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NEW QUESTION: 1
Which of the following should be of GREATEST concern to an IS auditor assessing the effectiveness of an organization's vulnerability scanning program?
A. Scans are performed less frequently than required by the organization's vulnerability scanning schedule
B. Results are not approved by senior management.
C. Results are not reported to individuals with authority to ensure resolution.
D. Steps taken to address identified vulnerabilities are not formally documented
Answer: A
NEW QUESTION: 2
The core network may initiate explicit or implicit separation of the terminal.
A. True
B. False
Answer: A
NEW QUESTION: 3
What should the solutions architect do to meet these requirements?
A. Configure a CloudEndure project with AWS credentials Define the replication settings. Deploy an agentless VM to the hypervisor to sync. Configure a blueprint. Use test mode to test the server, and use cutover mode on the migration date.
B. Configure a CloudEndure project with AWS credentials Define the replication settings. Deploy an agent with tokens to source servers. Configure a blueprint Use test mode to test the server and use cutover mode on the migration date
C. Configure AWS Server Migration Service (AWS SMS). Define the replication settings Deploy an AWS SMS agent to each source operating system Configure application migration and an AWS CloudFormation template for deployment on the migration date
D. Export Open Virtualization Format (OVF) images from local machines. Create an Amazon S3 bucket with AWS credentials. Use VM Import to import the images. Launch the Amazon EC2 instances from the images Sync the Amazon Elastic Block Store (Amazon EBS) volumes with AWS DataSync.
Answer: C
NEW QUESTION: 4
Which of the following statements are true in relation to Monte Carlo based VaR calculations:
I. Monte Carlo VaR relies upon a full revalution of the portfolio for each simulation II. Monte Carlo VaR relies upon the delta or delta-gamma approximation for valuation III. Monte Carlo VaR can capture a wide range of distributional assumptions for asset returns IV. Monte Carlo VaR is less compute intensive than Historical VaR
A. I, III and IV
B. II and IV
C. All of the above
D. I and III
Answer: D
Explanation:
Explanation
Monte Carlo VaR computations generally include the following steps:
1. Generate multivariate normal random numbers, based upon the correlation matrix of the risk factors
2. Based upon these correlated random numbers, calculate the new level of the risk factor (eg, an index value, or interest rate)
3. Use the new level of the risk factor to revalue each of the underlying assets, and calculate the difference from the initial valuation of the portfolio. This is the portfolio P&L.
4. Use the portfolio P&L to estimate the desired percentile (eg, 99th percentile) to get and estimate of the VaR.
Monte Carlo based VaR calculations rely upon full portfolio revaluations, as opposed to delta/delta-gamma approximations. As a result, they are also computationally more intensive. Because they are not limited by the range of instruments and the properties they can cover, they can capture a wide range of distributional assumptions for asset returns. They also tend to provide more robust estimates for the tail, including portions of the tail that lie beyond the VaR cutoff.
Therefore I and III are true, and the other two are not.