pre test l 1 version a8

7/29/2019 Pre Test L 1 Version A8

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Soal Ujian Sertifikasi Level 1 type C

1. Risiko suku bunga dalam banking book sangat mungkin terjadi dalam kondisidimanayield curve:

a. Turun naikb. Naik turunc. Normald. Inverted

2. Kasus Saving & Loans Associations (S&Ls) di Amerika Serikat tahun 1980-anadalah jenis risiko yang dalam kerangka Basel II dicakup dalam:

a. Pilar 1b. Pilar 2c. Pilar 3d. Betul semua

3. Jika nilai pasar sebuah asset bank menurun, maka:a. Nilai pasar dari modal bank tetapb. Tidak ada hubungan yang dapat dijelaskanc. Nilai pasar dari modal bank naikd. Nilai pasar dari modal bank turun

4. Ketika terjadi kenaikan suku bunga yang menyebabkan nilai pasar obligasi yangdimiliki sebuah bank menurun, maka:

a. Nilai pasar dari modal bank tetapb. Nilai pasar dari modal bank turunc. Nilai pasar dari modal bank naikd. Nilai pasar dari modal bank turun

5. Jika terjadi penurunan kualitas kredit pada sebuah bank, maka:a. Nilai buku dari modal bank tetapb. Nilai buku dari modal bank turunc. Nilai pasar dari modal bank naikd. Nilai pasar dari modal bank turun


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Rahmat Prayoga 1

Soal Ujian Sertifikasi Level 1 (type E)

1. Dari beberapa risiko berikut ini yang bukan merupakan kategori operational riskevent 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/2002b. 5/8/PBI/2003c. 5/8/PBI/2004d. 5/8/PBI/2005

3. Fokus manajemen risiko operasional adalah pada tipe kejadian :a. Low frequency high impact sajab. Low frequency low impact sajac. Jawaban a & b benar.d. Semua jawaban salah.

4. Suatu bank akan cenderung kehilangan bisnisnya apabila menghadapi tipekejadian :

a. Low frequency high impactb. Low frequency low impactc. High frequency high impactd. High frequency low impact

5. Saat melakukan penghitungan operational risk capital, bank wajib mendasariperhitungannya 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 sebagaikejadian / event yang disebabkan oleh :a. External riskb. System riskc. People riskd. Reputational risk

7. Yang tidak termasuk Internal process risk event adalah :a. Documentationb. Money launderingc. Incorrect and insufficient reportingd. Poor management practices


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Rahmat Prayoga 2

8. Y2K Bug adalah termasuk kejadian risiko operasional:a. External riskb. System riskc. People riskd.

Reputational risk

9. Kejadian risiko dengan sifat high impact low frequency cenderung untuk:a. Mengakibatkan runtuhnya sebuah bankb. Dapat dengan mudah dipahamic. Disebabkan oleh external eventsd. Diabaikan oleh bank

10. Risiko yang disebabkan adanya penetapan dan pelaksanaan strategi bank yangtidak tepat, pengambilan keputusan bisnis yang tidak tepat atau kurang, banktidak tanggap terhadap perubahan eksternal:

a.

Risiko kepatuhanb. Risiko strategic. Risiko reputasid. 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 tidaktepat, pengambilan keputusan bisnis yang tidak tepat atau kurang bank tidak

responsif terhadap perubahan eksternal

c. Risiko antara lain disebabkan adanya publikasi negatif yang terkait dengankegiatan usaha bank atau persepsi negatif terhadap bank

d. Risiko yang disebabkan oelh adanya kelemahan aspek yuridis12. Risiko hukum adalah:

a. Risiko yang disebabkan bank tidak mematuhi atau tidak melaksanakanperaturan perundang-undangan dan ketentuan lain yang berlaku

b. Risiko disebabkan adanya penetapan dan pelaksanaan strategi bank yang tidaktepat, pengambilan keputusan bisnis yang tidak tepat atau kurang, bank tidak

tanggap terhadap perubahan eksternal

c. Risiko antara lain disebabkan adanya publikasi negatif yang terkait dengankegiatan usaha bank atau persepsi negatif terhadap bank

d. Risiko yang disebabkan oleh adanya kelemahan aspek yuridis13. 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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Rahmat Prayoga 3

14. Cara menyikapi risiko operasional dapat dilakukan dengan mengelola yaitukecuali:

a. Memperbaiki Prosesb. Transfer risikoc.

Meningkatkan ketrampilan karyawand. Memperbaiki sistem

15. Kejadian risiko operasional dapat diklasifikasikan sesuai dengan:a. Frekuensi dan dampakb. Dampak kepada modal bankc. Dampak terhadap kerugian bankd. 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 denganrisiko 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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Rahmat Prayoga 4

21. Dalam proses manajemen risiko operasional sehari-hari kadang ditemukan suatukejadian 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 risikoc. 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 economyb. they are heavily exposed to personal customersc. 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 riskc. 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 makerd. Managed position

27. Which of the following strike prices on a European put option demands the lowestpremium?

a. 100


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Rahmat Prayoga 5

b. 110

c. 120d. 130

28. Banks make a profit from matched positions by:

a. holding risk positions until market prices move favorablyb. earning interests on regulatory capital

c. charging fees to the customerd. 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 newregulation had a positive impact, known as Quantitative Impact Studies (QIS). ByQIS 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 latestconsultative 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 capitalb. 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 bankc. 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 bookc. Credit risk

d. Market risk

34. Which one of the following condition is incorrect:


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Rahmat Prayoga 6

a. the inter-bank money market is where banks trade loans and deposits with

each otherb. 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 riskd. commodity position risk

36. Credit models allowed under Basel II are known as:

a. economic capital modelsb. credit scoring models

c. credit grading modelsd. portfolio credit models

37. Which one of the following statement is correct:

a. Spot foreign exchange transaction which is transacted on Friday morning willbe settled no later than Friday afternoon

b. Spot foreign exchange transaction which is transacted on Friday morning will

be settled on the following Wednesday

c. Spot foreign exchange transaction which is transacted on Friday morning willbe settled on the following Monday

d. Spot foreign exchange transaction which is transacted on Friday morning will

be settled on the following Tuesday

38. Which one of the following cases is an example of credit risk?

a. Barclays Bank crisis in 1993b. 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 pricesb. 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 ratesd. 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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Rahmat Prayoga 7

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 sensitivityc. 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 stabilityb. monetary stability

c. economic stability

d. banking stability

43. Basel II differentiates credit risk based on:

a. quality of borrowerb. term of borrowingc. 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 tofactors 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 bookb. 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 tomaturity = 30 days, number of days in the year = 360. What is the forward

margin?

a. 0.2625b. 0.3035

c. 0.2315

d. 0.1535

47. Every banks risk management unit must


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Rahmat Prayoga 8

a. have the same number of staffb. report to the trading managerc. be managed externallyd. 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 contractb. the debtors pledging security to back what is owed (collateral)c. avoiding risky transactionsd. 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 riskb. system riskc.

people riskd. 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 theirassessment of capital adequacy

c. Bank has to conduct stress test accordinglyd. All of the above

pre test l 1 version a8

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