Exam 2016-FRR Topic 1 Question 334 Discussion

Actual exam question for GARP's 2016-FRR exam
Question #: 334
Topic #: 1
Alpha Bank, a small bank,has a long position with larger BetaBank and has an identical short position with
another larger bank GammaBank. Each large bank requires a 20% initial collateral to support the trade. As
prices fluctuate in either direction, one large bank will require additional collateral from the small bank, while
the risk of loss to the other large bank will increase. By running the trades through a clearinghouse, the small
bank can achieve all of the following objectives EXCEPT:

Suggested Answer: A Vote an answer

by Sandy at Jan 24, 2024, 10:21 AM

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