真題展示!FRM考試題目是什么樣的?FRM考試是金融風險管理師考試,設計了大量的金融計算,因此需要在備考過程中刷題,其中考試真題自然是很有含金量的一類題,看到有同學在問FRM真題有哪些?FRM學姐整理了FRM真題例題解析,下面一起來看看。
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一、FRM真題示例
Pillar 1 of the Basel II framework allows banks to use various approaches to calculate the capital requirements for credit risk,operational risk,and market risk.
Which of the following Basel II approaches allows a bank to explicitly recognize diversification benefits?
A)The basic indicator approach for operational risk
B)The standardized approach for market risk
C)The internal models approach for market risk
D)The standardized approach for operational risk
答案:C
解析:The internal models approach allows banks to use risk measures derived from their own internal risk management models,subject to a set of qualitative conditions and quantitative standards.In terms of risk aggregation within market risk using the internal models approach,banks are explicitly allowed to recognize empirical correlations across broad market risk categories,and,thus,diversification benefits.
The standardized approach for market risk,on the other hand,assigns capital separately to each of debt securities,equity securities,foreign exchange risk,commodity risk,and options without consideration for correlations between different types of instruments.Thus,C is correct and B is incorrect.Also,Aand D are incorrect because operational risk cannot be diversified.
真題展示!FRM考試題目是什么樣的?
二、FRM習題值得做嗎?
1、習題價值
對于FRM練習題,GARP官網(wǎng)上有這樣的描述:FRM習題是基于FRM一級、二級考試部分試題的樣本,這個完整的練習考試是考生在FRM考試中會看到的問題的代表。通過FRM習題我們可以對FRM考試題有進一步的了解。畢竟協(xié)會目前是不提供FRM考題的,因此這個題的價值就十分大了。
2、習題難度
關于FRM習題的難度很多人說無論是FRM一級還是二級習題都要比真實的FRM考試題要簡單一點,但是作為協(xié)會提供的試題,也是我們考前必須做的。
3、其它習題
除了FRM習題,我們還可以做高頓FRM研究院老師為大家總結的得FRM考前測評題,F(xiàn)RM一二級常見易錯題,F(xiàn)RM2022年??碱}等等,這些都是質(zhì)量比較高的習題,尤其是??碱},在學員和考生中廣受歡迎。
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