Soal Ujian Sertifikasi Level 1 type C
1. Risiko suku bunga dalam banking book sangat mungkin terjadi dalam kondisi dimana yield curve: a. Turun naik b. Naik turun c. Normal d. Inverted 2. Kasus Saving & Loans Associations (S&Ls) di Amerika Serikat tahun 1980-an adalah jenis risiko yang dalam kerangka Basel II dicakup dalam: a. Pilar 1 b. Pilar 2 c. Pilar 3 d. Betul semua 3. Jika nilai pasar sebuah asset bank menurun, maka: a. Nilai pasar dari modal bank tetap b. Tidak ada hubungan yang dapat dijelaskan c. Nilai pasar dari modal bank naik d. Nilai pasar dari modal bank turun 4. Ketika terjadi kenaikan suku bunga yang menyebabkan nilai pasar obligasi yang dimiliki sebuah bank menurun, maka: a. Nilai pasar dari modal bank tetap b. Nilai pasar dari modal bank turun c. Nilai pasar dari modal bank naik d. Nilai pasar dari modal bank turun 5. Jika terjadi penurunan kualitas kredit pada sebuah bank, maka: a. Nilai buku dari modal bank tetap b. Nilai buku dari modal bank turun c. Nilai pasar dari modal bank naik d. Nilai pasar dari modal bank turun
Soal Ujian Sertifikasi Level 1 (type E)
1.
Dari beberapa risiko berikut ini yang bukan merupakan kategori operational risk event adalah : a. People Risk. b. Internal Process Risk dan External Risk. c. Marketing Risk. d. Legal Risk.
2.
Implementasi Manajemen Risiko di Indonesia diatur pada peraturan BI: a. 5/8/PBI/2002 b. 5/8/PBI/2003 c. 5/8/PBI/2004 d. 5/8/PBI/2005
3.
Fokus manajemen risiko operasional adalah pada tipe kejadian : a. Low frequency high impact saja b. Low frequency low impact saja c. Jawaban a & b benar. d. Semua jawaban salah.
4.
Suatu bank akan cenderung kehilangan bisnisnya apabila menghadapi tipe kejadian : a. Low frequency high impact b. Low frequency low impact c. High frequency high impact d. High frequency low impact
5.
Saat melakukan penghitungan operational risk capital, bank wajib mendasari perhitungannya pada : a. Unexpected loss. b. Expected loss. c. Tidak satupun jawaban diatas. d. Jawaban a & b di atas benar.
6.
Bom yang terjadi di stasiun kereta api London dapat dikategorikan sebagai kejadian / event yang disebabkan oleh : a. External risk b. System risk c. People risk d. Reputational risk
7.
Yang tidak termasuk Internal process risk event adalah : a. Documentation b. Money laundering c. Incorrect and insufficient reporting d. Poor management practices
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8.
Y2K Bug adalah termasuk kejadian risiko operasional: a. External risk b. System risk c. People risk d. Reputational risk
9.
Kejadian risiko dengan sifat “high impact low frequency” cenderung untuk: a. Mengakibatkan runtuhnya sebuah bank b. Dapat dengan mudah dipahami c. Disebabkan oleh external events d. Diabaikan oleh bank
10.
Risiko yang disebabkan adanya penetapan dan pelaksanaan strategi bank yang tidak tepat, pengambilan keputusan bisnis yang tidak tepat atau kurang, bank tidak tanggap terhadap perubahan eksternal: a. Risiko kepatuhan b. Risiko strategi c. Risiko reputasi d. Risiko hukum
11.
Risiko kepatuhan adalah: a. Risiko yang disebabkan karena bank tidak mematuhi atau tidak melaksanakan peraturan perundang-undangan dan ketentuan lain yang berlaku b. Risiko disebabkan adanya penetapan dan pelaksanaan strategi bank yang tidak tepat, pengambilan keputusan bisnis yang tidak tepat atau kurang bank tidak responsif terhadap perubahan eksternal c. Risiko antara lain disebabkan adanya publikasi negatif yang terkait dengan kegiatan usaha bank atau persepsi negatif terhadap bank d. Risiko yang disebabkan oelh adanya kelemahan aspek yuridis
12.
Risiko hukum adalah: a. Risiko yang disebabkan bank tidak mematuhi atau tidak melaksanakan peraturan perundang-undangan dan ketentuan lain yang berlaku b. Risiko disebabkan adanya penetapan dan pelaksanaan strategi bank yang tidak tepat, pengambilan keputusan bisnis yang tidak tepat atau kurang, bank tidak tanggap terhadap perubahan eksternal c. Risiko antara lain disebabkan adanya publikasi negatif yang terkait dengan kegiatan usaha bank atau persepsi negatif terhadap bank d. Risiko yang disebabkan oleh adanya kelemahan aspek yuridis
13.
Teknik untuk memitigasi dampak dari external risk disebut: a. Business continuity planning. b. Project Management. c. Critical Path Method. d. Business Plan.
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14.
Cara menyikapi risiko operasional dapat dilakukan dengan mengelola yaitu kecuali: a. Memperbaiki Proses b. Transfer risiko c. Meningkatkan ketrampilan karyawan d. Memperbaiki sistem
15.
Kejadian risiko operasional dapat diklasifikasikan sesuai dengan: a. Frekuensi dan dampak b. Dampak kepada modal bank c. Dampak terhadap kerugian bank d. Dampak dari sumber atau penyebab
16.
Tools operasional risk adalah kecuali: a. Key Risk Indicator. b. Risk Self Assessment. c. Basic Indicator Approach. d. Event Risk Reporting.
17.
Risk Self Assessment dibagi 3 jenis, kecuali: a. Generic RSA. b. Executive RSA. c. Specific RSA. d. Presidential RSA.
18.
Yang tidak termasuk Kerangka kerja ORM adalah : a. Measurement. b. Controlling. c. Reporting. d. Rewarding.
19.
Jenis risiko yang paling mempengaruhi nasabah pada day to day basis adalah : a. Liquidity Risk. b. Operational Risk. c. Operations Risk. d. Credit Risk.
20.
Dari pernyataan berikut ini manakah dari risiko yang tidak berkaitan dengan risiko operasional : a. Error pada data entry transaksi trading. b. Fluktuasi harga pasar. c. Error dalam menyiapkan master agreement. d. Konfirmasi terlambat.
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21.
Dalam proses manajemen risiko operasional sehari-hari kadang ditemukan suatu kejadian yang sulit dikategorikan ke dalam jenis risiko tertentu, disebut sebagai: a. Boundary Event. b. Risk Event. c. Error Event. d. Unknown Event.
22.
Struktur permodalan suatu bank secara tepat dapat didefinisikan sebagai: a. Struktur dan komposisi dari modal saham pada suatu bank b. Cara yang ditempuh oleh suatu bank dalam upaya untuk mengoptimalkan perimbangan hasil dengan risiko c. Cara yang ditempuh oleh suatu bank untuk mendanai dirinya sendiri biasanya melalui kombinasi antara penerbitan saham, obligasi dan utang d. Rasio antara modal bank dengan ATMR
23.
Banks usually suffer from economic shocks because: a. they are heavily exposed to their domestic economy b. they are heavily exposed to personal customers c. they are heavily exposed to corporate customers d. they are heavily exposed to the international economy
24.
The risk associated with the competitive position of the bank, and the prospect of the bank prospering in changing markets: a. competitive risk b. strategic risk c. reputational risk d. business risk
25.
The risk that a bank failure could result in damage to the economy out of all proportion to simply the immediate damage to employees, customers and shareholders is called: a. systematic risk b. specific risk c. systemic risk d. economic risk
26.
Of the three broad trading strategies, which one brings the least market risk to the bank? a. Matched book b. Purely acting as intermediary c. Market maker d. Managed position
27.
Which of the following strike prices on a European put option demands the lowest premium? a. 100
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b. 110 c. 120 d. 130 28.
Banks make a profit from matched positions by: a. holding risk positions until market prices move favorably b. earning interests on regulatory capital c. charging fees to the customer d. charging less favorable price to the customer than the current market price
29.
Of the following strategy, which one has the lowest risk: a. matched book strategy b. manage positions strategy c. market maker strategy d. all have the same risk
30.
The Basel Committee used a consultative approach to ensure that the new regulation had a positive impact, known as Quantitative Impact Studies (QIS). By QIS banks could: a. estimate the impact of implementing the latest measurement models on banks b. estimate the impact of implementing the Accord based on the latest consultative paper c. estimate the readiness of the bank to fully implement the Basel II Accord d. estimate the budget to implement the New Accord
31.
If Bank A mainly lends to its domestic government and Bank B mostly lends to new businesses, which of the following statements is true under Basel I? a. Bank A requires higher capital b. Bank B requires higher capital c. Both bank require the same level of capital d. None of the above
32.
Which of the following statements is true? a. A bank is always a financial services company b. A financial service company is always a bank c. A bank is not a financial service company d. None of the above statements is true
33.
The case on American Savings and Loan Associations is a good example of… a. Traded market risk b. Interest rate risk in the banking book c. Credit risk d. Market risk
34.
Which one of the following condition is incorrect:
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a. the inter-bank money market is where banks trade loans and deposits with each other b. the volume in the inter-bank money market is driven by banks needing to match their funding requirement to maintain their liquidity positions c. loans and deposits generate currency risk d. loans and deposits generate interest rate risk 35.
General market risk is split into the following categories, except: a. interest rate risk b. equity position risk c. foreign exchange position risk d. commodity position risk
36.
Credit models allowed under Basel II are known as: a. economic capital models b. credit scoring models c. credit grading models d. portfolio credit models
37.
Which one of the following statement is correct: a. Spot foreign exchange transaction which is transacted be settled no later than Friday afternoon b. Spot foreign exchange transaction which is transacted be settled on the following Wednesday c. Spot foreign exchange transaction which is transacted be settled on the following Monday d. Spot foreign exchange transaction which is transacted be settled on the following Tuesday
on Friday morning will on Friday morning will on Friday morning will on Friday morning will
38.
Which one of the following cases is an example of credit risk? a. Barclays Bank crisis in 1993 b. Barings crisis in 1995 c. Midland Bank crisis in 1989 d. Orange County crisis in 1994
39.
Market risk is defined as: a. The risk of losses from on- and off-balance sheet positions arising from movements in market prices b. The risk of an adverse movement in the price of an individual security due to factors that only apply to that security or issuer c. The potential loss due to an adverse change in interest rates d. The potential loss due to an adverse change in the price of stocks and shares
40.
When a bank trades futures, it is exposed to the credit risk of: a. counterparty b. exchange
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c. sovereign d. central bank 41.
Which of the following statement is correct in regard to Basel II? a. Uses a “one single size fits all” approach b. Has a simple approach to risk sensitivity c. Focuses on internal methodologies d. Has a lower level of risk sensitivity
42.
Stability in the value of money, (i.e. low and stable inflation) is called: a. financial stability b. monetary stability c. economic stability d. banking stability
43.
Basel II differentiates credit risk based on: a. quality of borrower b. term of borrowing c. quality of security d. all of the above
44.
Specific risk is: a. The risk of losses from on- and off-balance sheet positions arising from movements in market prices b. The risk of an adverse movement in the price of an individual security due to factors that only apply to that security or issuer c. The potential loss due to an adverse change in interest rates d. The potential loss due to an adverse change in the price of stocks and shares
45.
Which of the following risks that are covered by Pillar 1 of Basel II? a. Interest rate risk in the banking book b. Credit concentration risk c. Liquidity risk d. All the above answers are correct
46.
USD/JPY is quoted as the number of yen per one US dollar. This means yean is the foreign currency and US dollars the base currency. Let us assume: spot rate = 105 JPY/USD, JPY one-month rate = 1%, USD one-month rate = 4%, time to maturity = 30 days, number of days in the year = 360. What is the forward margin? a. 0.2625 b. 0.3035 c. 0.2315 d. 0.1535
47. Every bank’s risk management unit must
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a. b. c. d.
have the same number of staff report to the trading manager be managed externally have appropriate resources for the size and level of risk of the bank
48. Which one of the following methods is not aimed at reducing counterparty credit risk ? a. the making of regular payments between the parties to the contract b. the debtors pledging security to back what is owed (collateral) c. avoiding risky transactions d. netting system 49.The risk from uncertainty due to legal actions or uncertainty in the applicability or interpretation of contracts, laws or regulations is a. legal risk b. system risk c. people risk d. sovereign risk 50. According to the purpose of understanding about risk concentrations, which of the followings statement is true: a. Bank must have effective internal policies, system and control to identify, measure, and monitor and control their credit risk concentration b. Banks are required to consider the extent of their credit risk concentration in their assessment of capital adequacy c. Bank has to conduct stress test accordingly d. All of the above
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