3I0-012 Exam dumps PDF | Exam-Dumps.net (Page: 14)

QUESTION: 66 Topic: 1, Volume A

Which of the following scenarios offer an example of wrong way risk?

A bank purchases credit protection on highly-rated tranches of US mortgage-backed securities from a US mortgage bank
A bank sells protection on the iTraxx main index at a level of 25 bps and shortly afterwards the index crosses the 200 bps level
A bank sells EUR put I USD call ATM options with an expiry date of 6 months and afterwards volatility moves up to substantially higher levels
A bank enters into a receiver’s swap while interest rates are increasing

Answer(s): A

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QUESTION: 67 Topic: 1, Volume A

Which of the following is typical of liquid assets held by banks under prudential requirements?

prices increase during a systemic crisis
return on investment is relatively high
absence of active market makers
wide bid/offer spreads

Answer(s): A

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QUESTION: 68 Topic: 1, Volume A

What is the correct interpretation of a EUR 2,000,000.00 overnight VaR figure with a 97% confidence level?

A loss of at least EUR 2,000,000.00 can be expected in 97 out of the next 100 days.
A loss of at most EUR 2,000,000.00 can be expected in 3 out of the next 100 days.
A loss of at least EUR 2,000,000.00 can be expected in 3 out of the next 100 days.
A loss of at most EUR 2,000,000.00 can be expected in 6 out of the next 100 days.

Answer(s): C

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QUESTION: 69 Topic: 1, Volume A

Hybex Electrics is a highly rated company with a considerable amount of fixed rate liabilities and would like to increase the percentage of floating rate debt. Which of the following is the best course of action?

Hybex should become a payer of a fixed rate on a swap against receipt of LIBOR.
Hybex should become a receiver of a floating rate on a swap against payment of a fixed rate
Hybex should become a receiver of a fixed rate on a swap against payment of LIBOR D.
Hybex should become a receiver of a floating rate on a swap against payment of LIBOR

Answer(s): C

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QUESTION: 70 Topic: 1, Volume A

Which one of the following statements correctly describes the increased capital ratios that will come into effect under Basel III?

minimum tier 1 capital of 4.5% and minimum total capital plus a conservation buffer of 10.5%
minimum tier 1 capital of 6% and minimum total capital including conservation buffer of 8%
minimum tier 1 capital of 4% and minimum total capital including conservation buffer of 10.5%
minimum tier 1 capital of 6% and minimum total capital including conservation buffer of 10.5%

Answer(s): D

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ACI 3I0-012 Exam (page: 14) ACI 3I0-012 Dealing Certificate Updated on: 31-Mar-2026

QUESTION: 66 Topic: 1, Volume A

QUESTION: 67 Topic: 1, Volume A

QUESTION: 68 Topic: 1, Volume A

QUESTION: 69 Topic: 1, Volume A

QUESTION: 70 Topic: 1, Volume A

ACI 3I0-012 Exam (page: 14)
ACI 3I0-012 Dealing Certificate
Updated on: 31-Mar-2026