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Share some ACI-Financial Markets Association 3I0-012 exam questions and answers below.
Which of the following statements is correct?
A. Unilateral collateral obligations to sovereign counterparties provide liquidity to banks
B. Under Basel III commercial banks are most likely to incur lower costs to service their sovereign clients.
C. While banks usually do not call for collateral from sovereign counterparties, they must often provide collateral for the offsetting hedge transactions which are undertaken with commercial counterparties
D. Uncollateralised exposures to sovereign counterparties require banks to hold additional regulatory capital
Answer: C
How would you delta hedge a deeply "in-the-money" short put option?
A. Go short of the underlying commodity equal to 50% of the size of the option contract
B. Go long of the underlying commodity equal to 50% of the size of the option contract
C. Go long of the underlying commodity equal to more than 50% of the full size of the option contract
D. Go short of the underlying commodity equal to more than 50% of the full size of the option contract
Answer: D
You are short in 6-month JPY deposit. You need to square the position using the USD deposit market and a USD/JPY swap. You are quoted the following USD/JPY swap rates.Which would be the best rate to use?
A. 21/18
B. 18/15
C. 22/17
D. 19/16
Answer: A
Lending for 3 months and borrowing for 6 months creates a 3x6 forward-forward deposit.The cost of that deposit is called:
A. Implicit nominal rate
B. Implied forward rate
C. Funding rate
D. Effective future rate
Answer: B
If spot NZD/CHF is quoted to you as 0.7406-09.How many NZD would you receive in exchange for CHF 5,000,000 if you dealt on the price?
A. 3,704,500.00
B. 6,748,549.06
C. 3,703,000.00
D. 6,751.282.74
Answer: B
What does the Model Code say about extending forward contracts at non-current rates?
A. Such practices should be avoided as they could be used to conceal profit or losses and unauthorised extensions of credit.
B. Non-current rates are not recommended as they could result in confusing settlement instructions and additional work.
C. In fact, trades at non-current rates are a good way to increase margins and therefore the Model Code recommends that they be widely used
D. The practice is tolerated since, due to the recent turmoil in financial markets, calculating accurate prices has become increasingly difficult
Answer: A
If 6-month USD/CAD forward rates are quoted at 40/45, which of the following statements is correct?
A. USD rates are higher than CAD rates in the 6-month
B. CAD rates are higher than USD rates in the 6-month
C. There is a positive USD yield curve
D. There is not enough information to decide
Answer: B
Basis risk on a futures contract is
A. The risk of an adverse change in the futures price
B. The risk of an adverse change in the spread between futures and cash prices
C. The progressive illiquidity of a futures contract as it approaches expiry
D. The risk of a divergence between the futures price and the final fixing of the underlying interest rate
Answer: B
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