A. Only for very large movements and longer terms

B. never

C. always

D. spot is the principal influence

正解：A 解答を投票する

出題：5

Click on the Exhibit Button to view the Formula Sheet. The intrinsic value of a long call option:

A. Becomes negative if the market price of the underlying commodity falls below the strike price of the option

B. Rises if the price of the underlying commodity falls and vice versa

C. Falls and rises with the price of the underlying commodity, but is always positive

D. Depends solely on the volatility of the price of the underlying commodity

正解：C 解答を投票する

出題：6

Click on the Exhibit Button to view the Formula Sheet. What is the maximum maturity of a US Treasury bill?

A. 183 days

B. 5 years

C. One year

D. 270 days

正解：C 解答を投票する

出題：7

Click on the Exhibit Button to view the Formula Sheet. The one-month (31-day) GC repo rate for French government bonds is quoted to you at 3.75-80%. As collateral, you are offered EUR25 million nominal of the 5.5% OAT April 2006, which is worth EUR
28,137,500. If you impose an initial margin of 1%, the Repurchase Price is:

A. EUR 27,948,871.97

B. EUR 27,946,077.08

C. EUR 27,950,071.43

D. EUR 27,947,276.43

正解：A 解答を投票する

出題：8

Click on the Exhibit Button to view the Formula Sheet. In a dispute between the dealer and a broker, the Model Code recommends that this should be referred in the first instance to:

A. Senior management of the bank and the brokerage firm.

B. ACI's Committee for Professionalism (CFP).

C. Head of compliance.

D. Central bank.

正解：A 解答を投票する

出題：9

Click on the Exhibit Button to view the Formula Sheet. What type of risk would describe the failure of a back office to make adequate margin calls on repo positions?

A. Market risk

B. Credit risk

C. Operational risk

D. Settlement risk

正解：C 解答を投票する

出題：10

Click on the Exhibit Button to view the Formula Sheet. Confirmations should be sent out by both counterparties through an efficient and secure means of communication, preferably electronic:

A. As soon as possible.

B. Before the value date.

C. Within two business days of the deal.

D. Within 24 hours of the deal.

正解：A 解答を投票する

出題：11

Click on the Exhibit Button to view the Formula Sheet.
Your are quoted the following rates:
spot CHF/JPY 80.12-22
3M CHF/JPY 25.5/22.5
At what rate can you buy 3-month outright JPY against CHF?

A. 79.865

B. 79.995

C. 79.965

D. 79.895

正解：A 解答を投票する

出題：12

Click on the Exhibit Button to view the Formula Sheet. Fraud is typically classified as:

A. Market risk

B. Credit risk

C. Operational risk

D. Legal risk

正解：C 解答を投票する

3I0-008試験無料問題集「ACI DEALING CERTIFICATE 認定」