3I0-012 Exam Dumps - ACI-Financial Questions and Answers

0.25%

0.375%

0.75%

0.50%

The level of interest rates in the base currency

The level of interest rates in the quoted currency

The interest rates in the two currencies

Your expectations of the future spot rate

entering into a pay fixed I receive variable standard interest rate swap

entering into a receive fixed I pay variable standard interest rate swap

entering into a pay fixed / receive variable amortizing interest rate swap

entering into a GBP/USD FX swap

0.008520

0.009510

0.009515

0.009518

should be adjusted to take account of the change in value date

cannot be adjusted if one of the counterparties wishes to adjust the rate but the other wishes to keep the original rate

must be adjusted if one of the counterparties wishes to adjust the rate but the other wishes to keep the original rate

should be adjusted if the adjustment is for two days or longer but not if it is for only one day

104.14

104.21

104.23

104.30

upward shift of the swap curve and rating downgrade of party A

downward shift of the swap curve and rating downgrade of party A

downward shift of the swap curve and rating downgrade of party B

downward shift of the swap curve only

1.2993

1.3023

1.3141

1.4323

uncertainty of valuation

high correlation with risky assets

listed on a developed and recognized exchange

readily marketable

Loss Given Default

Liquidity Given Distress

Limit Given Default

Loss Given Distress