ACI Dealing Certificate 認定 3I0-012 試験問題:
1. Which of the following transactions would have the effect of shortening the average duration of liabilities in the banking book?
A) replacing retail savings accounts with 3-month borrowings under repo
B) selling futures contracts on 30-year German Government bonds
C) selling holdings of 30-year German Government bonds
D) placing a 20-year covered bond in the market
2. Which of the following is true?
A) All principals have the responsibility for assessing the creditworthiness of their counterparties or potential counterparties whether dealing direct or through a broking firm.
B) It is the responsibility of the broking firm to conduct due diligence before transacting a deal.
C) The principal is obliged to take into account any information provided by a broker as they are bound by a professional relationship.
D) All of the above.
3. Using the following rates:
3M (90-day) eurodeposits3.50%
6M (180-day) eurodeposits3.75%
What is the rate for a deposit, which runs from 3 to 6 months?
A) 3.965%
B) 3.285%
C) 3.625%
D) 3.835%
4. When a broker needs to switch a name this should be done:
A) only provided that such transactions are identified as switching transactions
B) only if the switching transaction is done at the current market rate
C) only after consultation with the local regulator
D) only after approval by the broker's senior management
5. Which of the following statements about leverage ratios under Basel III is correct?
A) The leverage ratio is the ratio of the bank's Tier 1 Capital to total assets of the bank, excluding its off- balance sheet exposures and derivatives.
B) The purpose of introducing a leverage ratio is to avoid the build-up of excess leverage that could potentially lead to a "credit crunch" in stressed conditions.
C) The leverage ratio is the ratio of the bank's Tier 1 and Tier 2 Capital to total assets of the bank, including its off-balance sheet exposures and derivatives.
D) The leverage ratio under Basel III must be higher than 4%.
質問と回答:
| 質問 # 1 正解: A | 質問 # 2 正解: A | 質問 # 3 正解: A | 質問 # 4 正解: A | 質問 # 5 正解: B |














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