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NEW QUESTION: 1
The network administrator at an enterprise reported a large data leak. One compromised server was used to aggregate data from several critical application servers and send it out to the Internet using HTTPS.
Upon investigation, there have been no user logins over the previous week and the endpoint protection software is not reporting any issues. Which of the following BEST provides insight into where the compromised server collected the information?
A. Configure the server logs to collect unusual activity including failed logins and restarted services.
B. Correlate data loss prevention logs for anomalous communications from the server.
C. Setup a packet capture on the firewall to collect all of the server communications.
D. Review the flow data against each server's baseline communications profile.
Answer: D
Explanation:
Network logging tools such as Syslog, DNS, NetFlow, behavior analytics, IP reputation, honeypots, and
DLP solutions provide visibility into the entire infrastructure. This visibility is important because signature-based systems are no longer sufficient for identifying the advanced attacker that relies heavily on custom malware and zero-day exploits. Having knowledge of each host's communications, protocols, and traffic volumes as well as the content of the data in question is key to identifying zero day and APT
(advance persistent threat) malware and agents. Data intelligence allows forensic analysis to identify anomalous or suspicious communications by comparing suspected traffic patterns against normal data communication behavioral baselines. Automated network intelligence and next-generation live forensics provide insight into network events and rely on analytical decisions based on known vs. unknown behavior taking place within a corporate network.
Incorrect Answers:
B: The attack has already happened; the server has already been compromised. Configuring the server logs to collect unusual activity including failed logins and restarted services might help against future attacks but it will not provide information on an attack that has already happened.
C: It is unlikely the DLP logs would contain anomalous communications from the server that would identify where the server collected the information.
D: The attack has already happened; the server has already been compromised. Setting up a packet capture on the firewall to collect all of the server communications might help against future attacks but it will not provide information on an attack that has already happened.
References:
https://www.sans.org/reading-room/whitepapers/forensics/ids-file-forensics-35952, p. 6

NEW QUESTION: 2
A big data processing system involves five layers: data collection, data storage, data processing, data analysis, and data application and presentation. Which of the following statements about the five layers are correct? (Select two)
A. Data collection is implemented based on data sources. Attention must be paid to the use of structured and unstructured database technologies.
B. Data storage resolves the massive data storage issue. Attention must be paid to data variety and heterogeneous data convergence.
C. Data processing features high velocity. Attention must be paid to the parallel computing technology.
D. Data analysis and application highlight data value. Attention must be paid attention to data mining, business intelligence, and data search.
Answer: C,D
Explanation:
Explanation/Reference:

NEW QUESTION: 3
顧客は、ドキュメント分割を使用して、セグメントごとにバランスシートを有効にしたいと考えています。どうやって
文書分割を設定しますか？ （2つ選択）
A. すべてのドキュメントタイプをビジネストランザクションおよびビジネストランザクションバリアントに割り当てます。
B. 分割ルールを定義します。
C. 分割ドキュメントのリーディング元帳を定義します。
D. 分割方法をトランザクションバリアントに割り当てます。
Answer: A,B

NEW QUESTION: 4
Martha Garret, CFA, manages fixed income portfolios for Jones Brothers, Inc. (JBI). JBI has been in the portfolio management business for over 23 years and provides investors with access to actively managed equity and fixed-income portfolios. All of JBI's fixed-income portfolios are constructed using U.S. debt instruments. Garret's primary portfolio responsibilities are the Quasar Fund and the Nova Fund, both of which are long fixed-income portfolios consisting of Treasury securities in all maturity ranges. The Quasar Fund holdings as of March 15 are provided in Exhibit 1. A comparison of key rate durations for the Quasar Fund and Nova Fund is provided in Exhibit 2.

Of particular importance to Garret and her colleagues is the degree of interest rate risk exposure unique to each portfolio under JBI's management. Driving the increased awareness of the portfolios' interest rate exposure is the double digit growth in assets under management that JBI's fixed-income portfolios have experienced in the last five years. Interest in the company's fixed-income portfolios continues to grow and as a result, all portfolio managers are required to attend weekly meetings to discuss key portfolio risk factors. At the last meeting, Miranda Walsh, a principal at JBI, made the following comments:
"The variance of daily interest rate changes has been trending higher over the last three months leading us to believe that a period of high volatility is approaching in the next twelve to eighteen months. However, the reliability is questionable since the volatility estimates were derived using an option pricing model, which assumes constant interest rates."
"Also, the Treasury spot rate curve currently has a similar shape to the yield curve on Treasury coupon securities, which, according to the market segmentation theory of interest rate term structure, indicates a relatively high level of demand from investors for intermediate term securities. Overzealous trading by investors unwilling to move into other maturity ranges may create mispricing and opportunities for arbitrage." After the meeting, Walsh and JBI's other principals met to discuss a new international portfolio opportunity.
At Walsh's suggestion, the principals selected Garret as the lead portfolio manager for the new fund, which will be titled the Atlantic Fund. One of the other portfolio managers, Greg Terry, CFA, suggested to Garret that she utilize the LIBOR swap curve as a benchmark for the Atlantic fund rather than using local government yield curves. Terry justifies his suggestion by claiming that "the lack of government regulation in the swap market makes swap rates and curves directly comparable between different countries despite fewer maturity points with which to construct the curve as compared to a government yield curve.
Furthermore, credit risk in the swap curves of various countries is similar, thus avoiding the complications associated with different levels of sovereign risk embedded in government yield curves." Intrigued by the idea of using the swap curve, Garret has her assistant begin gathering a range of current and forward LIBOR rates.
Evaluate Walsh's comments regarding the method used to estimate the expected increase in interest rate volatility and the term structure of interest rates.
A. Walsh is correct only with respect to interest rate term structure.
B. Walsh is correct only with respect to interest rate volatility.
C. Walsh is incorrect with respect to both interest rate volatility and term structure.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Option pricing models assume a constant volatility of interest rates but not a constant level of interest rates. Walsh's first statement is incorrect. The market segmentation theory says that the term structure of interest rates is determined solely by the supply/ demand for a given maturity sector. The statement is incorrect, however, because high demand from investors (who wish to lend money) would push interest rates lower, not higher as observed in the term structure. (Study Session 14, LOS 53.e)