3I0-012 Exam Dumps : ACI Dealing Certificate

Unilateral collateral obligations to sovereign counterparties provide liquidity to banks.

Under Basel III commercial banks are most likely to incur lower costs to service their sovereign clients.

While banks usually do not call for collateral from sovereign counterparties, they must provide collateral for the offsetting hedge transactions which are undertaken with commercial counterparties.

Uncollateralised exposures to sovereign counterparties will not require additional regulatory capital to be set aside against potential credit losses

A short call option + short put option with a higher strike price than the call option

A long call option + long put option with a lower strike price than the call option

A short call option + short put option with a lower strike price than the call option

A long call option + short put option with higher strike price than the call option

A maturity analysis of a bank’s interest-bearing assets and interest-bearing liabilities.

A method used to measure how much each source of funding is contributing to overall profitability.

A calculation of the spread between the duration of the interest-bearing assets and the interestbearing liabilities.

The evaluation and management of the gap between a bank’s volume of loans and deposits.