FRM考試內容有哪些？內附歷年真題！

FRM考試內容有哪些？內附歷年真題！金融風險管理師考試，也就是大家熟悉的FRM考試，由美國GARP協(xié)會主辦，考試由兩級構成，下面一起來看看FRM兩級考試的內容吧！還給大家準備了FRM歷年真題，供大家參考！

一、FRM考試內容匯總

FRM一級（共四門科目）
1、Foundations of Risk Management風險管理基礎（大約占20%）
2、Quantitative Analysis定量分析（大約占20%）
3、Valuation and Risk Models估值與風險模型（大約占30%）
4、Financial Markets and Products金融市場與產品（大約占30%）
FRM二級（共六門科目）
1、Market Risk Measurement and Management市場風險計量和管理（大約占20%）
2、Credit Risk Measurement and Management信用風險計量和管理（大約占20%）
3、Operational and Integrated Risk Management操作風險與彈性（大約占20%）
4、Liquidity and Treasury Risk Measurement and Management流動性與資金風險計量和管理（大約占15%）
5、Risk Management and Investment Management風險管理和投資管理（大約占15%）
6、Current Issues in Financial Markets當期金融市場熱點問題（大約占10%）

二、FRM真題展示
Portfolio X’s required return is 0.05+0.9×(0.12-0.05)=11.3%.It is expected toreturn 13%.The portfolio has an expected excess return of 1.7%
Portfolio Y’s required return is 0.05+1.1×(0.12-0.05)=12.7%.It is expected toreturn 14%.The portfolio has an expected excess return of 1.3%.Since both portfolios are undervalued,the investor should sell the portfolio that offers
less excess return.Sell Portfolio Y because its excess return is less than that of PortfolioX.4.Peter Stone is considering buying a$100 face value,semi-annual couponbond with a quoted price of 105.19.His colleague points out that the bondistrading ex-coupon.Which of the following choices best represents what Stonewill pay for the bond?(保留)
A.$105.19 plus accrued interest.
B.$105.19.
C.$105.19 minus accrued interest.
D.$105.19 minus the coupon payment.
真題解析：
Answer:B
Since the bond is trading ex-coupon,the buyer will pay the seller the clean price,or
the price without accrued interest.So,Stone will pay the quoted price.The choice$105.19plus accrued interest represents the dirty price(also known as full price).This bond wouldbe said to trade cum-coupon.